Biography

Dr. Bojun Lu received her Bachelor’s degree in Applied Mathematics from the University of Science and Technology of China (USTC), China in 2008, and her Ph.D. degree at the Department of Systems Engineering and Engineering Management from The Chinese University of Hong Kong (CUHK), Hong Kong in July 2014. After graduation, Dr. Lu enriched her industrial experiences at World Quant LLC and Foresea Life Insurance CO., LTD with positions of the quantitative researcher, and at the risk management department of Ping An Insurance (Group) CO., LTD for a short time period. She joined the School of Science and Engineering (SSE) of The Chinese University of Hong Kong, Shenzhen (CUHK(SZ)) with a Lecturer position in January 2018, and then joined the School of Data Science (SDS) of CUHKSZ in 2020. Her research interests include algorithms in matching problems with various applications, quantitative finance, methodologies in multivariate data analysis, and operations research algorithms and modeling with various applications. 

Research

Topics:

> Multivariate Dimensionality Reduction Techniques

> Diophantine Equations with Bounded Variables

> Algorithms in Maximum Matching Problem with Various Relative Applications

> Algorithms and Simulation/Coding with NTL; NTL: https://www.shoup.net/ntl/

> Studies on Copula Models of Credit Derivatives

> Momentum Trading Strategies in Equity Markets




Academic Publications

1. Tony T. Lee, Bojun Lu. 2021. A Dynamic Depth-first Search Maximum Cardinality Matching Algorithm for General Graphs. In preparation.

2. Bojun Lu, Duan Li, Rujun Jiang. 2019. Tackling A Class of Hard Subset Sum Problems: Integration of Lattice Attacks with Disaggregation Techniques. Manuscript.

3. Bojun Lu. 2017. A Review of Modern Cryptography: From the World War II Era to the Big-Data Era. Book Chapter of Optimization and Control for Systems in the Big-Data Era. International Series in Operations Research & Management Science. 101-120.

4. Bojun Lu. 2014. Linear Diophantine Equations: Integration of Disaggregation with LLL Algorithm. Ph.D. Thesis. The Chinese University of Hong Kong.