I'm a third-year mathematics student at ShanghaiTech University on the financial mathematics track, spending Fall 2026 at UC Berkeley. I grew up in Hubei.
What I want to work on: the gap between the model an investor writes down and the parameters the data can actually pin down. On the empirical side that shows up as estimation error getting amplified by optimisation; on the theory side as robust control with an uncertain drift. Most of what is on this site is an attempt to look at that gap from different angles — including one detour into tournament design, which turned out to be the same kind of problem (a fixed rule evaluated over every scenario it might face).
Each project page identifies the work I completed myself. Where I used AI tools to produce implementation code, I describe that assistance and how I checked the output.
After Berkeley: a first quantitative internship in Shanghai in early 2027, a semester of research in financial mathematics at ShanghaiTech, and graduate study in financial engineering or financial mathematics from 2028.
Outside work: track and field — long jump and the 4×100 m relay.