Ting-Kam Leonard Wong

Department of Mathematics
University of Washington
Seattle WA 98195 USA

Email: wongting (at) uw.edu
Office: Padelford Hall C552

Welcome! I am a PhD student in the Department of Mathematics.
My adviser is Soumik Pal. I come from Hong Kong.

Teaching

In Autumn 2013 I am the grader of MATH534 Complex Analysis taught by Steffen Rhode. Click here for more about my teaching.

Research

I am interested in probability theory and its applications. My current focus is stochastic portfolio theory in mathematical finance. I am also interested in Markov chains and fractal geometry.

- Energy, Entropy, and Arbitrage
With Soumik Pal. Submitted.
In this paper we develop a new information-theoretic framework to study the performance of portfolios relative to a cap-weighted benchmark. We also propose a class of strategies that can outperform a diverse and volatile market in the long run.

- Boundary Theory of Random Walk and Fractal Analysis
Mphil Thesis, The Chinese University of Hong Kong, 2011.
This thesis applies tools of Martin and hyperbolic boundaries to study analysis on fractals. We characterize the harmonic measure of the simple random walk on an infinite Sierpinski graph and construct Dirichlet forms on self-similar sets induced by certain random walks on hyperbolic graphs.

He is Mauchi, my family's cat.

A squirrel found on the Quad.