Nanyang Technological University (NTU)
Division of Mathematical Sciences
Office SPMS-MAS 05-02
21 Nanyang Link
Phone (65) 6592 1799
I am a Nanyang Assistant Professor in mathematics at the Nanyang Technological University in Singapore.
I received my PhD from ETH Zurich in 2015 under the supervision of Prof. Marcel Nutz and Prof. Martin Schweizer.
My research focuses on:
• machine learning algorithms, their convergence rates, and their applications in finance and insurance
• model uncertainty in financial markets
• financial and insurance mathematics
• stochastic analysis and stochastic optimal control
• stochastic optimization and applied probability theory
Support by the NAP Grant is gratefully acknowledged.
A detailed CV can be found here.
Last update: October 24, 2021