Jiacheng Zhang

I am a postdoctoral researcher in Industrial Engineering & Operations Research Department at Univeristy of California, Berkeley advised by Professor Xin Guo. I obtained my Ph. D. in the Department of Operations Research and Financial Engineering at Princeton University supervised by Professor Daniel Lacker and Professor Mykhaylo Shkolnikov in 2021. Prior to these, I received my bachelor's degree in Math from Tsinghua University in 2016.
I can be contacted at jiachengz [at] berkeley [dot] edu
Here is my CV.
My research focus lies in the theory of probability and stochastic optimization. I have worked on stochastic partial differential equations, especially MckeanVlasov type equation, partial differential equations, mathematical finance like stochastic portfolio theory and stochastic volatility modeling in the past few years.

Papers
Talks
Dynamics of observables in rankbased models and performance of functionally generated portfolios
11th Oxford Princeton Workshop on Financial Mathematics and Stochastic Analysis, Princeton University, Nov 2018.
Stationary Stochastic Local Volatility
SIAM Conference on Financial Mathematics & Engineering (FM19), University of Toronto, June 2019.
Inverting the Markovian projection, with an application to local stochastic volatility models
a. Seminar talk in the Department of Applied Mathematics, the Hong Kong Polytechnic University, Aug 2019.
b. 4th Eastern Conference on Mathematical Finance, Oct 2019.
Locally interacting diffusions and continuous Gibbs measure on regular trees
19th Northeast Probability Seminar, Nov 2020.
Stationary solutions and local equations for interacting diffusions on regular trees
a. Seminar at Center for Math Financial and Actuarial Science at University of California, Santa Barbara, April 2022.
b. Optimal transport and Mean field games Seminar at University of South Carolina, May 2022.
A sharp interface limit in the GiacominLebowitz model of phase segregation
a. Columbia SPDE Seminar, Nov 2020.
b. Probability Seminar in Department of Statistics at Stanford University, Jan 2021.
Superposition and mimicking theorems for conditional McKeanVlasov equations
ColumbiaPrinceton Probability Day 2021, May 2021
Topics in MckeanVlasov equations and mimicking theorem
a. CMU Probability/Math Finance Seminar, Jan 2021.
b. Berkeley IEOR Seminar, Feb 2021.
Sensitivity and Robustness of Stackelberg MeanField Games
a. Mean field game workshop at CRM, Montreal, May 2022.
b. Machine learning and mean field games at IMSI, Chicago, May 2022.
Topics on Stackelberg MeanField Games
Quantitative Finance Seminar NUS(Suzhou) Research Institute, Aug 2022.
Optimization Frameworks and Sensitivity Analysis of Stackelberg MeanField Games
11th Western Conference on Mathematical Finance
Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
SIAM Conference on Financial Mathematics and Engineering (FM23)
On timeconsistent equilibrium stopping under aggregation of diverse discount rates
ICIAM 2023 Tokyo
MajorMinor Mean Field Singular Control and Related Skorokhod Problem
Recent Advances on Quantitative Finance
Teaching
Award
School of Engineering and Applied Science Award for Excellence (2021)
This award is given to SEAS advanced graduate students who have performed at the highest level as scholars and researchers
Member of Tsinghua Xuetang Training Program for excellence in academy (20122016)
National Scholarship (2012)
