Hello! I am currently a Ph.D. student in Statistics in the Department of Statistics at Purdue University, where I am advised by Prof. Xiao Wang and Prof. Jianxi Su. I received my Master’s degree in Financial Mathematics from The Hong Kong University of Science and Technology and my Bachelor’s degree in Statistics from Sun Yat-sen University.

My research interests include Machine Learning and Financial Mathematics. Currently, I focus on the following topics: (1) Large Language Model Evaluation; (2) Theoretical Foundations and Applications of Generative models; (3) Stochastic control in actuarial science and finance.

Don’t hesitate to drop me an email if you are interested in cooperating with me!

"All judgements are, in their rationale, statistics. " - C. R. Rao

🔥 News

2026.10: 🛠️ Released TeX Proof-Check Kit, an open-source toolkit that checks the proofs in LaTeX papers by translating them faithfully into Lean 4 with Claude Code agents.
2026.09: 🎉🎉 Our paper Coreset-Induced Conditional Velocity Flow Matching has been accepted to NeurIPS 2026!
2026.05: 🎉🎉 Our SOA technical report, AI-Based Synthetic Medical Claims Data Generation: A Practical Guide for Actuaries is now available from the Society of Actuaries.
2025.09: 🎉🎉 I passed the Ph.D. qualifying examinations at Purdue.
2023.11: 🎉🎉 I got my Master’s degree from HKUST.
2022.06: 🎉🎉 I got my Bachelor’s degree from SYSU.

🤝 Collaborators

Xiao Wang (Purdue, PhD Advisor)
Jianxi Su (UGA, PhD Advisor)
Xiaojing Sun (Purdue)
Yuhan Zeng (Purdue)

📖 Educations

Ph.D. in Statistics, Purdue University, 2024 - 2029 (Expected) [GPA: 3.88/4.0]
M.Sc. in Financial Mathematics, The Hong Kong University of Science and Technology, 2022 - 2023 [GPA: 4.0/4.3]
B.Sc. in Statistics, Sun Yat-sen University, 2018 - 2022 [GPA: 3.8/4.0]

🎖 Honors and Awards

Second Prize Scholarship of Sun Yat-Sen University
Third Prize Scholarship of Sun Yat-Sen University
Outstanding Student Cadre of Sun Yat-Sen University

💻 Skills

Coding: Python, R, SAS, MATLAB, C++, MySQL, LaTeX, Typst
Languages: Mandarin (Native), Teochew (Native), English (Fluent), Cantonese (Familiar)

📑 Selected Courses

Some of my course notes on Probability, Statistics, Stochastic Calculus, Machine Learning, Financial Mathematics and Quantitative Finance are available below; click on a linked title to view the notes.

Statistics & Machine Learning: Statistical Machine Learning (A+), Theory of Linear Models and Analysis of Experimental Designs (A+), Computational Statistics (A), Bayesian Data Analysis (A), Intermediate Statistical Methodology (A), Advanced Statistical Methodology (A), Machine Learning and its Applications (A-), Foundations of Deep Learning (A)
Financial Mathematics & Quantitative Finance: Computational Finance II (A+), Quantitative Analysis of Financial Time Series (A+), Simulation and Optimization in Quantitative Finance (A), Statistical Methods in Quantitative Finance (A), Quantitative Risk Management (A), Mathematical Market Microstructure (A-), Derivatives Pricing Models (A-), Quantitative Models of Derivative Securities, Interest Rate Models, Structured Products: Analysis and Pricing
Probability & Stochastic Calculus: Advanced Probability and Statistics, Probability I (A+), Stochastic Calculus (A+), Probability II, Stochastic Control