CV

The pdf version of my CV can be found at this link (Not available yet).

Education

• M.S. in Mathematics, University of Bonn, 2026(Expected)
• B.S. in Mathematics, Southern University of Science and Technology, 2024
• BISP Exchange, University of California, Berkeley, 2023

Research experience

See the PDF version of my CV for more details

Work experience

• Financial Derivative Researcher Intern: 02.2024-08.2024
  • International Digital Economy Academy
  • Duties include: Research on Rough Volatility models
  • Supervisor: Zhouchi Lin

  Periodic work review slides can be found at (Not available yet)

• Teaching Assistant of the course Mathematical Logic: 22Spring, 22Fall,23Spring
  • Southern University of Science and Technology
  • Duties included: Holding online office hours and grading assignments
  • Supervisor: Jingde Cheng

Skills

• Language: English (Working Proficiency), Mandarin (Native Speaker), German (Beginner), Cantonese(Entry level)
• Programming: Python, Java, Matlab
• Artificial Intelligence:
  • Machine Learning: Classification, Regression, Clustering, Dimension Reduction, Manifold Learning
  • Deep Learning: Transformer, GAN, AutoEncoder, fine-tuning
  • Reinforcement Learning: DQN, PPO, Actor-Critic, Hierachical RL
• Numerical PDEs:
  • Finite Difference, Finite Element, Finite Volume, Spectrum methods
  • High-order schemes, Conservative schemes, CFD
  • Data-driven methods: PINNs, DeepONet, FNO
• Stochastics: Stochastic Calculus, Option Pricing

Publications

Evolutionary Neural Networks for Option Pricing: Multi-Assets Option and Exotic Option

Li, Y., Wu, Z., & Ye, F. (2023). Evolutionary Neural Networks for Option Pricing: Multi-Assets Option and Exotic Option. Proceedings of the AAAI Symposium Series.