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.


  • 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