Currently I am enrolled in the financial math Ph.D. program at the Department of Mathematics, in Florida state university. My research interest is in applying machine learning methods to financial area. Before I came to US,I was educated in China and obtained mathematical bachelor and master degree in the field of statistical and applied math. My research and work experience with Sino-Life insurance, Reward health insurance and Everbright securities company, drive a strong will to develop robust tools and bring appropriate solutions to both practitioners and academics.

During the period of my Ph.D study,I focus on applying machine learning methods, especially ensemble algorithms, to capturing the dynamics of limit order books. My knowledge and study include the fields of machine learning, computer vision,stochastic differential equations, partial differential equations, numerical analysis, monte carlo simulation, option pricing, statistical regression and classification, parallel computing,pattern recognition and finite differences.

Current research projects in C++ include mesh construction problems, binomial trees, spectral element and finite differences solvers, fast Fourier transform methods for option pricing and Monte Carlo. Past projects include the integration of CDS pricing models and portfolio optimization in VBA/Bloomberg environment, and the development of financial libraries in an HPC architecture.