About me
I am a 2nd-year Ph.D. student in the Department of Mathematics at the Hong Kong University of Science and Technology (HKUST), under the supervision of Prof. Shuoqing Deng. I also hold an MSc in Financial Mathematics (MAFM) from HKUST.
My research lies in mathematical finance, with a particular focus on continuous-time market microstructure and the Kyle–Back model of informed trading.
Research interests
I study Kyle–Back models, with particular emphasis on time-inconsistent preferences and extensions involving a back-runner. My work explores how strategic trading, stochastic filtering, and rational price formation interact in equilibrium.
More broadly, I am interested in stochastic control, dynamic games, stochastic filtering, and mathematical finance. The Kyle–Back framework provides a natural setting in which these ideas meet.
Kyle–Back models
Time-inconsistent control
Market microstructure
Stochastic filtering
Publications & preprints
Working papers
Kyle–Back model with a back-runner (working title)
Seminars & talks
2026 · Nov
Kyle meets time-inconsistency: a dynamic mean–variance informed trading problem
QRT Research Exchange Symposium · Pre-recorded presentation
Teaching assistant
Fall 2026
MAFS 5010 Stochastic Calculus
Fall 2026
MATH 4511 Quantitative Methods for Fixed Income Derivatives
Spring 2026
MATH 1014 Calculus II