Projects per year
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Dive into the research topics where Department of Financial and Actuarial Mathematics is active. These topic labels come from the works of this organisation's members. Together they form a unique fingerprint.
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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RDF-24-01-004: Multi-objective Portfolio Optimization via Deep Reinforcement Learning based on Generalized Hyperbolic Distributio
1/01/25 → 31/12/27
Project: Internal Research Project
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Some research problems in actuarial science using deep learning
Yang, H., Bai, L., Zhang, Z., Jin, Z. & Li, S.
1/01/25 → 31/12/28
Project: Governmental Research Project
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Business Intelligence Adoption for Chinese Banks: The Impact on Firm Performance
Yang, D., Xun, J. & Hong, Y., 31 Jan 2025, (Submitted) 2025 International Conference on Resource Sustainability - Responsible Innovation Management in the Digital Era (icRS RIDE 2025).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation
Hong, Y., Xu, M. & Wen, C., 2025, (Accepted/In press) In: British Accounting Review. 101542.Research output: Contribution to journal › Article › peer-review
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Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing
Sun, H. & Bao, F., 2025, In: Discrete and Continuous Dynamical Systems - Series B. Volume 30, Issue 4Research output: Contribution to journal › Article › peer-review
Activities
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The 28th International Congress on Insurance: Mathematics and Economics (Event)
Hailiang Yang (Chair)
1 Jul 2025 → 4 Jul 2025Activity: Membership › Membership of committee
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The First XJTLU-UoL-XJTU Postgraduate Research Joint Conference & 2025 XJTLU Postgraduate Research Symposium
Cheng Ma (Participant), Jiyao Xun (Participant), Zi Ye (Participant) & Yi Hong (Participant)
19 Mar 2025Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Super-hedging of GMDBs
Hailiang Yang (Speaker)
17 Jan 2025Activity: Talk or presentation › Invited talk