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“Die sich des Vergangenen nicht erinnern, sind dazu verurteilt, es noch einmal zu erleben.”

— George Santayana

Welcome to my homepage!

My name is Zhipeng Huang, and I am a PhD candidate at the Mathematical Institute of Utrecht University in the Netherlands. I am currently working with my supervisor, Prof. Kees Oosterlee, on developing numerical methods for stochastic control and FBSDEs.

Before starting my PhD studies in the Netherlands, I worked at the School of Science and Engineering and the School of Data Science at The Chinese University of Hong Kong, Shenzhen (CUHK-SZ) from 2018 to 2022. Prior to that, I worked as a research assistant with Prof. Michael Choi. I received my MSc in Financial Engineering from CUHK-SZ and my bachelor’s degree in Economics from Guangzhou University.