Welcome to my homepage. My name is Jimin Lin.
I am a PhD Candidate in the Department of Statistics and Applied Probability at University of California, Santa Barbara, supervised by Prof. Jean-Pierre Fouque and Prof. Nils Detering. I am a Bloomberg Quantitative Finance PhD Fellow for the 2022-2023 academic year as well. Prior to my PhD Program, I held an MS in Computational Finance and Risk Management from University of Washington and a BS in Finance from Southwestern University of Finance and Economics.
My primary research interests are mathematical finance, applied probability, and artificial intelligence. Recently, I have been working on reinforcement learning, mean field control game, and random graph. Besides academics, I am active in industry practice. More details can be found in my Curriculum Vitae.