Department of Financial and Actuarial Mathematics

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

A Multifaceted Study of Quantitative Risk Management: Interplay of Dependent Insurance and Financial Risks.

Liu, J., Yang, Y., Zhang, Y. & Chen, Y.

1/07/18 → 31/12/22

Project: Internal Research Project

Analysis on Some Stochastic Evolution Equations in Hilbert Spaces with Applications in Fluid Dynamics and Finance

Miao, Y.

1/01/25 → 31/12/27

Project: Internal Research Project

Application of diffusion generative models in Data assimilation.

Sun, H.

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

FYP 23: A research about the Factors affecting the Carbon Emission Trading Price in China

Karn, A. L.

1/01/23 → 30/06/23

Project: Other

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

Assessment of Margin Performance China's Futures Markets: Standards, Adequacy and Evaluation

Hong, Y., Chen, Q., Wei, F. & Zhou, S.

1/08/15 → 31/07/18

Project: Governmental Research Project

FYP 24: Assistive app based on eye tracking

Karn, A. L.

1/01/24 → 30/06/24

Project: Other

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Asymptotic & Stochastic Analysis of Certain Risk Models

Bai, L.

1/01/20 → 31/12/22

Project: Governmental Research Project

Asymptotic analysis of Gaussian model and its applications

Bai, L.

1/09/19 → 31/08/21

Project: Governmental Research Project

Asymptotic behavior of exchangeable random partitions

Zhou, Y.

1/01/23 → 31/12/25

Project: Internal Research Project

FYP 24: Based on the Spatio-temporal Characteristics and CNN LSTM of the Short-term Prediction and Evaluation of Urban Road Traffic

Karn, A. L.

1/01/24 → 30/06/24

Project: Other

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Bayesian Methods for Stochastic Epidemic Models

Wen, C.

1/10/19 → 30/12/22

Project: Internal Research Project

Big data based analytics on consuming behavior models

Wen, C.

1/09/23 → 31/08/26

Project: Collaborative Research Project

FYP 23: Big Data-Driven New Health Economy：Forecasting the Market Size of Wearable Medical Devices

Karn, A. L.

1/01/23 → 30/06/23

Project: Other

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

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

Cross-Sectional Variation of Stock Option Risk Premium

Xu, Y.

1/01/24 → 31/12/26

Project: Internal Research Project

SURF-2025-96: Development of YOLOFin: An Advanced YOLO-Based Optimization Framework for Financial Trading

Karn, A. L.

12/04/25 → 31/07/25

Project: Internal Research Project

Doubly Perturbed Optimizer for Gradient Estimation

Sun, X.

1/07/24 → 30/06/27

Project: Internal Research Project

Dynamic tail risk measurement with granular information

Lu, Z.

1/01/25 → 31/12/27

Project: Internal 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

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

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

Explore the Informative Perspectives of Chinese Active Mutual Funds

Bai, L.

1/09/22 → 31/08/25

Project: Internal Research Project

Geostatistical Analysis of Macro- and Micro- Housing Markets in China: A Dynamical Spatio-Temporal Modeling Approach

Zong, L.

1/09/18 → 31/08/21

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

Granular dynamics simulation of flows and collisions of non-spherical agglomerates of fine particles in fluid using DEM-CFD

Liu, D.

1/09/18 → 31/08/21

Project: Internal Research Project

Heterogeneous High-throughput Data Association

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

1/01/19 → 31/12/21

Project: Internal Research Project

High-Dimensional Reinforcement Learning by Multi-Armed Bandit

Liu, K.

1/01/25 → 31/12/27

Project: Internal Research Project

Hybrid Neural Network Model for Option Pricing

Liu, D.

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

FYP 23: Influence of Investor Sentiment on Stock Market Price

Karn, A. L.

1/01/23 → 30/06/23

Project: Other

Insurance portfolio management using Deep Learning

Yang, H.

1/01/24 → 31/12/26

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

FYP 23: Investor’s behavior regarding company earnings announcements during the epidemic based on the American capital market

Karn, A. L.

1/01/23 → 30/06/23

Project: Other

Mathematics and Financial computing services platform

Liu, D.

Project: Governmental Research Project

Modeling Real Estate Bubbles/Anti-bubbles in China: Multi-Dimensional Log-Periodic Power Law model

Kan, C., Zong, L. & Goncu, A.

1/07/16 → 30/06/20

Project: Governmental Research Project

Modeling Real Estate Bubbles/Anti-bubbles in China: Multi-Dimensional Log-Periodic Power Law model

Zong, L., AhmetGoncu & Kan, C.

1/07/16 → 30/06/20

Project: Governmental Research Project

Multi-objective Portfolio Optimization via Deep Reinforcement Learning based on Generalized Hyperbolic Distribution

Karn, A. L.

1/01/25 → 31/12/27

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

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

Numerical study of micromechanics of the impact attrition of elasto-plastic granular materials

Liu, D., Shaw, S., Zong, L., Tadjoudine, E., 蔡燕 & 蒋烨

1/09/13 → 31/08/16

Project: Governmental Research Project

One-shot device testing analysis based on Birnbaum-Saunders Distribution

Zhu, X.

1/06/18 → 31/05/22

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

Optical quantum computing for the optimization problem in Hybrid Artificial Neural Networks for financial option valuation

Liu, D.

15/07/25 → 15/08/25

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

Optimal dividend and capital injection problem with regime switching

Xu, R.

1/10/21 → 30/09/23

Project: Governmental 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

Department of Financial and Actuarial Mathematics

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