My research interest is primarily on continuous optimization with applications in economics and finance. My supervisor is Professor Henry Wolkowicz.

Background

I received my B.Sc. degree from Chinese University of Hong Kong in 2007. I spent one year of my undergraduate studies in Tilburg University, the Netherlands.

I worked as a research assistant under the supervision of Professor Kung Fu Ng in Department of Mathematics, Chinese University of Hong Kong from 2007 to 2008.

Then I came to University of Waterloo, where I finished my M.Math. in Continuous Optimization in 2009 under the supervision of Professor Michael J. Best. [Research essay]

Teaching Experience

• Fall 2009 : TA, CO355 Mathematical Optimization
• Spring 2009 : TA, CO350 Linear Optimization
• Winter 2008 : TA, CO372 Portfolio Optimization Models

Talks

• October 1, 2009 : Robust Optimization: applications in portfolio selection problem, at CPH 4333, University of Waterloo