Information

Chen Li is a first year Ph.D. student in Institue of Operations Research and Analytics at National University of Singapore. Before that, he got Bachelor degree of Science fromĀ University of Science and Technonlogy of China. He is interested in the interplay between Operations Research and Machine Learning, especially Data Driven Optimization. Here is his CV.

  • Address: Room 04-01, Innovation 4.0, 3 Research Link, National University of Singapore, 117602 Singapore
  • Contact: chen_l@u.nus.edu

Education

  • August 2013 - June 2017 BSc in Computational Mathematics, Honors in Mathematics, University of Science and Technology of China.
  • June 2017 - Present Ph.D. student in Operations Research and Analytics, National University of Singapore

Research Interests

  • Large Scale Optimization Algorithm in Machine Learning
  • Optimization under Uncertainty
  • Online and Reinforcement Learning

Computer Skills

  • C/C++, Matlab, Python, R, Latex

Coursework

Ph.D. Modules

  • BDC6112 Stochastic Processes I
  • BDC6307 Introduction to Data Analytics
  • MA5248 Stochastic Analysis in Mathematical Finance
  • BDC6113 Inventory Management
  • IE6001 Foundations of Optimization
  • IE6511 Surrogate and Metaheuristic Global Optimization

Mathematical Foundations(Undergraduate)

  • Mathematical Analysis
  • Linear Algebra
  • Real Analysis
  • Complex Analysis
  • Functional Analysis
  • Differential Equations
  • Differential Geometry
  • Topology
  • Prbability Theory
  • Mathematical Statistics
  • Applied Stochastic Processes
  • Mathematical Modeling
  • Numerical Algebra
  • Numerical Analysis
  • Operations Research(Numerical Optimization)
  • Foundation of Algorithm
  • Combinatorics
  • Modern Algebra
  • Modules and Commutative Algebra