+44 1865 270502
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
My current research interest is on optimal portfolio selection and pricing of contingent claim in incomplete market (especially in the time-inconsistent environment), and the application of deep reinforcement learning technique in asset allocation.
Mathematical Institute, University of Oxford, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG
Hilary Term 2013-2014: TA for Financial Derivative II.
Michaelmas Term 2014-2015: TA for Statistics & Financial Data Analysis.
Hilary Term 2014-2015: TA for Mathematical Models of Financial Derivatives(undergraduate course, B8.3), Tutor & TA for Algorithmic Trading.
Hilary Term 2015-2016: TA for Optimization, TA for Continuous Optimisation(MMSC course, C6.2), TA for Fixed Income, Tutor & TA for Algorithmic Trading.
Michaelmas Term 2015-2016: Tutor & TA for Stochastic Calculus.