Department of Financial and Actuarial Mathematics

Projects

Projects per year 2013 2023 2024 2025 2028

• 8 Not started
• 35 Active
• 39 Finished

Projects per year

Search results

• Active

  RDF-24-01-004: Multi-objective Portfolio Optimization via Deep Reinforcement Learning based on Generalized Hyperbolic Distributio

  Karn, A. L.

  1/01/25 → 31/12/27

  Project: Internal Research Project

  • Deep Reinforcement Learning 100%
  • Multiobjective 100%
  • Portfolio Selection 100%
  • Research Project 40%
  • Portfolio Management 40%

• 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

  • Hilbert Space 100%
  • Evolution Equation 100%
  • Stochastics 100%

• Statistical designs: an application in enhancing the safety of dose-finding trial

  Zhang, W.

  1/01/25 → 31/12/27

  Project: Internal Research Project

• The phase transitions and the asymptotical behaviors of the non-directed polymer model

  Wei, R.

  1/01/25 → 31/12/27

  Project: Governmental Research Project

• Dynamic tail risk measurement with granular information

  Lu, Z.

  1/01/25 → 31/12/27

  Project: Internal Research Project

• SIP International Leading Talent (Youth Category)

  Liu, K.

  1/01/25 → 31/12/26

  Project: Governmental Research Project

• High-Dimensional Reinforcement Learning by Multi-Armed Bandit

  Liu, K.

  1/01/25 → 31/12/27

  Project: Internal 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

  • Deep Reinforcement Learning 100%
  • Multiobjective 100%

• 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

• 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

  • Composite Structure 100%

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

  Yang, D.

  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

• 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

  • Shipbuilding 100%
  • Environmental, Social and Corporate Governance 100%
  • China 100%

• Doubly Perturbed Optimizer for Gradient Estimation

  Sun, X.

  1/07/24 → 30/06/27

  Project: Internal Research Project

• Stochastic modelling on the stability of financial system

  Zhang, Z. & Xing, R.

  1/07/24 → 1/07/26

  Project: Governmental Research Project

  • Stochastics 100%

• Cross-Sectional Variation of Stock Option Risk Premium

  Xu, Y.

  1/01/24 → 31/12/26

  Project: Internal Research Project

• Insurance portfolio management using Deep Learning

  Yang, H.

  1/01/24 → 31/12/26

  Project: Internal Research Project

  • Portfolio Selection 100%

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

  Yang, C.

  1/01/24 → 31/12/26

  Project: Internal Research Project

  • Volatility 100%

• 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

  • Life Insurance 100%
  • Stochastics 100%
  • Markov Chain 100%
  • Control Problems 100%
  • Stochastic Control 100%

• The Asymptotic Behaviors of Random Polymers in Random Environments

  Wei, R.

  1/01/24 → 31/12/26

  Project: Internal Research Project

  • Asymptotic Behavior 100%

• Optimal stopping problems with state-dependent killing

  Xu, X.

  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

• Big data based analytics on consuming behavior models

  Wen, C.

  1/09/23 → 31/08/26

  Project: Collaborative Research Project

  • Behavior Analysis 100%
  • Big Data 100%
  • Analytics Technique 100%
  • Behavior Model 100%
  • Big Data Analytics 100%

• Risk Premiums in Financial Markets

  Liu, L.

  1/07/23 → 30/06/25

  Project: Internal Research Project

  • Financial Market 100%
  • Risk Premium 100%

• 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

  • Systemic Risk 100%
  • Interplay 100%

• 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

• Systemic risk Under Catastrophe Risk：An asymptotic approach

  Liu, J.

  1/01/23 → 31/12/25

  Project: Governmental 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

  • Life Test 100%

• 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

  • Continuous Time 100%
  • Option Trading 100%
  • Markov Chain 100%
  • Americans 100%

• Asymptotic behavior of exchangeable random partitions

  Zhou, Y.

  1/01/23 → 31/12/25

  Project: Internal Research Project

  • Asymptotic Behavior 100%

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

  Xu, R.

  1/01/23 → 31/12/25

  Project: Governmental 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

  • Hydrodynamics 100%
  • Nanowire 100%
  • Self Assembly 100%

• 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

  • Asset Pricing 100%
  • Machine Learning 100%
  • Learning Method 100%

• Explore the Informative Perspectives of Chinese Active Mutual Funds

  Bai, L.

  1/09/22 → 31/08/25

  Project: Internal Research Project

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

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

  1/07/22 → 30/06/25

  Project: Governmental Research Project

  • Test Data 100%