Xiaoyan Zeng
Applied Mathematics Doctoral StudentThe geographic distance between Hong Kong and Chicago was considerably shortened for Xiaoyan Zeng when her college adviser showed her a brochure about IIT. Zeng was especially interested in the opportunity to come to the United States and work alongside IIT’s highly qualified faculty. “They are all active in research and collaborate with other research institutions like Argonne National Laboratory and the University of Chicago,” she says. IIT awarded Zeng with a Fieldhouse Fellowship, which allowed her to pursue joint research in Monte Carlo and quasi-Monte Carlo methods at both IIT and Argonne.
Zeng’s research in Monte Carlo methods focuses on approximation, integration, and stochastic optimization in high dimension. While she enjoys doing academic research, Zeng also likes seeing the practical applications of her research. One of her favorite IIT classes was on Monte Carlo methods in finance, which looks at how computational algorithms are used in the real world, such as in options pricing. Stochastic optimization, Zeng’s other area of interest, has practical applications in data classification, traffic networking, energy markets, and other fields.