Welcome to my website!

I am Guanyu (Guan) Jin, a PhD candidate at the Department of Quantitative Economics, University of Amsterdam. My advisors are Prof. Roger J. A. Laeven and Prof. Dick den Hertog.

Prior to that, I have been a Machine Learning Research Intern at the Dutch National Research Institute for Mathematics and Computer Science (a.k.a. Centrum Wiskunde en Informatica), under the supervision of Prof. Wouter M. Koolen. In 2020, I obtained my master degree (cum laude) in mathematics from Leiden University.

You can reach me via email at g.jin@uva.nl.

📌 News

📌 December 9, 2024: I presented our paper Constructing Uncertainty Sets for Robust Risk Measures: A Composition of $\phi$-Divergences Approach to Combat Tail Uncertainty at the joint PhD Colloquium held at Bayes Business School in London.

📌 January 17, 2024: I received the travel grant from the Amsterdam University Fund for my research visit to Professor Henry Lam at Columbia University.

📌 June 1, 2023: I presented our paper Robust Optimization of Rank-Dependent Models with Uncertain Probabilities for the SIAM Conference on Optimization (OP23) in Seattle.

📌 April, 2023: I visited Professor Aharon Ben-Tal at Technion in Haifa, Israel.