Rate My Professor Shuang Li

Dr. Li completed her Doctor of Philosophy in Mathematical Modeling and Stochastic Calculus at Curtin University from 2012 to 2018. Her academic interests and research specializations focus on optimisation, decision science, applied mathematics, financial mathematics, data analysis, and engineering applications. These areas enable practical solutions to complex problems across diverse industries through advanced mathematical and statistical methods. Key publications highlight her expertise in financial modeling and stochastic processes. Among them are 'Equilibrium approach of asset and option pricing under Lévy process' published in 2017 in the Australian Journal of Management, 'Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion' in 2016 in the Journal of Industrial and Management Optimization, 'The Study of Mean-Variance Risky Asset Management with State-Dependent Risk Aversion under Regime Switching Market' in 2021, and work on 'Continuous-time portfolio selection and option pricing under risk measures'. Dr. Li also engages in STEM outreach, advocating for women in mathematics and promoting inclusive education and cultural diversity in community leadership roles.