Yu-Jui Huang

Ph.D. Candidate, Applied & Interdisciplinary Mathematics
Department of Mathematics, University of Michigan

2074 East Hall, 530 Church Street, Ann Arbor, MI 48109, USA
email: jayhuang (at) umich.edu

• Curriculum Vitae

Education

University of Michigan, Ann Arbor, USA

• Ph.D. Candidate, Applied & Interdisciplinary Mathematics (graduation expected in 2013).
  
  • Advisor: Erhan Bayraktar.

National Taiwan University, Taipei, Taiwan

• B.S., Mathematics, June 2007.
• B.B.A., Finance, June 2007.
  

Honors and Awards

• SIAM Student Travel Award to attend the 7th International Congress on Industrial and Applied Mathematics (ICIAM), Vancouver (July 18-22, 2011).
• Horace H. Rackham International Student Fellowship, University of Michigan, 2010-2011.
• Travel Grant (from the conference organizers) to attend the Mathematical Finance and Partial Differential Equations Conference, Rutgers University (December 10, 2010).
• Horace H. Rackham International Conference Travel Grant (from the University of Michigan) to attend the 6th World Congress of the Bachelier Finance Society, Toronto (June 22-26, 2010).
• University of Michigan Mathematics Departmental Scholarship, Spring/Summer 2009, 2010.
• Presidential Award for Outstanding Undergraduate Students, National Taiwan University, 2003-2007.

Publications

• Outperforming the Market Portfolio with a Given Probability (with Erhan Bayraktar and Qingshuo Song), to appear in the Annals of Applied Probability. [PDF] [Slides]

Preprints

• Robust Maximization of Asymptotic Growth under Covariance Uncertainty, with Erhan Bayraktar. [PDF]
• On the Multi-Dimensional Controller and Stopper Games, with Erhan Bayraktar. [PDF] [Slides]

Presentations and Talks

• SIAM Conference on Financial Mathematics and Engineering, Minneapolis, July 9-11, 2012 (forthcoming; invited speaker in the minisymposia of Stochastic Control and Optimization Related to Portfolio and Risk Management).
• Financial/Actuarial Mathematics Seminar, University of Michigan, September 29, 2011.
• 7th International Congress on Industrial and Applied Mathematics (ICIAM), July 21, 2011, Vancouver (Invited speaker in the minisymposia of Optimal Stochastic Control).
• Workshop on Stochastic Analysis in Finance and Insurance, University of Michigan, May 18, 2011.
• Mathematical Finance and Partial Differential Equations Conference 2010, Rutgers University, December 10, 2010.
• Financial/Actuarial Mathematics Seminar, University of Michigan, September 16, 2010.
• 6th World Congress of the Bachelier Finance Society, Toronto, June 23, 2010.
• Applied and Interdisciplinary Mathematics Student Seminar, University of Michigan, December 11, 2009.

Conferences Attended

• SIAM Conference on Financial Mathematics and Engineering (FM10), San Francisco, November 19-20, 2010.
• 6th World Congress of the Bachelier Finance Society, Toronto, Canada, June 22-26, 2010.
• New Directions in Financial Mathematics, UCLA, January 5-8, 2010.

Workshops and Short Courses Attented

• New Mathematical Models in Economics and Finance, IMA, Minneapolis, June 7-18, 2010.
• Graduate Course on Stochastic Control, BSDEs, and Applications to Finance, Fields Institute, Toronto, Canada, April 28, May 5, May 12, 2010.
• RTG Summer School on Financial Mathematics, University of Texas at Austin, July 18-August 8, 2009.

Teaching

• Instructor for Math 116 Calculus II (Fall 2011).
• Teaching assiatant for Math 526 Stochastic Processes (Fall 2010).
• Instructor for Math 116 Calculus II (Winter 2010).
• Instructor for Math 115 Calculus I (Winter2009, Fall 2009).
• Instructor for Math 105 Pre-calculus (Fall 2008).

Miscellaneous

• My music: Guitar Playing and Music Composed by Keyboards.
• 1st Annual University of Michigan SIAM Student Conference.

Last updated on 02/10/2012.