Team

Team

Director

Admin

Luke Siew Shuan, Shermin

Faculty

Scientific Computing, Rare Events, Multiscale Modeling and Computation

(No Pay Leave)

Stochastic analysis and financial mathematics

Systemic Risk, General Equilibrium, Market Frictions, Stochastic Control, Incomplete Markets

Model Uncertainty in Finance, Martingale Optimal Transport, Stochastic Optimal Control, Reinforcement Learning, Credit Risk

Applied Microeconomic Theory, Applied Mechanism Design, Platform Economy

Classification Problem, Augmented Lagrangian Method, Alternating Direction Methods of Multipliers, Large-Scale Optimization Problem

Mathematical Logic, Recursion Theory, Reverse Mathematics, Higher Recursion Theory, Ramsey’s Theorem on Trees

Students

RF/RA

Capital Structure, Structure Credit Risk Model, Corporate Finance, Convertible Bonds, Callable Bonds

Risk Management, Fintech, NLP, High-Dimensional statistics, Hypothesis Testing

AI & Machine Learning, Cloud Computing

Zhang Yijiong

Spatial-temporal Econometrics, Robust Reinforcement Learning, Machine Learning in Finance, Nowcasting, Portfolio Optimization

PhD

Liu Kailiang

eXplainable AI, Data Science and Forecasting, Quantum Finance

Dynamic Treatment Model, Deep Kernel Learning, Biostatistics, Precision Medicine

Gao Wenhan

Natural Language Processing, Deep Learning, Financial Forecasting

Machine Learning in Finance, Quantum Computing, Cloud Computing

Machine Learning in Finance, Quantum Computing, Cloud Computing

Mean Field Game, Mean Field Control, Stochastic Control, Gaussian Process, Cryptocurrency

Portfolio Optimization, Deep Reinforcement Learning, Stochastic Control, Natural Language Processing, Gaussian Processes

Stochastic Control, Portfolio Optimization, Volatility Models Calibration, Inverse Problem, Option Pricing

Portfolio Optimization, Stochastic Modelling, Stochastic Control, Reinforcement Learning, Game Theory

Portfolio Allocation, Mean Field Games, Systematic Market Making, Gaussian Process, Deep Reinforcement Learning

Stochastic Control, Mean Field Games and their Application, Machine Learning in Finance, Transformers

Li Hao

Stochastic Control, Topological Data Analysis, Complex Geometry, Machine Learning

Stochastic Control, Reinforcement Learning, Model uncertainty, Robustness, Portfolio optimization

Stochastic Control, Portfolio Optimization, Option Pricing, Deep learning, Reinforcement Learning

Huang Heqing

Corporate Finance, Asset Pricing, Mathematical Economics, Stochastic Control, Stochastic Analysis