Working with Professor Jianfeng Zhang on Mean Field Game(MFG) theory, which is the model of systems with a very large number of "small" players. We are studying properties of the Master Equation which is in an infinite dimensional space. Our work has potential applications to time inconsistent control problems in economics and global differential equations in fluid dynamics.

Managed classroom discussions. Taught problem-solving skills in calculus, statistics, probability etc. and generated improvements in student's academic performance.

As part of the Risk Group, I worked closely with other associates and managers in developing and implementing quantitative models in several important projects such as the causality analysis between managers' positioning and market movement, the market regime classification using volatility models and the modeling of macro financial condition. During the three months, I had extensively used Bloomberg terminal and APIs to collect financial data which are later analyzed with numerical softwares such as R, MATLAB, etc.

Investigated the asymptotic approximation of Whispering Gallery Mode (WGM) in physics through a geometric method. Simulated the phenomenon in different types of regions in MATLAB. Delivered presentations to fellow students and professors.