Two ORFE Graduate Students Receive SEAS Award for Excellence

Laura Lean and Jiacheng Zhang

ORFE graduate students Laura Leal and Jiacheng Zhang received the SEAS Award for Excellence. Laura, advised by Professor Rene Carmona, works in financial market microstructure. Her recent research projects are on: “optimal execution using deep neural networks; explainability and interpretability of neural network models; high-frequency econometrics applied to trader’s inventories; and price avalanche.” Jiacheng, advised by Professor Mykhaylo Shkolnikov, focuses his research interests on “probability theory and stochastic analysis which are mainly devoted to problems involving stochastic differential equations of McKean-Vlasov type.” The SEAS Award for Excellence is given to advanced graduate students who performed at the highest level as scholars and researchers.