Lane Chun Yeung

  • Assistant Professor of Applied Mathematics

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Education

Ph.D., Industrial Engineering and Operations Research, Columbia University

Research Interests

Probability and stochastic analysis, with an emphasis on interacting diffusion models

Publications

  1. with Daniel Lacker and Fuzhong Zhou.
  2. with Mykhaylo Shkolnikov.
  3. with Daniel Lacker and Sumit Mukherjee, International Mathematics Research Notices 2024(7): 6008–6042, 2024.
  4. with Donghan Kim, Bernoulli 30(3): 2253–756, 2024. [, ]
  5. with Daniel Lacker, Annales de l’Institut Henri Poincaré (B) ProbabiliteÌs et Statistiques 59(1) 364–377, 2023.
  6. with Bertram Tschiderer, Bernoulli 29(1): 725–756, 2023.
  7. with Alfred Ma, The Journal of Index Investing  9(1): 84–91, 2018.
  8. with Raymond Chan and Alfred Ma, Journal of Investment Strategies 6(4): 21–46, 2017.