Research Interests

Stochastic control problem; Financial engineering; Financial modeling;

Corporate finance; Climate finance; Cryptocurrencies; Fintech

Education

• 2017-2022    Ph.D.      Quantitative Finance, National University of Singapore

• 2013-2017    B.Sc.       Applied Mathematics, University of Science and Technology of China

Working Experience

• 2025.8-present     Assistant Professor, Institute of Mathematical Sciences, ShanghaiTech University

• 2023.7-2025.8      Postdoctoral Fellow, Centre for Financial Engineering, The Chinese University of Hong Kong

• 2022.7-2023.7      Postdoctoral Fellow, Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology

• 2021.8-2022.7      Research Fellow, Department of Mathematics, National University of Singapore

Paper

• Lifetime Portfolio and Consumption Choice with Defined Contribution Plans (with Min Dai , Shuaijie Qian, and Jing Xu), Finance and Stochastics, Forthcoming

Working Papers

• Bitcoin Mining and Climate Damage  (with Min Dai, Steven Kou, and Shuaijie Qian), submitted

• What Drives Corporate Savings? (with Nan Chen, Xavier Giroud, and Neng Wang)

• Pandemic-Induced Innovation: Preference Shocks, Productivity Gains, and the Stock Market Rally (with Hong Liu)

• Optimal Decentralized Exchange (dex) Convexity (with Nan Chen and Zhou Yang)

Conference Presentations

• Bitcoin Mining and Climate Damage (with Min Dai, Steven Kou, and Shuaijie Qian)

Conference on the Recent Advances on Quantitative Finance, Hong Kong, 2023

Bachelier World Congress, Virtual, 2022

INFORMS Annual Meeting, Indianapolis, 2022

The Fourteenth Annual Risk Management Conference, Singapore, 2021

Analytics for X Conference, Singapore, 2021

• Life-time Portfolio and Consumption Choice with Defined Contribution Plans (with Min Dai, Shuaijie Qian, and Jing Xu)

Asian Meeting of the Econometric Society, China, 2024

Conference on the Recent Advances on Quantitative Finance, Hong Kong, 2023

• Corporate Investment and Savings Demand (with Nan Chen, Xavier Giroud, and Neng Wang)

INFORMS Annual Meeting, Seattle, 2024

• What Drives Corporate Savings? (with Nan Chen, Xavier Giroud, and Neng Wang)

SIAM Conference on Financial Mathematics and Engineering, Miami, 2025

On-Going Projects

• Corporate Investment, Financing, and Liquidity Management (with Min Dai, Wei Jiang, and Neng Wang)

• The Motives: Understanding the Coexistence of Cash and Debt Holdings in Firms (with Nan Chen and Neng Wang)

• Artificial Intelligence and Climate Damage (with Steven Kou and Shuaijie Qian)

• The Economics of Venture Capital Financing (with Neng Wang)

• Multi-asset Portfolio Selection with Fixed Transaction Costs and Capital Gains Tax (with Min Dai)

Teaching Experience (TA)

• In National University of Singapore:
  Mathematical Finance, Department of Mathematics
  Marketing Analytics, School of Continuing and Lifelong Education
  Discrete Structure, School of Computing
  Structured Products, Risk Management Institute
  Introductory Mathematics, Department of Mathematics

• In University of Science and Technology of China:
  Combinatorics, Department of Mathematics
  Mathematical Analysis, Department of Mathematics

Honors and Awards

• 2022                    Student Best Paper Award in Finance Section, Second Place, INFORMS Annual Meeting 

• 2021                    Teaching Assistant Award, Faculty of Science, National University of Singapore

• 2021                    Top Graduate Tutors, The Department of Mathematics, National University of Singapore

• 2017-2021      NUS Research Scholarship, National University of Singapore

• 2017   Outstanding Graduate, University of Science and Technology of China

• 2016 & 2013 Scholarship for Outstanding Students, University of Science and Technology of China

• 2015   Guang Hua Scholarship, University of Science and Technology of China

• 2014   National Encouragement Scholarship, University of Science and Technology of China

• 2012   Silver Medal, Chinese Women's Mathematical Olympiad

• 2012   First Prize of Chang Sha, Chinese Physics Olympiad

• 2012   First Prize at the Provincial Level, National High School Mathematics League