I’m a Ph.D candidate in Industrial Engineering concentrating on optimization at Lehigh University. My supervisors are Professor Frank E. Curtis and Professor Katya Scheinberg. My main research interests are stochastic trust region methods, optimization problems in machine learning and optimization algorithms in financial engineering.
I obtained Bachelor of science degree in mathematics and Bachelor of Engineering in Information Engineering with honors from Chinese University of Hong Kong. Before joining the Ph.D. program in Lehigh University, I have got the Master of Science degree in Finance from George Washington University with Beta Gamma Sigma Distinction.
Besides, I have abundant experience in quantitative modeling in finance, from Fixed Income Securities to Equity and its derivatives. My strength is in statistical modeling and solving large scale optimization problem with random algorithms. I am a Chartered Financial Analyst Level III candidate now.
Moreover, I am a HUGE fan of PEMBROKE WELSH CORGI!