Tim S.T. Leung

Professor Tim Leung is the Boeing endowed chair Professor of Applied Mathematics and Director of the Computational Finance & Risk Management (CFRM) program. He is also a core faculty member of the UW Quantitative Ecology and Resource Management (QERM) program.

Before joining UW, he was​​ a professor in the Department of Applied Mathematics & Statistics at Johns Hopkins University (2008-2011) and in the Department of Industrial Engineering & Operations Research at Columbia University​ (2011-2016).​ He obtained his PhD in Operations Research & Financial Engineering at Princeton University, where he was supported by the Charlotte Procter Honorific Fellowship. 

His research areas are Financial Mathematics and Optimal Stochastic Control. He has worked on a variety of problems, such as derivatives pricing, algorithmic trading, credit risk, ​executive compensation, ​and exchange-traded funds (ETFs). His research has been funded by the National Science Foundation (NSF). ​He has published over 80 articles and several books on the topics of Mean Reversion Trading, ETFs, Employee Stock Options, Futures Trading, and Financial Signal Processing & Machine Learning. In 2016, he won the Emerald Literati Network​ Award. 

Professor Leung is the founding editor of the book series, Modern Trends in Financial Engineering​. ​​He also serves on the editorial board of a number of journals, including Applied Mathematical Finance, SIAM Journal on Financial Math, Stochastic Models, International Journal of Financial Engineering, Studies in Economics & Finance, High Frequency, and Digital Signal Processing. ​In 2020, he was the co-editor of the IEEE Intelligent Systems Special Issue on AI and Fintech. He has served as the Chair for the Institute for Operations Research and the Management Sciences (INFORMS) Finance Section, as well as Vice Chair for the SIAM Activity Group on Financial Mathematics & Engineering (SIAG-FME). He is an advisory board member for the AI for Finance Institute.