- P R O F I L E -
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
Complete profile in
my Curriculum Vita
- YU-JUI HUANG 2021 -