PhD Candidate
Department of Statistics & Applied Probability
University of California, Santa Barbara
Santa Barbara, CA 93106, USA
Email: kalok@ucsb.edu
I am currently a fourth-year Ph.D. candidate at the University of California Santa Barbara (UCSB), jointly supervised by Prof. Jean-Pierre Fouque and Prof. Tomoyuki Ichiba. My research interest lies in the interplay between quantum and stochastic dynamics as well as the application of quantum formalism to finance. Before joining UCSB, I completed an MPhil in Mathematics at the Chinese University of Hong Kong (CUHK) under the guidance of Prof. Chi Wai Leung on Banach space theory.
Poster presentation at the 9th Eastern Conference on Mathematical Finance at Carnegie Mellon University, Oct 2025
Speaker at the 3rd Workshop on the Use of Quantum Algorithms/Formalisms in Finance at the Fields Institute, Oct 2025 (Recording and slides)