Department of Financial and Actuarial Mathematics

Active

Doubly Perturbed Optimizer for Gradient Estimation

Sun, X.

1/07/24 → 30/06/27

Project: Internal Research Project

Goodness-of-Fit Test for Conditional Distributions with Reproducing Kernel Hilbert Spaces

Li, Y.

1/07/24 → 30/06/27

Project: Internal Research Project

Physics-Informed Deep Learning Approaches for Parameter Estimation and Super-Resolution

Yang, D.

1/07/24 → 30/06/27

Project: Internal Research Project

A research on the facilitation mechanism and implementation pathway for China's shipbuilding sector of the collaborative practice in ESG

Wang, J. & Liu, L.

1/07/24 → 31/12/26

Project: Governmental Research Project

Cross-Sectional Variation of Stock Option Risk Premium

Xu, Y.

1/01/24 → 31/12/26

Project: Internal Research Project

Research on stochastic control problems of life insurance models under hidden Markov chain environment and annuity puzzle problems

Xu, R.

1/01/24 → 31/12/27

Project: Governmental Research Project

Insurance portfolio management using Deep Learning

Yang, H.

1/01/24 → 31/12/26

Project: Internal Research Project

Applying Stochastic Models to Option Pricing, Trading Strategies and Volatility Analysis

Yang, C.

1/01/24 → 31/12/26

Project: Internal Research Project

Optimal stopping problems with state-dependent killing

Xu, X.

1/01/24 → 31/12/26

Project: Internal Research Project

The Asymptotic Behaviors of Random Polymers in Random Environments

Wei, R.

1/01/24 → 31/12/26

Project: Internal Research Project

Improved big-data financial uncertainty and its impact on short- and long-run volatility: Evidence from the Chinese stock market

Lu, Z.

1/09/23 → 31/08/26

Project: Governmental Research Project

Risk Premiums in Financial Markets

Liu, L.

1/07/23 → 30/06/25

Project: Internal Research Project

Interplay of Heavy-tailedness and Tail dependence in extreme systemic risks: from static to dynamic evaluation

Liu, J., Chen, Y., Li, W. & Yi, Q.

1/07/23 → 30/06/26

Project: Internal Research Project

Digitalization on Global Supply Chain

He, M., Zhu, X., Zhang, R. & Ma, F.

12/05/23 → 12/05/27

Project: Collaborative Research Project

Integrating sustainability into the Accounting, Education and Actuarial Mathematics Curriculum

Huang, Z., Li, N., Zhang, Z. & Zhu, X.

1/02/23 → 1/01/26

Project: Internal Research Project

Optimal dividend and capital injection with practice constraints and risk management restriction

Xu, R.

1/01/23 → 31/12/25

Project: Governmental Research Project

Systemic risk Under Catastrophe Risk：An asymptotic approach

Liu, J.

1/01/23 → 31/12/25

Project: Governmental Research Project

Asymptotic behavior of exchangeable random partitions

Zhou, Y.

1/01/23 → 31/12/25

Project: Internal Research Project

Non-Parametric and Semi-Parametric Inference Based on Reliability Life-Test of Coherent Systems

Zhu, X.

1/01/23 → 31/12/25

Project: Internal Research Project

Valuation of American and Barrier Options under Continuous-Time Markov Chains and Applications

Hong, Y., Zhou, Y., Yang, C., Wu, Y. & Xu, M.

1/01/23 → 31/12/25

Project: Internal Research Project

Pricing Spread and Basket Options Under Time Changed Brownian Motion Models

Sayit, H.

1/01/23 → 31/12/24

Project: Internal Research Project

Multi-phase hydrodynamic modelling and computations with applications to micro/nano wires self-assembly manufacturing

Yang, X., Lin, C., Liu, Y. & li, Q.

1/01/23 → 31/12/25

Project: Internal Research Project

Explore the Informative Perspectives of Chinese Active Mutual Funds

Bai, L.

1/09/22 → 31/08/25

Project: Internal Research Project

Empirical asset pricing using machine learning and deep learning techniques

Ji, Q., Ding, X., Jiang, H. & Liu, J.

1/09/22 → 31/08/25

Project: Internal Research Project

Some frontier reliability problems on the one-shot device test data

Zhu, X., Zhao, X., Cui, L., Zhang, W., Peng, Z. & Su, W.

