YuJui Huang's research is focused on Mathematical Finance and Applied Probability. It involves theories and techniques from stochastic analysis, stochastic control, optimal stopping, and viscosity solutions to fully nonlinear PDEs. Current projects involve quantifying intergenerational equity, financial planning involving healthcare spending, optimization under timeinconsistent behavior, modeling student loans, and stochastic gradient flows for machine learning.
keywords
Mathematical Finance, Mathematical Economics, Stochastic Control, Optimal Stopping, Applied Probability
APPM 1360  Calculus 2 for Engineers
Primary Instructor

Fall 2019
Continuation of APPM 1350. Focuses on applications of the definite integral, methods of integration, improper integrals, Taylor's theorem, and infinite series. Degree credit not granted for this course and MATH 2300.
APPM 3170  Discrete Applied Mathematics
Primary Instructor

Spring 2020
Introduces students to ideas and techniques from discrete mathematics that are widely used in science and engineering. Mathematical definitions and proofs are emphasized. Topics include formal logic notation, proof methods; set theory, relations; induction, wellordering; algorithms, growth of functions and complexity; integer congruences; basic and advanced counting techniques, recurrences and elementary graph theory. Other selected topics may also be covered.
APPM 4120  Introduction to Operations Research
Primary Instructor

Spring 2021
Studies linear and nonlinear programming, the simplex method, duality, sensitivity, transportation and network flow problems, some constrained and unconstrained optimization theory, and the KuhnTucker conditions, as time permits. Same as APPM 5120 and MATH 4120 and MATH 5120.
APPM 4530  Stochastic Analysis for Finance
Primary Instructor

Fall 2018 / Fall 2019 / Fall 2020 / Fall 2021
Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential equations and stochastic control theory. Same as APPM 5530, STAT 4230 and STAT 5230.
APPM 5120  Introduction to Operations Research
Primary Instructor

Spring 2021
Studies linear and nonlinear programming, the simplex method, duality, sensitivity, transportation and network flow problems, some constrained and unconstrained optimization theory, and the KuhnTucker conditions, as time permits. Recommended prerequisites: APPM 3310 OR MATH 2130 OR MATH 2135 or equivalent. Same as APPM 4120 and MATH 4120 and MATH 5120.
APPM 5530  Stochastic Analysis for Finance
Primary Instructor

Fall 2018 / Fall 2019 / Fall 2020 / Fall 2021
Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential equations and stochastic control theory. Same as APPM 4530, STAT 4230 and STAT 5230.
APPM 6570  Stochastic Differential Equations
Primary Instructor

Spring 2021
Devoted to a comprehensive investigation of stochastic differential equations, as well as their important applications in Finance, Physics, and Engineering. Consists of three main topics: stochastic integration, the theory of stochastic differential equations (SDEs), and applications of SDEs. Recommended prerequisite: APPM 6560 or MATH/APPM 6550.
APPM 7400  Topics in Applied Mathematics
Primary Instructor

Fall 2018 / Fall 2019
Provides a vehicle for the development and presentation of new topics with the potential of being incorporated into the core courses in applied mathematics. May be repeated up to 6 total credit hours.
MATH 4120  Introduction to Operations Research
Primary Instructor

Spring 2021
Studies linear and nonlinear programming, the simplex method, duality, sensitivity, transportation, and network flow problems, some constrained and unconstrained optimization theory, and the KuhnTucker conditions, as time permits. Same as MATH 5120 and APPM 4120 and APPM 5120.