I am an assistant professor in the Department of Mathematics at National Tsing Hua University.  I received my PhD from Universität Duisburg-Essen, where my advisor was Vytautas Paškūnas. 

Research Interest

Mathematical Finance, Optimization and Control, Decentralized Finance, Automatic Market Makers

Number Theory, Galois Representations, Automorphic Forms, p-adic Local Langlands

Preprints

1. (Joint with Joseph Najnudel, Kazutoshi Yamazaki and Ju-Yi Yen) An arbitrage-driven price dynamics of Automated Market Makers in the presence of fees, arxiv 

2. (Joint with Cheuk Yin Lee and Tai-Ho Wang) Growth rate of liquidity provider's wealth in G3Ms, arxiv

3. (Joint with A. Christian Silva and Wei-Ru Chen) Stylized facts in Web3, arxiv

Papers

1.  On the automorphy of 2-dimensional potentially semi-stable deformation rings of GQp, Algebra & Number Theory,  15 (2021), No. 9, 2173–2194

2.  On the modularity of 2-adic potentially semi-stable deformation rings, Math. Z. 298, 107–159 (2021)

3.  (Joint with Vytautas Paškūnas) Finiteness properties of the category of mod p representations of GL2(Qp), Forum of Mathematics, Sigma 9, 2021

Teaching

Winter 2019, Math 104, Section 103

Spring 2020, Math 105, Section 207

Summer 2020, Math 253, Section 102

Winter 2020, Math 220, Section 106, Mathematical Proof

Winter 2021, Math 220, Section 103, Mathematical Proof

Spring 2022, Math 317, Section 202

Fall 2022, MATH103, Section 003, Calculus I

Spring 2023, Math104, Section 003, Calculus II

Fall 2023, Math570, Financial Mathematics I

Spring 2024, Math570, Financial Mathematics II