1/07/22 → 30/06/25

Project: Governmental Research Project

Not started

Study on single-loop full splitting algorithms for nonconvex, nonsmooth optimization with multiple composite structures

Tao, M. & Liu, K.

1/01/25 → 31/12/28

Project: Governmental Research Project

the building of financial computing service public platform

Liu, D.

Project: Governmental Research Project

Revolutionizing Healthcare: Forecasting the Market Size of Wearable Medical Devices in the Big Data-Driven New Health Economy

Karn, A. L.

Project: Internal Research Project

Reinforcement Learning in Portfolio Management: A Comparative Study of DDPG and PPO

Karn, A. L.

Project: Other

Hybrid Neural Network Model for Option Pricing

Liu, D.

Project: Internal Research Project

Theoretical and Empirical Pricing of Mortgages: China Market Perspective

Xie, D.

Project: Internal Research Project

Mathematics and Financial computing services platform

Liu, D.

Project: Governmental Research Project

Finished

Completion of the research project: DEM-CFD modelling of flows and breakages of small agglomerates in fluid

Liu, D.

1/08/24 → 1/09/24

Project: Other

Explainability of Neural Machine Translation

Zhang, X., Zong, L., Xu, R., Zhou, J. & Jiao, H.

1/04/23 → 30/03/24

Project: Governmental Research Project

Risk Contagion under Catastrophe:?Quantitative?analysis and its applications in Risk Management

Liu, J., Wang, Y. & Gong, Y.

1/10/21 → 30/09/23

Project: Governmental Research Project

Algebraic and Numerical Analysis of Differential Equations Based on Computer Algebra

Zhang, Y., Chen, F. & Zhu, X.

1/10/21 → 30/09/23

Project: Governmental Research Project

Optimal dividend and capital injection problem with regime switching

Xu, R.

1/10/21 → 30/09/23

Project: Governmental Research Project

Reliability Based Analysis of Renewable Energy Systems

Kan, C.

1/09/21 → 31/08/23

Project: Internal Research Project

Social media on firm’s ‘black lives metters' (BLM) marketing initiatives and impact on firm financial performance

Xun, J., Hong, Y., Guo, B. & Zhan, Y.

1/09/21 → 31/08/24

Project: Internal Research Project

Optimal dividend and capital injection problems with risk related stopping times

Xu, R.

1/03/21 → 28/02/24

Project: Internal Research Project

The effects of childhood trauma on symptoms and efficacy of schizophrenia

Li, R., 杨麟, 李业平, 施星明 & 柳美玲

1/12/20 → 31/12/22

Project: Governmental Research Project

The Distribution of the Discounted Claims under Renewal Sums

Zhang, Z. & Chen, G.

1/12/20 → 31/12/22

Project: Governmental Research Project

The Renewal Sums of Discounted Claims with Applications to Insurance

Zhang, Z.

1/08/20 → 31/07/24

Project: Internal Research Project

Asymptotic & Stochastic Analysis of Certain Risk Models

Bai, L.

1/01/20 → 31/12/22

Project: Governmental Research Project

Credit card debt puzzle: empirical analysis and behavioral intervention

Jia, M., Hong, Y. & Horvath, G.

1/01/20 → 31/03/24

Project: Internal Research Project

Bayesian Methods for Stochastic Epidemic Models

Wen, C.

1/10/19 → 30/12/22

Project: Internal Research Project

Asymptotic analysis of Gaussian model and its applications

Bai, L.

1/09/19 → 31/08/21

Project: Governmental Research Project

Economic Scenario Generator(ESG)

Hong, Y., Ma, F., Wen, C., Zong, L., Liu, J., Yang, C. & 韦俊威

1/07/19 → 30/06/22

Project: Internal Research Project

On the exact and asymptotic distributions of the likelihood ratio for some commonly used survival models with censoring

Zhu, X. & Liu, J.

1/01/19 → 31/12/21

Project: Governmental Research Project

Heterogeneous High-throughput Data Association

Ma, F., Niu, Q., Zhou, Y., Liang, H., 赵科科, 马静, Wathen, A., 申槟瑞 & 朱圣鑫

1/01/19 → 31/12/21

Project: Internal Research Project

Department of Financial and Actuarial Mathematics

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