Student Supervision

I love advising students! There is immense fulfillment in guiding someone through a difficult and state-of-the-art topic. Through student advising, I have gained several research opportunities.

Current Groups

• Quantitative Trading: This group focuses on developing and implementing quantitative models for trading various financial instruments (e.g., stocks, futures, options).
• DeFi: This group explores the mathematical and computational aspects of decentralized finance, including AMMs (e.g., Uniswap, Curve) and yield farming strategies (e.g., lending, fixed-yield).

Graduated Students

Wei-Ru Chen (Co-advised with Yuki Chino)

• Topic: A Study of AMM Mechanisms and Liquidity Provider Rewards
• Completed: June 2024

Undergraduate Research

Predictive Modeling for Optimized Vehicle Allocation and Routing in Postal Delivery (2024)

• Students: Shih-Bin Chen, Jie-Hong Lai, Jia-Wei Liao, Yuan-Hong Lin
• Competition: Postal Big Data Competition
• Awards: Best Application Award & GLORY Data Application Innovation Award
• Project Notes

2024 NCTS Undergraduate Summer Research Program (Co-advised with A. Christian Silva)

• Students: Tzu-Ling Hsieh, Guan Ting Lu, Tai-Jun Lai, Mu-Chian Lin
• Topic: Optimization Methods in Quantitative Trading

2023-2024 NCTS Undergraduate Research Program (Co-advised with Chang-Ye Tu)

• Students: De-Jin Huang, Chen-Chung Yang
• Topic: Deep Hedging

Sig-Wasserstein GANs for Time Series Generation (2023)

• Student: Hua-Hsuan Shih
• Current Position: Master’s student at Columbia MSFE
• Project Notes