My Info
I am currently a Research Fellow in National University of Singapore. My research interests are in credit risk, optimal porfolio selection with regime switching, and neural network.
I received my Ph.D Degree in Mathematics from University of Science and Technology of China in 2019. My Ph.D thesis studies a class of dynamical models on credit portfolio with regime-switching and default contagion, utilizing recursive HJB system and BSDE with jumps.
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Email: mathuaf@nus.edu.sg (Work) | mathuaf@outlook.com (Personal)