博士后（斯坦福大学）

博士后（滑铁卢大学）

博士（清华大学）

学士（清华大学）

刘杨博士目前担任香港中文大学（深圳）理工学院助理教授。他分别于2016年和2021年获得清华大学数学学士和博士学位，之后在滑铁卢大学和斯坦福大学担任博士后研究员。他的研究领域包括金融数学、应用概率、运筹学、精算学、强化学习。

刘杨博士致力于研究金融和保险领域中的随机复杂系统与结构，具体包括非凹/凸效用投资组合优化、相依不确定下的稳健风险聚合与风险度量等问题。研究成果发表于领域内著名学术期刊，如Operations Research、Mathematical Finance、Finance and Stochastics、SIAM Journal on Control and Optimization等。他曾获得北京市优秀博士毕业生和清华大学优秀博士论文奖。他也在研究机器学习和统计方法在金融和保险领域的建模与应用。

目前课题组正在招募博士后和博士生。如果您对学术研究充满热情，具备扎实的数学基础，并且研究兴趣与课题组契合，欢迎通过邮件直接联系。

1. (with Jose Blanchet, Henry Lam and Ruodu Wang) Convolution Bounds on Quantile Aggregation (2024). Operations Research, forthcoming.
2. (with Zongxia Liang and Litian Zhang) A Framework of State-dependent Utility Optimization with General Benchmarks (2024). Finance and Stochastics, forthcoming.
3. (non-alphabetical) Yao Xu, Xinzhi Liu, Lu Zhang, Wenxue Li, Yongbao Wu and Yang Liu. Fixed-time Bipartite Synchronization of Nonlinear Impulsive Time-varying Signed Networks with Delays (2024). Applied Mathematics and Computation, 480, 128905.
4. (with Zongxia Liang, Ming Ma and Rahul Pothi Vinoth) A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities (2024). Quantitative Finance, 24(2), 281-303.
5. (with Zongxia Liang) An Asymptotic Approach to Centrally-planned Portfolio Selection (2024). Advances in Applied Probability, 56(3), 757-784.
6. (with Tolulope Fadina and Ruodu Wang) A Framework for Measures of Risk under Uncertainty (2024). Finance and Stochastics, 28, 363-390.
7. (with Guohui Guan, Lin He, Zongxia Liang and Litian Zhang) Robust Dividend, Financing and Reinsurance Strategies under Model Uncertainty with Proportional Transaction Costs (2024). North American Actuarial Journal, 28(2), 261-284.
8. (with Yuyu Chen, Peng Liu and Ruodu Wang) Ordering and Inequalities of Mixtures on Risk Aggregation (2022). Mathematical Finance, 32(1), 421-451.
9. (with Zongxia Liang) A Classification Approach to General S-shaped Utility Optimization with Principals' Constraints (2020). SIAM Journal on Control and Optimization, 58(6), 3734-3762.
10. (with Lin He, Zongxia Liang and Ming Ma) Weighted Utility Optimization of the Participating Endowment Contract (2020). Scandinavian Actuarial Journal, 2020(7), 577-613.
11. (with Lin He, Zongxia Liang and Ming Ma) Optimal Control of DC Pension Plan Management under Two Incentive Schemes (2019). North American Actuarial Journal, 23(1), 120-141.