Research Interests
- Computational Optimization
- Machine Learning
- Deep Learning
- Computer Vision
- Quantitative Finance
- Big Data
- Artificial Intelligence
Check out Optimization and Machine Learning (OptML) at Lehigh.
Papers
- Global Investment Strategy Leveraging US Interest Hike Cycle
- Constructing Alpha Model by Principle Component Analysis from a Large Number of Predictors
- Pricing American Option under Heston-CIR Model using Numerical Method
- Valuation of Power Plant using Least Squares Monte Carlo