Po-Ying Chen

  Last Update: 2026. Apr .26.  (WIP : transfer all to the github pages)

about me 

I am a 4th-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 area is Dynamical Hedging of Options, focusing on combinations of Deep Hedging, Distributional Robust Optimization.

 Contact : po-ying.chen@duke.edu