I'm a PhD student and Cheung-Kong innovation fellow at the IEOR department at Columbia University in New York. My advisor is Dylan Possamaï. Prior to joining Columbia I attended Universidad de los Andes in Bogotá, Colombia from which I hold a M.Sc. degree in Mathematics and B.Sc. degrees in both Mathematics and Economics.
My research interests are behavioral economics, contract theory and financial mathematics. In particular theory and applications of Backward Stochastic Differential Equations, Stochastic Analysis, Stochastic Inconsistent/Optimal Control and Convex Optimization.
- Hernández, C. Time-inconsistent non-Markovian stopping and control consistent plans.
- Hernández, C. Possamaï, D. Zhou, C. Moral Hazard for time-inconsistent agents.
- Hernández, C. Possamaï, D. Tangpi, L. On quadratic Volterra BSDE systems appearing in time–inconsistent control problems.
Publications, Submissions and Preprints
 Hernández, C. Possamaï, D. (2020). Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. Preprint. [ArXiv].
 Hernández, C. Junca, M. Moreno, H. (2018). A time of ruin constrained optimal dividend problem for spectrally one-sided Lèvy processes. Insurance: Mathematics and Economics. 79(5): 57-68 [DOI, ArXiv]
- Berkeley–Columbia Meeting in Engineering and Statistics. Berkeley, USA. 2020
- Eastern Conference in Mathematical Finance (ECMF). Boston, USA. October, 2019.