Ya Li
Monash University
I was born and raised in China and am currently a third-year PhD student at the School of Mathematics at Monash University. My research interests include robust optimization in finance, stochastic control and other related areas.
1. Give me a quick overview of the type of mathematics you are studying, and/or the aims of your research and its potential applications/outcomes (how you would explain your work and studies to friends who don’t study maths?)
I’m currently studying Financial Mathematics. Specifically, my project is to solve the robust utility maximization problem and get the optimal portfolio using tools from stochastic control theory. My research also has practical applications, it can provide investors with new perspectives and help them make the best decision based on their own utility-risk preferences.
2. How did you get into the mathematical sciences? Was there someone or something that inspired you to this field?
I have always loved mathematics when I was in school. During my master program, I took some interesting courses that attracted me to continue studying mathematics. Now, I am not only interested in the theoretical part, but also its applications in the real world.
3. Winter School is designed to give students a deeper understanding of their area of research and expose them to others working in different fields/industries. Tell me about your Winter School experience. What was the most valuable part of the program for you?
The four units provided by Winter School this time gave me a lot of inspiration. Two of them are closely related to my research interests. The other two are very interesting and gave me a basic idea and knowledge. I also gained the full benefit of lectures, careers session, and meeting good friends.
4. What was your main take away/s from AMSI Winter School? Something you learnt? A connection you made? Do you have new ideas for your work/research or see it in a new light?
Yes, I got some new insights about my research. Also, I have new ideas about my future career. I saw a lot of interesting topics from the lectures and conversations with other participants.
5. You received a grant to attend AMSI Winter School. How important was this in terms of your ability to attend, fully participate in the program and meet others studying in similar fields?
I am very grateful to have received a travel grant that enabled me to attend the program. Attending the Winter School in person was priceless from a learning perspective. Another important benefit was meeting a lot of friends with a math background.
6. What advice would you give to someone who is considering applying for Winter School? How would you describe the conference to them?
They should definitely apply. They can learn different math units in a short time and get course credits. They also have chance to meet other maths students, and the chance to live in a different city!
7. Where do you want the mathematical sciences to take you? Where do you see yourself in five, ten years time?
After graduation I will probably do a postdoc somewhere. In the long run, I will probably continue to do research-related work in academia or industry.
8. Any other feedback/comments you would like to provide on the travel grant or AMSI Winter School?
Thank you for the Travel Grant and the wonderful opportunity to attend the AMSI Winter School 2024!