Po-Ying Chen

  Last Update: 2025. May .25.  (WIP : transfer all to the github pages)

about me 

I am a 3rd-year PhD candidate in mathematics at Duke University, coadvised by Professor David Ye and Professor Jonathan Mattingly

I completed my master’s in mathematics at National Tsing Hua University, where my thesis focused on the Scattering Transform of Random Processes, advised by Professor Gi-Ren Liu.

My research interest is Mathematical Finance related questions, focus on extensions of:
1. Deep Hedging and SigFormer
2. Option Pricing with different stochastic mean or stochastic variance model, see link.
3. Combination of Eigenportfolio and M-factor Model

4. Training local LLMs mastering on trading or learning Financial Math

 Contact : po-ying.chen@duke.edu