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Science,
the key to explore the world.
About Me
Quant orientated individual equipped with strong mathematical problem-solving skills and practical engineering background. Always in the pursuit of art and science.
Quantitative Finance
Professional in quant industry.
Computational Music
Enthusiast of music tech research.
Computer Engineering
Adventurer of automation, graphics, machine learning.
Quotes
Work hard for a cause,
not just for a living.
My Life
How many roads must a man walk down, before you call him a man?
For I must be traveling on now. 'Cause there's too many places I've got to see.
My Passion
And all this science I don't understand.
It's just my job SEVEN days a week.
Quantitative Research
Devoted to the frontier of quantitative finance: econometrics, option theory, stochastic calculus, simulation techniques, and numerical analysis.
Current:- •Commodity price simulation with instantaneous volatility
- •Advanced sampling methods in Monte Carlo simulation
- •Copula theory with applications in risk management and derivatives pricing
Music Technology
Engaged in the interdisciplinary research area between musicology, computer science, and mathematics.
Publications:
Mathematical Modeling
Dedicated to problem-solving through mathematical modeling and scientific reasoning.
Projects:- •The Realization of a Speech Recognition System
- •The Optimization of Information Transmission in Social Network based on Dynamic Programming
- •The Influence on Economics and Public Health Caused by Traffic Jam
- •System Modeling and Simulation
- •The optimal eradication of Ebola based on SEIR model
- •Localization with object's shadow using nonlinear programming