I am Shen-Ning Tung, an Assistant Professor in the Department of Mathematics at National Tsing Hua University. My research is in mathematical and digital finance, with a focus on liquidity in digital markets: where liquidity sits across prices, what a liquidity position is worth and how to hedge it, and how the rules that govern liquidity should be designed when traders and providers respond strategically.

My work follows three connected directions: modeling and pricing liquidity in automated market makers (AMMs), strategic liquidity and market design, and prediction markets. It draws on stochastic modeling and control, game theory, and representation learning. My earlier work was in algebraic number theory and the $p$-adic Langlands program, but I am no longer active in that area.

I supervise master’s and undergraduate students, and I help students with a mathematics background find their way into interdisciplinary fields such as quantitative finance, data science, and operations research. See my research and group pages for more details, or feel free to get in touch directly.

Shen-Ning Tung
National Tsing Hua University
Department of Mathematics, Room 515
General Building III, 101, Section 2, Kuang-Fu Road
Hsinchu, Taiwan
Email: tung (at) math (dot) nthu (dot) edu (dot) tw
Phone: (+886) (03) 571 5131 ext. 33033