Experience
- University of Houston-Clear Lake, Houston, TX
Aug 2014-present, Assistant Professor
Research topic: Financial Mathematics, Operations Research, Stochastic Control.
- University of Missouri at Columbia, Columbia, MO
May 2013-Aug 2014 Visiting Assistant Professor
Aug 2010-May 2013, Postdoc Research Fellow
Research topic: Stochastic singular control and financial mathematics.
- Hong Kong University of Science and Technology, Hong Kong, China
Nov 2009-May 2010 Research Associate
Research topic: Markov Decision Process and its application.
- Shanghai Jiao Tong University, Shanghai, China
Oct 2008-Oct 2009 Assistant Professor
Stochastic Control Research Group, Dept. of Control Theory and Engineering.
- ZM Financial Systems, Inc, Chapel Hill, NC
May 2006-Aug 2006 Quant-Internship
Project: Random Number Effects on MBS Pricing