School of Engineering
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Ph.D. Student in Computational and Mathematical Engineering, admitted Autumn 2014
Masters Student in Computational and Mathematical Engineering, admitted Autumn 2018
BioI am a fourth-year PhD candidate in the ICME (Institute for Computational and Mathematical Engineering) at Stanford University. My PhD advisor is Professor Tze Leung Lai. I received my Bachelor’s degree in Mathematics and Physics (2014) from Tsinghua University.
My current research interests is AI applied in quantitative trading. To apply theory in practice, I have been prop-trading for 5 years in Chinese A-share markets. If you want to implement your strategies in Chinese markets, or need supports in developing trading ideas, please feel free to contact me.
Senior Associate Dean for Educational Affairs, Professor of Energy Resources Engineering, Senior Fellow at the Precourt Institute for Energy and Professor, by courtesy, of Civil and Environmental Engineering
Current Research and Scholarly InterestsResearch
My work is about understanding and simulating complicated fluid flow problems. My research focuses on the design of highly accurate and efficient parallel computational methods to predict the performance of enhanced oil recovery methods. I'm particularly interested in gas injection and in-situ combustion processes. These recovery methods are extremely challenging to simulate because of the very strong nonlinearities in the governing equations. Outside petroleum engineering, I'm active in coastal ocean simulation with colleagues from the Department of Civil and Environmental Engineering, yacht research and pterosaur flight mechanics with colleagues from the Department of Mechanical and Aeronautical Engineering, and the design of search algorithms in collaboration with the Library of Congress and colleagues from the Institute of Computational and Mathematical Engineering.
I teach courses in both energy related topics (reservoir simulation, energy, and the environment) in my department, and mathematics for engineers through the Institute of Computational and Mathematical Engineering (ICME). I also initiated two courses in professional development in our department (presentation skills and teaching assistant training), and a consulting course for graduate students in ICME, which offers expertise in computational methods to the Stanford community and selected industries.
Senior Associate Dean, School of Earth, Energy and Environmental Sciences, Stanford (from 2015); Director, Institute for Computational and Mathematical Engineering, Stanford (from 2010); Stanford Fellow (2010-2012); Magne Espedal Professor II, Bergen University (2011-2014); Aldo Leopold Fellow (2009); Chair, SIAM Activity group in Geosciences (2007, present, reelected in 2009); Faculty Research Fellow, Clayman Institute (2008); Elected to Council of Society of Industrial and Applied Mathematics (SIAM) (2007); organizing committee, 2008 Gordon Conference on Flow in Porous Media; producer, Smart Energy podcast channel; Director, Stanford Yacht Research; Co-director and founder, Stanford Center of Excellence for Computational Algorithms in Digital Stewardship; Editor, Journal of Small Craft Technology; Associate editor, Transport in Porous Media; Reviewer for various journals and organizations including SPE, DoE, NSF, Journal of Computational Physics, Journal of Scientific Computing, Transport in Porous Media, Computational Geosciences; member, SIAM, SPE, KIVI, AGU, and APS
Professor of Management Science and Engineering
Current Research and Scholarly InterestsKay is a financial engineer. He develops stochastic financial models, designs statistical methods for analyzing financial data, examines simulation and other numerical algorithms for solving the associated computational problems, and performs empirical analyses. Much of Kay's work is driven by important applications in areas such as credit risk management, investment management, and, most recently, housing finance.
Thomas W. Ford Professor in the School of Engineering and Professor, by courtesy, of Electrical Engineering
Current Research and Scholarly InterestsStochastic modeling; statistics; simulation; finance