Start date: 01-10-2019
Academic department: Mathematics
Title of research project: Machine-learning methods for market microstructure models with asymmetric information
Academic supervisor: Professor Johannes Muhle-Karbe
Native country: China

How has the scholarship award enabled you to pursue your ambitions?
The scholarship award has enabled me to pursue doctoral studies immediately after my bachelors. I am very grateful for this award as it granted me opportunity to study at Imperial without worrying about funding for tuition fees, living expenses and research support.

Why did you choose to study at Imperial?
I choose to study at Imperial because it has a large group of excellent researchers in mathematical finance. They are doing groundbreaking work and I am very inspired. More importantly, my supervisor is very strong in the areas of mathematical finance I am interested in.

What have you been up to on the programme so far?
I have been working on topics related to market microstructure, derivative pricing and optimal execution. We mainly study the impact of market mechanism, how they can make a difference for the exchange, market participants, or the market makers.

I think the programme is amazing. It offers me the unique opportunity to work with great people, and the facilities provided by the Department of Mathematics provide everything I need for my studies and research.