个人简介

ACADEMIC EXPERIENCE Associate Professor 2018- Present Beihang University,Beijing, China Assistant Professor 2014- 2018 Singapore University of Technology and Design, Singapore Graduate Research/ Teaching Assistant 2010 - 2014 University ofIllinois at Urbana-Champaign, Urbana, IL, USA EDUCATION University of Illinois at Urbana-Champaign (2010-2014) Ph.D., Industrialand Enterprise Systems Engineering Dissertation:“Optimal Deleveraging and Liquidation of Financial Portfolios with Market Impact” Dalian University of Technology, Dalian, China (2006-2010) B.S., Applied Mathematics RESEARCH AREA Management Science, Operations Research, Finance/Financial Engineering Applications:Portfolio Management Algorithmic Trading Risk Management Methodologies:Optimization Dynamic Programming Stochastic Modeling TEACHING EXPERIENCE •Instructor: Finance Theory, MathematicalFinance, Modeling the Systems World, Quality and Reliability •Teaching Assistant: Statistical Methods in Finance, Stochastic Calculus in Finance PRESENTATIONS •“Market or Limit Orders?” Vision Forum,Beihang University, Beijing, China, 05/23/2017 •“Portfolio Management under Market Impact and Leverage Constraint,” Chinese University of Hongkong at Shenzhen,organization of Science and Engineering, 05/19/2017. •“Market or Limit Orders?” SIAM Conferenceon Financial Mathematics and Engineering,Invited Session: Portfolio Trading and Limit Order Book,Austin, Texas, 11/19/2016 •“Optimal Portfolio Trading and Limit OrderBook,” National University of Singapore, Risk Management Institute, Singapore,10/17/2016 •“Optimal Portfolio Deleveraging underCross-Asset Price Impact,” International Conference on Continuous Optimization,Session Chair: Optimal Decision Making under Financial Distress,Tokyo,Japan, 08/09/2016 •“Optimal Portfolio Liquidation with a Markov Chain Approximation Approach,” INFORMS Annual Meeting,Session Chair:Optimal Portfolio Management and Execution, San Francisco, California,11/10/2014 •“Optimal Portfolio Deleveraging and Liquidation,” Research Institute of Shanghai Stock Exchange, Shanghai, China,08/04/2014 •“Optimal Portfolio Liquidation underFinancial Distress,” Singapore University of Technology and Design, Engineering Systems and Design, Singapore, 02/19/2014 •“Optimal Portfolio Liquidation underFinancial Distress,” Stanford University, Department of Management Science andEngineering, Stanford, California, 01/16/2014 •“Optimal Portfolio Liquidation with aMarkov Chain Approach,” INFORMS Annual Meeting,Financial Service Section:Student Paper Competition, Minneapolis, Minnesota, 10/07/2013 •“Optimal Portfolio Deleveraging with MarketImpact,” Euro-Informs Joint International Meeting,Invited Session:Portfolio Optimization, Rome, Italy, 07/03/2013 •“Optimal Portfolio Deleveraging with MarketImpact,” Morgan Stanley, New York City, New York, 12/12/2012 AWARDS ANDHONORS •Winner for INFORMS Financial Services Section Best Student ResearchPaper, 2013 •First Runner-up for Morgan Stanley Prize for Excellence in Financial Markets, 2012 •Arthur Davis Graduate Fellowship,Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, 2012 •Graduate with Honor, DalianUniversity of Technology, 2010 •National Scholarship, Ministry of Educationof P.R.China, 2008 RESEARCHGRANTS •Optimal Portfolio Management underFinancial Distress Risk •MOE Academic Research Fund Tier 1. Principal Investigator (2017-2019).Total value: SGD $102,754. •Optimal portfolio management and execution•Startup Research Grant.Singapore University of Technology and Design. Principal Investigator(2014-2017). Total value: SGD $100,000. FACULTY ADVISOR Market watch Trading Club, CFA Institute Research Challenge