In the coming Spring semester of 2024, I will be teaching a newly approved course at Master/PhD level.

  • EN.553.640 Machine Learning in Finance

My past experiences as teaching assistant at UC Berkeley cover undergraduate to PhD level probability and stochastic processes, including topics such as random variables, Markov chain, Poisson process, renewal process, martingale, Brownian motion, Itô calculus, etc. I am also interested in offering courses in financial engineering, simulation and machine learning.

  • IEOR 263A Applied Stochastic Processes I, Fall 2016

  • IEOR 173 Introduction to Stochastic Processes, Spring 2017

  • IEOR 241 Risk Modeling, Simulation, and Data Analysis, Fall 2017, Fall 2018

  • IEOR 263B Applied Stochastic Processes II, Spring 2018, Spring 2019

  • IEOR 221 Introduction to Financial Engineering, Fall 2019

  • IEOR 222 Financial Engineering Systems I, Spring 2020