I am an assistant professor at the Department of Applied Mathematics and Statistics of Johns Hopkins University, starting from January 2024. I was a postdoctoral researcher at Centre de Mathématiques Appliquées (CMAP), École Polytechnique from January 2022 to December 2023 under the supervision of Prof. Mathieu Rosenbaum. Before joining CMAP, I was a Machine Learning in Finance Research Associate at the Alan Turing Institute in London under the supervision of Prof. Samuel N. Cohen and Prof. Lukasz Szpruch from September 2020 to December 2021. During my stay in the UK, I have also been a visiting scholar at the Mathematical Institute at University of Oxford hosted by Prof. Rama Cont and Prof. Cohen. I completed my PhD study in 2020 under the supervision of Prof. Xin Guo in the Department of Industrial Engineering and Operations Research at the University of California, Berkeley. Prior to my PhD study, I received my Bachelor of Science degree in mathematics from the University of Hong Kong in 2015.
Please refer to my Curriculum Vitae for details.