Welcome to the Personal Page of Max Chen
Reality is the projection of effort.
About Me
Max holds a PhD degree in statistics from University of Waterloo, Canada, in 2026. His research interest covers Reinforcement Learning, Stochastic Control, Quantitative Finance and Portfolio Optimization, and broadly touches AI applications in finance. His PhD thesis is titled “Some Continuous-Time Reinforcement Learning Problems in Finance”, which is publicly available here. He holds a Master’s degree in Statistics from University of Oxford in 2021, where he studied Bayesian Inverse Reinforcement Learning as the Master’s dissertation. He also holds a Bachelor’s degree in Statistics and Mathematical Finance from University of Toronto in 2020.
Hightlight of Qualifications
- 📈 Quantitative Skills: Expertise in statistical learning, quantitative analysis, financial model- ing, portfolio optimization, and risk modeling; experienced in data-driven decision-making and financial forecasting.
- 📐 Mathematical Skills: Solid foundation in stochastic calculus, partial differential equation, numerical methods, Monte Carlo simulation methods, Bayesian modeling and optimization.
- 💻 Technical Skills: Proficient in Python (PyTorch, Scikit-Learn, Scipy), R and LaTeX; experienced with MATLAB, Tableau, version control (Git, GitHub) and run code on remote GPU clusters using job scheduler (Slurm); skilled in Microsoft Office Suite (Excel, Word, PowerPoint).
- 📊 Soft Skills: Effective communicator with strong presentation and collaboration abilities; proven track record in time management and teamwork in fast-paced environments.