I am a tenure stream assistant professor at the Department of Computer and Mathematical Sciences, University of Toronto Scarborough and the Department of Statistical Sciences, University of Toronto. I work mainly on probability and mathematical finance.
Before joining U of T in July 2018, I was a non-tenure track assistant professor in financial mathematics at the Department of Mathematics, University of Southern California
. I received my PhD in Mathematics from University of Washington
in 2016 under the supervison of Soumik Pal
. I also completed an MPhil in Mathematics at The Chinese University of Hong Kong
under the guidance of Ka Sing Lau
Mathematical finance, probability, optimal transport, information geometry, and their applications.
Here are my arXiv
and Google Scholar
My research is partially supported by NSERC Discovery Grant
In 2020 I received a Connaught New Researcher Award
Current students: Steven Campbell
(cosupervised by Yuchong Zhang