张婷婷
时间: 2023-05-11  作者:   浏览次数: 7076

  

姓 名

张婷婷

职 称

优秀青年学者(讲师)


性 别

研究方向

金融数学,运营管理

出生年月

19948

联系方式

ttzhang1118@suda.edu.cn

最后学历

博士

毕业学校

中国科学技术大学

介 绍:

Education


2016.09 ~ 2022.03, University of Science and Technology of China, Ph.D program supervised by Prof. Lijun Bo

2018.09 ~ 2020.09, Carnegie Mellon University, Joint Ph.D program supervised by Prof. Johannes Muhle-Karbe

2018.09 ~ 2018.12, Rutgers, The State University of New Jersey, Visiting Scholar program supervised by Prof. Meng Li


Academic Appointments

2023.03 ~ Now, Soochow University, Lecturer


Research Interests


Mathematical Finance

FinTech

Product Evaluation

Optimal Stopping and Free Boundary Problems


Published Papers in Math Finance/Economics



[1] Bo, L., Li, M., & Zhang, T. (2023). Evaluation Timing with Dynamic Information: Optimization and Heuristic.Production and Operations Management. 32, (12), 3931-3950. (UTD24FT50ABS4*

[2] Bo, L., Huang, Y., Yu, X., Zhang T. (2026). Continuous-time q-Learning for Jump-Diffusion Models under Tsallis Entropy.Mathematics and Financial Economics. Forthcoming.SCI&SSCI)                               

[3] Bo, L., Liu, Z., Zhang T.(2026). Reducing Pandemic Outbreak Risks and Economic Losses in Aviation: A Segmented Incentive-Penalty Approach.Journal of Air Transport Management, 132, 102947. (SSCI )

[4] Bo, L., Liu, Y., & Zhang, T. (2021). Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing. Quantitative Finance,2021, 21(7), 1187-1206.(SCI&SSCIABS3

[5] 薄立军; 张婷婷; 徐明雯婵; 基于平均场博弈的新冠肺炎最优防控力度切换策略.应用概率统计, 2021, 37(3): 274-290


Working Paper


[6] Bo, L.,Yijie Huang, Zhang T., An Optimal Tracking and Stopping Problem in Portfolio Optimization. Submitted.

[7] Bo, L., Li, M., Zhang T., Sale Timing of Crypto Miners. Submitted.

[8] Chen, Z., Xu, Y., Zhang T., Image-based Reinforcement Learning Portfolio Strategy. Preprint.

[9] Can, Y., Zhang T., Learning to Optimally Stop and Control Jump Diffusion Process. Preprint.

[10] Bo, L., Zhang T., Deep Learning to Optimally Control with Regime Switching. Preprint.



Awards and Grants

National Science Foundation of China (Youth Program) 2025.01-2027.12,

Natural Science Foundation of the Jiangsu Higher Education Institutions of China (grant 24KJB110023).2024.07- 2026.07

Distinguished Young Scholar of Soochow University, 2023.04

China Scholarship Council for Jointly Ph.D.2018.09- 2020.09

National Scholarship 2016.12


Teaching and Supervision


5 Courses Taught:MicroeconomicsUndergraduate )Financial Risk Management(Master)Financial Risk Measurement & Product Evaluation(Master)Mean Field Games in Internet Finance(Master)Financial Data Processing(Master)

Supervised 18 postgraduates, 11 graduated. 1 student admitted to Nanjing University for PhD study; Graduates employed in government, public institutions, banks, Big Tech, accounting firms and state-owned enterprises


Competition Advisor Experience


2025 Huawei Cup National Postgraduate Mathematical Modeling Contest National Third Prizes

2024 Guojin Cup National Index Investment Simulation Contest Third Prizes

16th Zhengda Cup National College Market Survey Competition Provincial First Prizes

12th National Energy Economics Academic Competition (co-supervisor)National Grand Prize

National Excellent Advisor


Supervisor of undergraduate 莙政Research Project