Tim Leung

Tim Leung is the Boeing Endowed Chair Professor of Applied Mathematics and Director of the Computational Finance & Risk Management (CFRM) Program at the University of Washington. He also serves as core faculty in the Quantitative Ecology and Resource Management (QERM) Program and is affiliated with the Center for Quantitative Science. His research focuses on Financial Mathematics, Optimal Stochastic Control, and Algorithmic Trading, with over 70 publications and multiple books. He has held professorships at Johns Hopkins University (2008-2011) and Columbia University (2011-2016).

Education: Ph.D. in Operations Research & Financial Engineering from Princeton University (2008), B.S. in Operations Research & Industrial Engineering from Cornell University (2003). His work has been funded by the National Science Foundation and recognized by the Emerald Literati Network Award (2016). He leads the CFRM program, which trains professionals in computational finance, and co-edits the Modern Trends in Financial Engineering book series. He serves on editorial boards of journals like Applied Mathematical Finance and SIAM Journal on Financial Mathematics.

Research interests include derivatives pricing, ETF dynamics, and risk management strategies. He has pioneered frameworks for mean reversion trading, futures portfolio optimization, and statistical arbitrage. His recent work explores regime-switching models, multiscale volatility analysis, and applications of machine learning in financial signal processing.

• Awards: Emerald Literati Network Award (2016)
• Leadership Roles: Chair of INFORMS Finance Section, Vice Chair of SIAM Activity Group on Financial Mathematics & Engineering
• Advisory Roles: AI for Finance Institute

His research spans theoretical advancements and practical applications, with a focus on bridging stochastic control theory and real-world financial markets.