Research Interests: Generative Modelling, Reinforcement Learning, Stochastic Optimal Control, Extreme Events, Fine-tuning and adaptation of Generative models.
Publications.
Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows (Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet) http://arxiv.org/abs/2608.11544
Reinforcement Learning for optimal dividend problem under diffusion model (Lihua Bai, Thejani Gamage, Jin Ma, Gaozhan Wang) https://arxiv.org/abs/2309.10242v2
Talks:
SIAM Conference on Mathematics of Data Science 2026 (MDS26) Salt Lake City, Utah (November 2026, upcoming)
2026 Joint Mathematics Meetings (JMM), Washington, D.C. (January 2026)
New England Dynamics Seminar (NEDS), Boston University (April 2025)
Learning Learning seminar at Univ. of Massachusetts, Amherst math department (Fall 2024).
14th WiMSoCal Symposium at Pomona College (February 2024)
Financial and Actuarial Mathematics Seminar at UCLA (January 2024)
Graduate Colloquium of USC math department (Fall 2023).
11th Western Conference on Mathematical Finance (WCMF) at UC Berkeley, California (March, 2023).
Mentoring:
Supervised an Independent Study of an undergraduate student at the University of Massachusetts Amherst pursuing a Bachelor of Science in Chemistry and Applied Mathematics, titled Reinforcement Learning and Stochastic Control Theory.
Mentor to a Statistics Master's student in summer research under Research Experiences for Undergraduates (REU) Program in Summer 2026, on fine-tuning and merging generative models.
Mentored undergraduate students in the Directed Research Program (University of Southern California) in Fall 2022 and Fall 2023. (Stochastic Calculus and its Applications in Finance)
Undergraduate Research Area: A survey of Computational Topology and its applications in Data Analysis (Scope: Studying Simplices and Simplicial Complexes, Homology groups, and Morse functions; analyzing and visualizing data sets by obtaining connectivity information of the data set by computing the persistence of Homology via Rips Complexes and Morse functions; studying mapper algorithm and its applications).