About
I have been a P.h.D. candidate specializing in numerical analysis in the Department of Mathematics at Baylor University since 2013. Before switching to mathematics, I double majored in Japanese Literature and International Economics. I received my B.A. in 2012 from University of International Relations in Beijing, China.
My current research interests include:
Numerical Partial Differential Equations, in particular stable finite difference schemes for solving two-dimensional option pricing equations
Scientific Computing, specifically, fast and efficient methods for solving very large systems of linear equations
Machine Learning, especially its applications in economics and finance
I have strong extensive experience with regression analysis, time series analysis using Python and MatLab in both Linux and Windows environments.
Also, I have acquired a keen interest in applying machine learning and artificial intelligence. My ultimate goal is to utilize all the knowledge I have to reduce inefficiencies in financial markets. I believe machine learning has more to offer in those regards.
When I am not working, I enjoy rock climbing, long boarding, country dancing, mountain biking, backpacking, camping, swimming, calisthenics, soccer, basketball, volleyball and table tennis. I also have grown quite fond of new activities such as snowboarding, photography and piano.