Currently, I am pursuing my Ph.D. in the field of Financial Mathematics. The main area of my research is coupled forward-backward stochastic differential equations (FBSDEs) that may arise from the Stochastic Optimal Control problems and the Mean-Field Game systems. I study coupled FBSDEs in the general nonlinear and non-markovian settings. And thus it has applications in challenging real-life problems like financial derivative pricing and portfolio management problems. Machine learning algorithms play an important role in my research as they are very useful for numerical approximations of coupled FBSDEs.
Master's in Mathematics
University of Calgary