Ph.D. Actuarial Mathematics,
Heriot-Watt University
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Quantitative Researcher
Lecturer in Financial and Actuarial Mathematics
Please visit my new personal site!!
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Research Topics
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Financial Mathematics
- Portfolio Optimizaiton
- Sustainable Finance
- Derivertive Pricing
- Algorithmic Trading
- High Frequency Trading
- Statistical Arbritage
- Stochastic Processes in Finance
- Quantitative Risk Management
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Actuarial Mathematics
- Decentralized Insurance
- Sustainable Insurance
- Retirement Investment
- Stochastic Processes in Insurance
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Statistical Machine Learning
- Monte Carlo Simulation
- Stochastic Optimization
- Distribution Learning
- Clustering
- Kernel Learning
- Generative Models
- Eigenvalue Problems
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Econometrics
- Copula
- Multivariate Time Series Models
- Cointegration
- Foreign Exchange
- Climate Economics
- BCG Economy
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Management Mathematics
- Combinatorial Optimization
- Mixed Integer Programming
- Integer Programming
- Supply Chain Optimization
- Heuristic Algorithm
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Software Engineering
- R Shiny Application
- Platform Management
- API
- R Package Developing
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