Edward Kim

Edward Kim

Research Fellow

Edward Kim received his Ph.D. in Mathematics from the University of Sydney in 2021 with a special focus on probability theory, stochastic analysis and game theory and its applications to problems in mathematical finance. Fundamentally, his research deals with robust and optimal strategies for systems subject to uncertainty and interactions with other agents. His doctoral dissertation focused on a field of stochastic control problems known as backward stochastic differential equations (BSDEs) and their applications to valuation problems under market frictions that emerged from the financial crisis. He also has diverse experience working at the Reserve Bank of Australia in various capacities since 2013. Currently, Edward is working on algorithm design for robot planning problems under partial observations and interaction.