Welcome to my homepage! I am a PhD student at the System Engineering and Engineering Management (Operations Research track) program of The Chinese University of Hong Kong (CUHK), fortunately supervised by Prof. Viet Anh Nguyen.

In recent years, I’ve been studying optimization theory and statistical learning methods. My current works fall into two main directions. Since many real-world objectives are defined in nonconvex-nonconcave minmax settings and the datasets provided are always of a large scale, solving nonsmooth nonconvex-nonconcave minmax problem with stochastic algorithms is the primary area that I’ve been studying at SRIBD. Additionally, my master thesis aims to develop a novel prototype-based classification algorithm that better capture the non-convex and sparse pattern of classes with improved interpretation, convergence, and simplicity.

I have obtained my master degree (with distinction) in Information Management and Business Analytics from The Chinese University of Hong Kong, Shenzhen (CUHK-SZ) in Nov. 2023, fortunately supervised by Prof. Andre Milzarek. Prior to that, I received my BSc in Business Analytics with the First Class Honors at the Business School of Macau University of Science and Technology (MUST) under the supervision of Prof. Zhao Honghao.

Here is my personal CV: [Curriculum Vitae] and part of my academic awards: [Certificate].

You are always welcome to send me an email and schedule a conversation at any time. If you have any questions regarding my research or any fascinating subject related to operation research, optimization, or machine learning theory, please feel free to talk with me :)

Professional Experience

• Research Associate, Shenzhen Research Institute of Big Data, June 2022 - Jan. 2023
• System Engineer Intern, Shenzhen Finance Institute, Jan. 2022 - June 2022
• Visiting Student, School of Data Science in CUHK-SZ, Nov. 2021 - Nov. 2023
• Visiting Student, Applied Mathematics Department in MUST, Sept. 2019 - June 2021
• Financial Analyst, Guo Sheng Securities, June 2019 - Sept. 2019
• Deep Learning Intern, Ascending Powers Co. Ltd., June 2018 - May 2019

Education

• PhD. System Engineering and Engineering Management (Operations Research track), The Chinese University of Hong Kong, from 2024
• M.Sc. Information Management and Business Analytics (Information Management track), The Chinese University of Hong Kong, Shenzhen, 2021 - 2023
• B.Sc. Business Analytics, Macau University of Science and Technology, 2017 - 2021

Research Interests

• Optimization Theory: Nonsmooth nonconvex optimization, Stochastic Optimization, Nonconvex-nonconcave minmax optimization, Variational inequalities, etc.
• Statistical Learning Theory: Bayesian Method, Model-based data mining, Supervised representation learning, Adversarial learning, Numerical analysis, Interpretability for machine learning, etc.

Contact Information

Address:
Office 503, William M.W. Mong Engineering Building (ERB)
The Chinese University of Hong Kong
Shatin, Hong Kong, China

Tel: (86)18179227870
Email: ylgu@se.cuhk.edu.hk