ZENG Jia
Forever Curious about the World
About me:
I am currently a Ph. D. candidate (year 1) of the joint Ph. D. program between Department of Statistics and Actuarial Science, The University of Hong Kong (HKU) and Department of Mathematics, King's College London (King's), under the supervision of Dr. Ka Chun Cheung and Dr. Roxana Dumitrescu.
Education
King's College London (King's)
Oct. 2018 - now
Department of Mathematics
Joint Ph.D. Program between HKU and KCL
Supervisor: Dr. Roxana Dumitrescu
The University of Hong Kong (HKU)
Oct. 2018 - now
Department of Statistics and Actuarial Science
Joint Ph.D. Program between HKU and KCL
Supervisor: Prof. Ka Chun Cheung
The Chinese University of Hong Kong (CUHK)
Aug. 2016 - Jul. 2018
Master of Philosophy (M. Phil.) in Risk Management Science
Tianjin University (TJU)
Sept. 2012 - Jul. 2016
Bachelor of Science (B. S.) in Mathematics
Senior Thesis Supervisor: Prof. Hui Zhao
GPA: 3.72/4.00
Harvard University
Jan. 2016 - May 2016
Research Assistant in Department of Economics
Supervisor: Prof. Mellisa Dell
National Tsing Hua University (NTHU)
Sept. 2014 - Jan. 2015
Exchange Student in Department of Applied Mathematics
Research
MFG model with interaction on the control and delay: Application to Demand Side Management for electricity contracts
Status: Ongoing
with Dr. Clémence Alasseur, Dr. Luciano Campi and Dr. Roxana Dumitrescu
When will Value at Risks be subadditive or superadditive?
Status: Ongoing
with Prof. Ka Chun Cheung, Prof. Phillip Yam and Dr. Kevin Yuen
Attainable Optimal Mean-Risk Portfolio
Status: Ongoing
with Dr. Ryan Wong and Prof. Phillip Yam
Mean-Risk Portfolio Management with Bankruptcy Prohibition
Status: Accepted by Insurance: Mathematics and Economics
with Dr. Ryan Wong and Prof. Phillip Yam
Presented in Quantitative Methods in Finance Conference (2017), Sydney, Australia.
Conference
- Quantitative Methods in Finance Conference (QMF 2017), Sydney, Australia.
- 23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Munich, Germany.
Honors & Awards
- Outstanding Youth Volunteer of Tianjin
- Merit Student of Tianjin University
- Takeda Scholarship
- The 4th Place of the First Big Data Competitive of College Students (from over 700 teams)
- Honorable Mention of Mathematical Contest in Modeling (MCM)
- Science & Technolgy Talent Award of Peiyang
- National Scholarship
- The Second Price of Contemporary Undergraduate Mathematical Contest in Modeling in Tianjin
- CUHK Postgraduate Studentship (2016-2018)
- HKU Postgraduate Studentship (2018-2021)
Teaching ASsistant
2019-2020 (KCL)
- Fall 6CCM388A Mathematical Finance I Discrete Time
- Spring 7CCMFM13 C++ For Financial Mathematics
2018-2019 (HKU)
- Fall STAT3905 Introduction to Financial Derivatives
- Spring STAT3911 Financial Economic II
2017-2018 (CUHK)
- Fall RMSC4002 Data Analysis in Finance and Risk Management Science
- Spring STAT2006 Basic Concepts in Statistics and Probability II
- Spring STAT6105 Basic Actuarial Principles and Their Applications
2016-2017 (CUHK)
- Fall RMSC4003 Statistical Modelling in Financial Markets
- Spring STAT4007 Statistical Quality Control
- Spring STAT6105 Basic Actuarial Principles and Their Applications
Miscellaneous
“人无癖不可与交,以其无深情也。”
- I love reading, watching movies and dramas, listening to music and visiting museums.
- Writer: Alice Munro, Dazai Osamu, Milan Kundera, William Somerset Maugham, Zhongshu Qian
- Director: Ang Lee, Koreeda Hirokazu, Wes Anderson, Woody Allen
- Actor: Ben Whishaw, Jeremy Irons, Timothee Chalamet, Joe Odagiri
- Musician: Bach, Chopin, Rachmaninoff, Ryuichi Sakamoto
- Singer & Band: Placebo, Sodagreen, Suede
- Painter: Edward Hopper
(If you wanna see whether we have interests overlap, you can catch a glimpse in my Douban.)
- Addicted to novelty and different life experience, I would like to study in or travel to different places. There is a Google map indicating my footprint.
Gallery
"Live like a tourist, travel like a local."
National Tsing Hua University (NTHU), Taiwan
Jan. 2015
Taiwan is one of my favorite place in this world. I always dream of returning back to Taiwan even now because I have a very happy memory there.
Newport, Providence
Mar. 2016
A trip with six friends who are all graduated from Tianjin University.
Washington DC
Apr. 2016
Broadway, New York
May 2016
Harvard University
May 2016
Tianjin University
June 2016
I got my B. Sc. in Tianjin University. Living for nearly four years in Tianjin, an important coastal city of China, I left many footprints.
© 2018