I am an Assistant Professor in the Department of Statistical Sciences at University of Toronto. I received my PhD degree from the University of Michigan in 2015, under the supervision of Prof. Erhan Bayraktar. Before joining U of T, I worked at Columbia University as a Term Assistant Professor.

Here is my CV.

### Research Interests

- Mathematical finance, stochastic control, game theory, applied probability.

### Teaching

- ACT460/STA2502 Stochastic Methods for Finance and Acturial Science, Fall 2018, Fall 2020.
- STA4526 Stochastic Control and Applications in Finance, Fall 2019.
- STA2570 Numerical Methods for Finance and Insurance Winter 2020 (1st half), Winter 2021.
- STA4246 Research Topics in Mathematical Finance, Winter 2019 (1st half), Winter 2020, Winter 2021.

### Publications and Preprints

- Mean Field Contest with Singularity (with Marcel Nutz), preprint, 2021. [arXiv], [SSRN].
- Reward Design in Risk-Taking Contests (with Marcel Nutz), preprint, 2021. [arXiv], [SSRN].
- Teamwise Mean Field Competitions (with Xiang Yu and Zhou Zhou), preprint, 2020. [arXiv], [SSRN].
- Terminal Ranking Games (with Erhan Bayraktar), preprint, 2019. To appear in
**Mathematics of Operations Research**. [arXiv], [SSRN]. - Conditional Optimal Stopping: A Time-Inconsistent Optimization, (with Marcel Nutz),
**Annals of Applied Probability**, 30(4), 1669-1692, 2020. [arXiv], [SSRN], [Article]. - Large Tournament Games, (with Erhan Bayraktar and Jaksa Cvitanic),
**Annals of Applied Probability**, 29(6), 3695-3744, 2019. [arXiv], [SSRN], [Article]. - A Mean Field Competition, (with Marcel Nutz),
**Mathematics of Operations Research**, 44(4), 1245-1263, 2019. [arXiv], [SSRN], [Article]. - A Rank-Based Mean Field Game in the Strong Formulation, (with Erhan Bayraktar),
**Electronic Communications in Probability**, 21, paper no. 72, 1-12, 2016. [arXiv], [SSRN], [Article]. - Lifetime Ruin Under Ambiguous Hazard Rate, (with Virginia R. Young),
**Insurance: Mathematics and Economics**, 70, 125-134, 2016. [SSRN], [Article]. - Fundamental Theorem of Asset Pricing under Transaction costs and Model uncertainty, (with Erhan Bayraktar),
**Mathematics of Operations Research**, 41(3), 1039-1054, 2016. [arXiv], [SSRN], [Article]. - Stochastic Perron's Method for the Probability of lifetime ruin problem under transaction costs, (with Erhan Bayraktar),
**SIAM Journal on Control and Optimization**, 53(1), 91-113, 2015. [arXiv], [SSRN], [Article]. - Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion, (with Erhan Bayraktar),
**SIAM Journal on Control and Optimization**, 53(1), 58-90, 2015. [arXiv], [SSRN], [Article]. - A note on the Fundamental Theorem of Asset Pricing under model uncertainty, (with Erhan Bayraktar and Zhou Zhou),
**Risks**, 2(4), 425-433, 2014. [arXiv], [SSRN], [Article]. - PhD Thesis: Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty. [Deep Blue]

### Selected Awards

- NSERC Discovery Grant RGPIN-2020-06290, 2020-2025.
- NSERC Discovery Launch Supplement DGECR-2020-00373, 2020-2021.
- NSF Grant in Applied Mathematics, DMS-1714607, 2017-2020 (terminated in 2018 due to moving to a non-US institution).
- SIAG/FME Conference Paper Prize, 2016.

- Rackham International Student Fellowship, University of Michigan, Spring/Summer 2012.

- Hong Kong Jockey Club Scholar, 2008.
- Admission scholarship covering four-year tuition and living expenses, CUHK, 2006.