Grants

Grants from Hong Kong Research Grant Council

• PI, GRF grant, Continuous-time model-based reinforcement learning in financial engineering, 01/08/2024 to 31/07/2027.

• PI, GRF grant, Reinforcement learning for the optimal trade execution problem in financial engineering, 01/01/2023 to 31/12/2025.

• PI, GRF grant, Data-driven deep learning methods in financial engineering, 01/07/2020 to 30/06/2023.

• PI, GRF grant, Pricing and hedging drawdown derivatives in financial engineering, 01/07/2019 to 30/06/2022.

• PI, GRF grant, Multidimensional Hilbert transform and its applications in financial engineering, 01/07/2018 to 30/06/2021.

• PI, GRF grant, Continuous time Markov chain approximation for option pricing in financial engineering, 01/07/2017 to 30/06/2020.

• PI, GRF grant, Research topics for some jump processes in financial engineering, 01/07/2016 to 30/06/2019.

• PI, ECS grant, Time dependency modeling in financial engineering, 01/01/2015 to 31/12/2017.

Grants from the Chinese University of Hong Kong

• PI, Direct Grant for Research, Spectral methods for optimal stopping and first passage problems with applications in financial engineering and corporate investment, 01/01/2013 to 31/12/2014.