Biography

Yiqing Lin is a Tenured Associate Professor and Head of the Statistics Department at the School of Mathematical Sciences, Shanghai Jiao Tong University, and Executive Director of the Quantitative Finance Research Center. He has long been engaged in teaching courses on statistical learning, machine learning, and financial mathematics. His research focuses on the intersection of nonlinear mathematical expectations, machine learning, and financial mathematics. He has made significant contributions to nonlinear stochastic analysis, refining the framework of backward stochastic differential equations driven by G-Brownian motion, and addressing model uncertainty challenges in financial derivatives pricing. He has also achieved notable results in utility maximization problems in incomplete markets. He combines optimal transport theory with machine learning to develop quantitative risk models for high-frequency trading. He has led and participated in multiple National Natural Science Foundation of China (NSFC) projects, actively promotes the open-source fintech ecosystem, and drives the Fastbox platform initiative to make it accessible to universities nationwide, lowering the barrier to quantitative research. He also mentors student teams in quantitative trading strategy research and collaborates with leading domestic private equity firms to cultivate quantitative finance talent.