Finance

Stochastic optimal control theory with its applications in mathematical finance

Dong Yuchao

Research Fellow

Finance
Stochastic Control

Financial technology, Operations research and machine learning in financial engineering

Jiang Gaozhe

Student

Finance
Machine Learning, Operations Research

Supply Chain Management, Inventory Management, Interface Between Operations And Marketing/finance Risks And Disruptions In Supply Chains

Chen Gongtao Lucy

Analytics & Operations

Finance, Supply Chain
Inventory Management, Risk Management

Robust Optimization, Applied Probability, Optimization methods with applications to Control and Analysis of large scale multi-class queueing networks, Mechanism Design, Finance-OM interface

Chaithanya Bandi

Associate Professor

Analytics & Operations

Finance
Mechanism Design, Operations Management, Queuing Networks, Robust Optimization

Finance, Decision making under Uncertainty, Machine Learning

Rayner Rebello

Student

Finance
Machine Learning, Optimisation Under Uncertainty

Second order backward stochastic differential equations (2BSDEs), Stochastic control in finance and insurance, Valuation adjustments, Principal-Agent problems, Data analytics and information acquisition, Deep learning methods

Zhou Chao

Mathematics

Finance
Deep Learning, Stochastic Control

Energy Finance, Time Series Analysis, Quantitative Finance, Explainable Machine Learning

Li Wei

Research Fellow

Finance
Machine Learning

Stochastic control, Stochastic models, Robust decision making and learning, Decentralized optimization, Control of stochastic systems, Applications in financial engineering and Operations Research

Lim Andrew

Deputy Director

Analytics & Operations, Finance

Finance
Decentralized Optimization, Robust Optimization, Stochastic Control

Finance

Research Focus

Industry Focus

Stochastic optimal control theory with its applications in mathematical finance

Dong Yuchao

Financial technology, Operations research and machine learning in financial engineering

Jiang Gaozhe

Supply Chain Management, Inventory Management, Interface Between Operations And Marketing/finance Risks And Disruptions In Supply Chains

Chen Gongtao Lucy

Robust Optimization, Applied Probability, Optimization methods with applications to Control and Analysis of large scale multi-class queueing networks, Mechanism Design, Finance-OM interface

Chaithanya Bandi

Finance, Decision making under Uncertainty, Machine Learning

Rayner Rebello

Second order backward stochastic differential equations (2BSDEs), Stochastic control in finance and insurance, Valuation adjustments, Principal-Agent problems, Data analytics and information acquisition, Deep learning methods

Zhou Chao

Energy Finance, Time Series Analysis, Quantitative Finance, Explainable Machine Learning

Li Wei

Stochastic control, Stochastic models, Robust decision making and learning, Decentralized optimization, Control of stochastic systems, Applications in financial engineering and Operations Research

Lim Andrew

IORA

Resources