About Myself

Hi,

I’m a PhD candidate in Financial Technology (Fintech) at The University of Edinburgh. I have been previously studying and living in London for four years, during which I obtained my BSc Statistics, Economics and Finance from University College London, and my MSc Financial Mathematics from Bayes Business School (formerly Cass), City University of London. I moved to Edinburgh (which is a beatiful and historic city) in September 2022 when my PhD journy formally starts.

During my spare time, I usually travel around, do my workout in a gym, or simply stay at home and pick up some interesting knowledge and skills from Coursera or 哔哩哔哩. I have great interests in stochastic modelling, machine learning, and their applications in quantitative finance. My PhD project is jointly supervised by Dr. Yi Cao who is an expert in financial machine learning and Dr. Zexun Chen who is an expert in probablistic machine modelling and non-parametric Bayesian predictive methods.

Research Interests

  • Interpretable ML to understand the dynamics of systemic risk;
  • Interpretable ML in stochastic modelling and option prcing;
  • Interpretable ML in asset pricing and returns dynamics modelling;

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