About
Yanghui Liu is an Associate Professor in the Department of Mathematics at Baruch College, CUNY, affiliated with the Weissman School of Arts and Sciences. His research focuses on stochastic processes, numerical analysis, and financial mathematics, particularly in the context of fractional Brownian motion and rough volatility models. He holds a Ph.D. in Mathematics from the University of Kansas and has authored numerous publications in high-impact journals like the Annals of Applied Probability and Stochastic Processes and their Applications.
Education:
- Ph.D. in Mathematics, University of Kansas
- M.S. in Mathematics, Chinese Academy of Sciences
- B.S. in Mathematics, Nanchang University
His research emphasizes numerical methods for stochastic differential equations, limit theorems, and applications to financial markets. Key contributions include work on Euler schemes for fractional Brownian motion-driven processes and statistical inference for rough volatility models. Dr. Liu has received a Lang Junior Faculty Research Fellowship and actively participates in academic service, including reviewing for journals like the Annals of Probability and serving on grant review panels.
Grants & Awards:
- Eugene M. Lang Junior Faculty Research Fellowship (2022)
- PSC-CUNY Awards (2021, 2023)
- Funding applications pending with the Simons Foundation and NSF
He teaches advanced courses such as Numerical Methods for Differential Equations and Probability Theory, and leads research projects on stochastic dynamical systems and their financial applications.
