My research interest includes 

• Fintech  

• stochastic control problems in finance and economics 

Education

• National University of Singapore (Singapore) 2016.08 - 2020.11

Ph.D. in Quantitative Finance 

     Thesis: Non-concave portfolio optimization without the concavification principle

      (Louis Chen Hsiao Yun Best Dissertation Prize, NUS)

• Tsinghua University (Beijing, P.R.China)                   2012.08 - 2016.07

     B.S. in  Mathematics and Applied Mathematics

     Member of "Xuetang" Program, Tsinghua University 

Papers (name with * if I am the corresponding author)

• Baojun Bian, Xinfu Chen, Min Dai, and Shuaijie Qian (2021). "Penalty Method for Portfolio Selection with Capital Gains Tax".  Volume 31, Issue 3.  Mathematical Finance. 

• Min Dai, Steven Kou, Shuaijie Qian, and Xiangwei Wan (2022). "Non-Concave Utility Maximization with Portfolio Bounds". Volume 68, Issue 11.  Management Science.

• Min Dai, Shuaijie Qian, and Heqing Huang (2024). "Variational Inequality Problems in Finance".  Volume 54, Issue 3, Scientia Sinica Mathematica. 

• Shuaijie Qian*, Xizhi Su, and Chao Zhou (2025). "Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers".  Volume 73, Issue 2, Operations Research.

• Hong Liu, Shuaijie Qian, and Jing Xu (2025). "Optimal Trading with Speed-Dependent Transaction Cost Rates: A Nonparametric Model".  Accepted. Operations Research.

• Shuaijie Qian* and Chen Yang  (2023). "Non-Concave Utility Maximization with Transaction Costs".  Minor Revision. Siam Journal on Financial Mathematics.

• Min Dai, Shuaijie Qian, Ling Qin, and Jing Xu (2024), "Life-time Portfolio and Consumption Choice with Defined Contribution Plans".   Major Revision, Finance and Stochastics.

Working Papers

• Wei Jiang, Shuaijie Qian, and Jialu Shen (2021). " 'Bad News Principle' or  'Good News Principle'? An Investment Theory with Lags and Adjustment Costs".  2022 Midwest Finance Association Annual Meeting.

• Min Dai, Steven Kou, Shuaijie Qian, and  Ling Qin (2023). ''Bitcoin Mining, Electricity Consumption, and Climate Damages''.  

Career History

• Research Fellow 2020.08 - 2022.08

Department of Mathematics, National University of Singapore.

• Postdoctoral Fellow 2022.09 - 2023.07

Center of Mathematical Sciences and Applications, Harvard University. 

• Assistant Professor 2023.07-

Department of Mathematics, HKUST

Teaching Experiences

HKUST

• Fall 2023, 2024         Fundamentals of Actuarial Mathematics (undergraduate module).

National University of Singapore 

• Spring 2021   TA for MA5248 Optimal Stopping and Stochastic Control in Finance (graduate module).

• Fall 2018         TA for MA4269 Financial Mathematics II (both undergraduate and graduate module).

• Fall 2017         TA for MA1301 Introductory Mathematics (undergraduate module).