I am a sixth year PhD candidate in Mathematics at UCSD. My research area is Probability and Stochastic Processes. My advisor is Professor Ruth Williams. Before joining UCSD, I studied mathematics (Po-Ling Class) in Nankai University, China.
I like playing piano and guitar at leisure.
PhD in Mathematics, 2021 (Expected)
University of California, San Diego
B.S. in Mathematics (Po-ling Class), 2015
Nankai University (National Talent Cultivation Program in Science)
Machine Learning, Stochastic Processes, Statistical Learning, Stochastic Network, Time Series, Stochastic Calculus, Mathematical Finance
Programming Language: R, Python, SQL, MATLAB, LaTeX, Mathematica, C++
Piano:Level Ten in China (Top level in nonprofessional range)
Stochastic Integral: Graduate level course
Computational Finance Methods: Rady School, Master of Finance
Probability Theory: Graduate level course
Introduction to Real Analysis
Introduction to Stochastic Processes: Markov property and Brownian motion
Advanced Calculus
Introduction to Computational Statistics: Implement statistical methods with R
The Mathematics of Finance: Binomial model and Black-Scholes Model
Introduction to Probability
PhD Research Topic
Analyze asymptotic behavior of a subcritical/critical fluid model of bandwidth sharing policy with general document size distributions as part of the NSF-supported project Stochastic Network Dynamics: Approximation, Analysis and Control.
Machine Learning (Python)
Solved maze problem by Markov Decision Process with value iteration algorithm
Solved speech recognition problem by Hidden Markov Model(HMM) with Viterbi algorithm
Statistics
Implemented model selection through cross validation, AIC, BIC and applied EM algorithm to estimate parameters
The National Undergraduate Innovative Program
Worked on recovering the 3D configuration of protein based on its partial structure using a Self-Referential Model