Teaching at HKUST:
IEDA 4000H (Optimization for Financial Engineering), 2025 Fall, undergraduate level course. Here is the course Syllabus. For undergraduate students at HKUST who would like to select this course but have questions or concerns, feel free to email me. Teaching Evaluation: File.
IEDA 4000I (Generative AI and LLMs for Operations Research), 2026 Spring, undergraduate level course. More information will be provided soon. Here is the course Syllabus. This course is a first attempt to teach LLM and OR. It aims at teaching students how to use LLM (not how to train LLM). Moreover, we will cover some fine-tuning, and LLM inference topics. It should be friendly to all undergraduate students who are interested in LLM, even if you do not have much CS or Math background. Welcome everyone to register the course!
Teaching Evaluation: File.
Upcoming: in 2026 fall, I still teach IEDA 4000H (Optimization for Financial Engineering). This course is newly revamped for the AI era! While maintaining a rigorous mathematical foundation, this offering introduces a groundbreaking industry collaboration component. With sponsorship and support from AI industry partners, students will have the unique opportunity to use real AI agents to tackle multiple financial optimization tasks, including: Portfolio Optimization, Market Prediction, Option Pricing, and Optimal Execution. These hands-on experiences will equip students with practical skills—preparing you for the evolving landscape of quantitative finance in the AI era. If you are interested in exploring how AI is reshaping financial engineering, this is the course for you!