310K Olin Hall of Engineering
University of Southern California
Los Angeles, CA, 90089

I am currently a WiSE Gabilan Assistant Professor in the Epstein Department of Industrial and Systems Engineering at the University of Southern California. Before joining USC, I spent two years as a Hooke Research Fellow in the Mathematical Institute at the University of Oxford mentored by Professor Rama Cont. I completed my Ph.D. in IEOR Department at UC Berkeley under the supervision of Professor Xin Guo in 2019. I received my Bachelor’s degree in Mathematics from the University of Science and Technology of China in 2014. Please find my CV here.

We are organizing a World Online Seminar on Machine Learning in Finance (since March 2021). Please find out more here!

We are organizing the Oxford Machine Learning Summer School (July 8-16, 2023). Please find out more here!

I will be speaking at the following events in 2023:
  • Quantitative Finance Seminar, Fields Institute, University of Toronto, Canada (January 2023).
  • Mathematical Finance Seminar, Department of Statistics, Columbia University (February 2023).
  • Western Conference on Mathematical Finance (WCMF), Berkeley (March 2023).
  • Financial and Actuarial Mathematics (IFAM) Seminar, University of Liverpool, UK (April 2023).
  • Department Seminar, Department of Mathematics, UC Santa Barbara, Santa Barbara (April 2023).
  • Young Talents in Actuarial Science and Quantitative Finance, University of Waterloo, Canada (April 2023).
  • Workshop on ``Mathematics, Statistics, and Innovation in Medical and Health Care,'' IMSI, University of Chicago (March-April 2023).
  • SIAM Conference on Optimization, Seattle (May 2023).
  • SIAM Conference on Financial Mathematics and Engineering, Philadelphia (June 2023).
  • Women in Mathematical Finance Conference, Rutgers University (June 2023).
  • Machine Learning and Finance Conference, University of Oxford, UK (June 2023).
  • Advanced Mathematical Methods For Finance Conference (AMaMeF), Bielefeld, Germany (June 2023).
  • International Council for Industrial and Applied Mathematics (ICIAM'23), Waseda University, Japan (August 2023).