Huy Chau

Huy Chau is a Lecturer in Financial Mathematics at The University of Manchester, Department of Mathematics. His research interests include Financial Mathematics, Machine learning, and Data Science. Prior to joining The University of Manchester in November 2021, he was a Specially Appointed Assistant Professor at the Center for Mathematical Modeling and Data Science, Osaka University, Japan. He completed his PhD at the University of Padova and LPMA, University Paris Diderot in February 2016. His work focuses on areas such as diffusion bridges, robust fundamental theorems of asset pricing, and stochastic gradient Hamiltonian Monte Carlo methods.

Chau Ngoc Huy is a researcher at the University of Manchester with expertise in Financial mathematics, Machine Learning, and Data Science. His work focuses on stochastic gradient methods, optimal investment strategies, and market models with frictions. He has published extensively on topics such as stochastic gradient Langevin dynamics, informational arbitrage, and robust utility maximization. His research also explores the application of reinforcement learning in continuous-time investment problems and the behavior of investors in conic market models. Huy's contributions span both theoretical and applied aspects of financial mathematics and data-driven decision-making.