Teaching
Modules offered
Modules offered
From 2016 to 2019, I have been teaching the following modules
- QF5210: Financial time series. This is a master level module introducing the basic theory and data analysis technique involving econometrics. The main reference is Analysis of financial time series (3rd ed.) by R. Tsay.
- MA3227: Numerical analysis II. This is a junior level module discussing numerical methods solving various equations. The main reference is Numerical Analysis (9th ed.) by R. Burden and J. Faires.
- MA5338: Modeling and numerical simulation. This is a Ph.D. level model jointly offered by four lecturers. My part introduces the basic formulas used in data assimilation, and some practical ways to implement them.
- MA3236: nonlinear programming. This is a junior level module that focuses on optimization theory, including convexity, KKT and duality theories.
- MA4255: numerical methods for differential equations. This is a senior level module that focuses on finite difference numerical methods for ODE and PDEs.
All modules I am teaching are applications of mathematics, which is also the theme of my research.
Teaching philosophy
Teaching philosophy
In this new era, the teaching of applied mathematics faces many challenges. The classical academic-elites-oriented curriculum is no longer favored by today's practically minded students. The job markets seek graduates who can solve real life problems efficiently. The Bourbaki's definition-theorem-proof math-teaching system does not provide any help in this perspective, and is often seen as abstract, impractical, and boring.
