Yilie Huang

Yilie Huang joined the IEOR Department at Columbia in September 2019. He also received his Master of Science degree at Columbia IEOR in 2018. Prior to Columbia, he earned a Bachelor of Science degree in Mathematics and Applied Mathematics at Zhejiang University. His research focuses on reinforcement learning and machine learning. Currently, he is working with Prof. Xunyu Zhou on solving asset allocation and option pricing problems from continuous-time reinforcement learning aspect.