Ph.D. Candidate
Institute for Computational and Mathematical Engineering (ICME)
Advanced Financial Technologies Laboratory (AFTLab)
Stanford University
I am currently a fifth-year Ph.D. student at Stanford University.
I am honored to be advised by Prof. George Papanicolaou (Principal Advisor) and Prof. Markus Pelger (Co-Advisor).
My research interests are in stochastic financial modeling and machine learning with high-dimensional financial data sets.
The title of my thesis is 'Studies in Stochastic Optimization and Applications'.
Here is my resume.
Ph.D., Computational and Mathematical Engineering, Stanford University, Expected 2019.
Ph.D. Minor, Computer Science, Stanford University, Expected 2019.
M.S., Computational and Mathematical Engineering, Stanford University, 2018.
B.S., Mathematics and Applied Mathematics, Fudan University, 2014.