研究興趣
算法、博弈論、機器學習等理論及其在金融工程中套用
教育背景
· 美國
密西根大學安娜堡分校(The University of Michigan, Ann Arbor)
計算機科學與工程博士,2009
工作經歷
· 西南財經大學金融學院金融工程系,2012年至今
· Mathematical Reviews評論員,2013至今
· 世界博弈論學會(Game Theory Society)會員,2016至今
· 中國運籌學會對策論專業委員會理事,2016.6至今
· 美國銀行(Bank of America)助理副總裁, 2010.10---2011.11
· 美國微軟(Microsoft)軟體工程師,2009.09---2010.10
主要論文
· “Constrained No Regret Learning”, with Ehud Lehrer, in the Fifth World Congress of Game Theory Society, 2016
· “Robust American Option Pricing Based on Gradient Strategies”, with Shan Xue, 2016, working paper
· “The Discrete Sell or Hold Problem with Constraints on Asset Values”, Theor. Comput. Sci., 600 (2015),174-179.
· “Competitive Economy as a Ranking Device over Networks”, with Ehud Lehrer and Ady Pauzner, Games and Economic Behavior,2015
· 金融定價、交易與資產配置的算法視角, 中國計算機學會通訊,2014
· “On the Complexity of Deciding Degeneracy in a Bimatrix Game with Sparse Payoff Matrix”, Theoretical Computer Science, Volume 472, 11 February 2013, Pages 104–109.
· “On the Complexity of Equilibria in Markets with Additively Separable Utilities”, with Xi Chen, Decheng Dai, Shanghua Teng, Proceedings of the Behavioral and Quantitative Game Theory: Conference on Future Directions, 2010.
· “Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities”, with Xi Chen, Decheng Dai, Shanghua Teng, Proceedings of the 50th Annual IEEE Symposium on Foundations of Computer Science, 2009.
· “The Computation of Approximate Competitive Equilibrium is PPAD-hard”, with Xiaotie Deng, Information Processing Letters 108(6): 369-373, 2008 & invited talk in INFORMS 2008.
· “On the Complexity of Deciding Bimatrix Game Similarity”, Theoretical Computer Science, 407(1-3): 583-586, 2008.
· “A New Upper Bound On Forwarding Index of Graphs”, with Jun-Ming Xu, Tao Zhou and Jun Yan, Ars Combinatoria, 2007.
· “Using Spam Farm to Boost PageRank”, with Yaoyun Shi and Xin Zhao, Proceedings of Third International Workshop on Adversarial Information Retrieval on the Web, 2007
· “Path Auction Games When an Agent Can Own Multiple Edges”, with Rahul Sami and Yaoyun Shi, Proceedings of First Workshop on the Economics of Networked Systems, 2006. Journal version in Theoretical Computer Science, 411 (2010), pp. 293-300.
成就榮譽
· 劉詩白獎勵基金2014-2015年度優秀科研成果二等獎.
· Honorable Mention in CSE Honor Competition, EECS department, University of Michigan, Fall 2008.
· Student travel grant of WWW provided by Microsoft, 2007.
· Department fellowship, EECS department, University of Michigan, Fall 2004.
· 張宗植科技獎, 中國科大, 2003及2004年.
· 全國高中生化學競賽一等獎 (四川省), 1999年.