Hey there! This is Allen Frostline. I'm currently pursuing my Master's degree in Financial Mathematics at the University of Chicago and will graduate by the end of 2019. Despite my rather specific major about quantitative finance, I actually love to expose my brain to all kinds of crazy mathematical models and novel insights. I'm used to discussing with my friends about bizarre but really interesting problems, which range from physical interpretation of queueing models in limit order books (LOBs), LOB behavior in games of crypto trading, all the way to writing our own gaming AI using state-of-the-art reinforcement learning algorithms. If you'd like to know more about me, like my real name or the projects I've been involved in, check out my CV and GitHub. Also, feel free to subscribe for regular RSS feeds here.