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    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

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    King's College London (King's)

    Oct. 2018 - now

    Department of Mathematics

    Joint Ph.D. Program between HKU and KCL

    Supervisor: Dr. Roxana Dumitrescu

     

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    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

     

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    The Chinese University of Hong Kong (CUHK)

    Aug. 2016 - Jul. 2018

    Master of Philosophy (M. Phil.) in Risk Management Science​

    Supervisor: Prof. Phillip Yam

    Research Interest: Mathematical Finance

     

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    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

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    Harvard University

    Jan. 2016 - May 2016

    Research Assistant in Department of Economics

    Supervisor: Prof. Mellisa Dell

     

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    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."

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    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.

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    Newport, Providence

    Mar. 2016

    A trip with six friends who are all graduated from Tianjin University.

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    Washington DC

    Apr. 2016

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    Broadway, New York

    May 2016

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    Harvard University

    May 2016

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    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.

  • Contact Me

    Please feel free to contact me.

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    zengjia0710@foxmail.com

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    Linkedin

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    WeChat: zengjia0710

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    Skype: zj201258525001