University of Colorado (Boulder, USA)
August 2016 - present
Assistant Professor, Department of Applied Mathematics

Dublin City University (Dublin, Ireland)
September 2013 - August 2016
Lecturer in Financial Mathematics, School of Mathematical Sciences

University of Michigan (Ann Arbor, USA)
2008 - 2013
Ph.D., Applied and Interdisciplinary Mathematics
Advisor: Erhan Bayraktar
Thesis: Topics in Stochastic Control with Applications to Finance pdf

National Taiwan University (Taipei, Taiwan)
2002 - 2007
B.S., Mathematics
B.B.A., Finance

National Science Foundation, DMS-2109002:
Topics in Stochastic Control: Finance, Epidemics, and Machine Learning
2021 - 2024, PI, $273,374.

National Science Foundation, DMS-1715439:
Stochastic Games for Intergenerational Equity in Mathematical Finance
2017 - 2021, PI, $186,166.

SIAM SIGEST Award
Awarded by Society for Industrial and Applied Mathematics (SIAM) for the article "American Student Loans: Repayment and Valuation" in SIAM Journal on Financial Mathematics.

2015 Bruti-Liberati Fellow
Quantitative Finance Research Centre, University of Technology Sydney

University of Technology Sydney
December 2015
Bruti-Liberati Fellow, Quantitative Finance Research Centre

City University of Hong Kong
Summer 2013
Visiting Research Fellow, Department of Mathematics