Zhijian He

Zhijian He

Associate Professor

South China University of Technology

Dr. Zhijian He is an associate Professor at School of Mathematics of South China University of Technology (SCUT). Before joining SCUT, he obtained a Ph.D. in Statistics from Department of Mathematical Science of Tsinghua University, advised by Prof. Xiaoqun Wang. His research interests are quasi-Monte Carlo methods and their applications in quantitative finance and statistics. He was a silver prize recipient of the New World Mathematics Awards (NWMA). He has published in top journals in the fields of statistics and computational mathematics, such as Journal of the Royal Statistical Society: Series B, SIAM Journal on Numerical Analysis, SIAM Journal on Scientific Computing, Mathematics of Computation. Part of his research is supported by National Science Foundation of China (NSFC).

Interests

  • Computational Statistics
  • Computational Finance
  • Monte Carlo and quasi-Monte methods

Education

  • PhD in Statistics, 2015

    Tsinghua University

  • BSc in Mathematics and Applied Mathematics, 2010

    South China University of Technology

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