Research Interests
Stochastic control, backward stochastic differential equations (BSDEs), mean field games, and the signature method. I am currently working on Principal Agent problem
Education
Ph.D. in Electrical Engineering (Finance and Risk Engineering), New York University, 2024–Present (Supervisor: Prof. Nizar Touzi)
Ingénieur (M.Sc. in Applied Mathematics), École Polytechnique, 2021–2024
B.S. in Mathematics, Zhejiang University, CHU KOCHEN Honors College, 2018–2022