The Department of Financial and Actuarial Mathematics of SMP at XJTLU is excited to welcome new faculty members, Dr Yi Cao, Dr Yingting Miao and Dr Keqin Liu.
Dr Yi Cao
Senior Associate Professor
Career
After a 6.5-year enlightening experience as an associate professor in FinTech at the University of Edinburgh (Yes, quite a lot of your senior classmates were students in my MSc FinTech programme at Edinburgh.), Dr Yi Cao has returned to China, ready to embark on new escapades at XJTLU. Prior to charming the Scots, he worked in academia at the University of Surrey and served as a Quant at Susquehanna International Group in Philadelphia for two years - where I suspect he mastered the art of playing numbers with aplomb. Before all this academic gallivanting, Yi kicked off his career as a processor engineer and manager at ERICSSON and VIMICRO in Beijing and Stockholm, spending seven years ensuring everything was in tip-top shape.
Quite the globetrotter, isn't he?
Module leader of MTH113 Probability Statistics “The course I’m teaching is all about probability. While we delve into the delightful dance of uncertainty, one thing is as certain as an Edinburgh summer rain: the more you engage with the course, the higher the odds of your performance shining!” Says Dr Yi Cao.
Machine Learning and Asset Pricing
- Economics-aware machine learning model
- Machine learning enhanced asset pricing model
- Optimization Algorithms in financial market / credit risk assessment / loan pricing platform
When the elegance of classic econometrics can't appreciate the data model's black-box dilemma, much like daylight pondering the mysteries of night.
And when machine learning's precision confuses the helpless structural model's plight, just as the shadowy night fails to grasp the sun's brilliant might.
Exploration of the financial theory-enabled data-driven model, theoretically, and empirically.
Reason to join XJTLU
An advanced and infusive teaching philosophy; a research environment with interdisciplinary collaboration; and a cultural interaction between Chinese and English, why not choosing XJTLU?
Wishes
“I eagerly anticipate collaborating with colleagues in the fields of finance, econometrics, and machine learning. I also look forward to welcoming UG/PG students with a strong interest in financial technology and technology finance to join my research team.”
Dr Yingting Miao
Career
Dr Yingting Miao obtained her PhD in Mathematics from the City University of Hong Kong in 2020. After graduation, she worked as a research assistant at City University of Hong Kong for one year. Before joining XJTLU, she conducted postdoctoral research at South China University of Technology for three years.
This semester, Dr Yingting Miao will be teaching the undergraduate course MTH205 Introduction to Statistical Methods.
The course mainly teaches the basics of statistics, with a primary focus on hypothesis testing. Hypothesis testing, as the name suggests, is the process of testing a conjecture (hypothesis) using mathematical methods to quantitatively determine whether the conjecture holds true. Hypothesis testing is a part of statistical inference, which involves making predictions about a population based on information from a sample.
Dr Yingting Miao’s research interests include financial mathematics, stochastic control and stochastic partial differential equations (SPDEs).
Currently, Dr Yingting Miao focuses on the asymptotic analysis of financial models such as portfolio management and option pricing with transaction costs, as well as the well-posedness of stochastic transport-type partial differential equations and the noise effect. These topics not only have high theoretical value but are also closely related to practical applications, holding significant importance for risk management in financial markets, investment strategy formulation, and fluid dynamics simulation and prediction.
Reason to join XJTLU
XJTLU emphasizes a global perspective and cross-cultural exchange, providing Dr Yingting Miao with opportunities to closely collaborate with international colleagues. XJTLU also encourages interdisciplinary cooperation, making it possible for her to explore new research topics from other fields.
Wishes
“I hope that at XJTLU, a platform full of international atmosphere, I can have the valuable opportunity to communicate and learn with scholars from various research fields and experts from different countries around the world. Such interactions will not only broaden my academic horizons but also lay a solid and diverse foundation for my future research work.”
Dr Keqin Liu
Career
Dr Keqin Liu received his Ph.D. degree from the University of California at Davis in 2010 and joined the industry as a software engineer in 2012 after 2 years of postdoc experience. After 8 years of working in the Silicon Valley, Dr Liu still has a lot passion in mathematics and decided to return to the academy in 2020 when working in ASML and subsequently taught in Nanjing University until joining XJTLU.
MTH205—Introduction to Statistical Methods
Statistics plays a fundamental role in today’s AI world as a foundational tool of machine learning. In this course, we will explore the classical and modern statistical methods crucial to the implementation of math theory in AI with exciting motivations and practical interests.
Dr Liu’s interests include the development of modern math theory for AI technologies, the extension of pure math theory, especially number theory, and the application of pure math theory to solving practical problems in machine learning.
By filling the theoretical holes in math theory for AI, his research is expected to empower interdisciplinary research and technology development across academy and industry for building comprehensive and reliable AI systems in fields of finance, management, networking, etc.
Reason to join XJTLU
"Attracted to the international environment and advanced teaching and research philosophy, Drrealized that XJTLU is the right place to fulfill my academic dream of fruitful achievements. With the open-mindedness and freedom of truth-searching, I believe that we will build a top-tier university together."
Wishes
"I wish our students and also myself to have a happy and rewarding life here by overcoming any difficulty or challenge with gratitude and perseverance. From the moment we come here, we know that we are the best and will keep up the good spirit for the final success. Furthermore, we will not forget to enjoy the process and gain some good friends during the journey together!"
By Yi Cao, Yingting Miao and Keqin Liu
