Projects per year
Search results
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Active
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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Analysis on Some Stochastic Evolution Equations in Hilbert Spaces with Applications in Fluid Dynamics and Finance
1/01/25 → 31/12/27
Project: Internal Research Project
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Statistical designs: an application in enhancing the safety of dose-finding trial
1/01/25 → 31/12/27
Project: Internal Research Project
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Dynamic tail risk measurement with granular information
1/01/25 → 31/12/27
Project: Internal Research Project
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High-Dimensional Reinforcement Learning by Multi-Armed Bandit
1/01/25 → 31/12/27
Project: Internal Research Project
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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
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The phase transitions and the asymptotical behaviors of the non-directed polymer model
1/01/25 → 31/12/27
Project: Governmental Research Project
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Multi-objective Portfolio Optimization via Deep Reinforcement Learning based on Generalized Hyperbolic Distribution
1/01/25 → 31/12/27
Project: Internal Research Project
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SIP International Leading Talent (Youth Category)
1/01/25 → 31/12/26
Project: Governmental Research Project
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Physics-Informed Deep Learning Approaches for Parameter Estimation and Super-Resolution
1/07/24 → 30/06/27
Project: Internal Research Project
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Goodness-of-Fit Test for Conditional Distributions with Reproducing Kernel Hilbert Spaces
1/07/24 → 30/06/27
Project: Internal Research Project
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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
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Doubly Perturbed Optimizer for Gradient Estimation
1/07/24 → 30/06/27
Project: Internal Research Project
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Stochastic modelling on the stability of financial system
Zhang, Z. & Xing, R.
1/07/24 → 1/07/26
Project: Governmental Research Project
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Cross-Sectional Variation of Stock Option Risk Premium
1/01/24 → 31/12/26
Project: Internal Research Project
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Optimal stopping problems with state-dependent killing
1/01/24 → 31/12/26
Project: Internal Research Project
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Insurance portfolio management using Deep Learning
1/01/24 → 31/12/26
Project: Internal Research Project
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Applying Stochastic Models to Option Pricing, Trading Strategies and Volatility Analysis
1/01/24 → 31/12/26
Project: Internal Research Project
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Research on stochastic control problems of life insurance models under hidden Markov chain environment and annuity puzzle problems
1/01/24 → 31/12/27
Project: Governmental Research Project
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The Asymptotic Behaviors of Random Polymers in Random Environments
1/01/24 → 31/12/26
Project: Internal Research Project
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Big data based analytics on consuming behavior models
1/09/23 → 31/08/26
Project: Collaborative Research Project
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Improved big-data financial uncertainty and its impact on short- and long-run volatility: Evidence from the Chinese stock market
1/09/23 → 31/08/26
Project: Governmental Research Project
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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
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TDF: 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
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Systemic risk Under Catastrophe Risk：An asymptotic approach
1/01/23 → 31/12/25
Project: Governmental Research Project
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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
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Non-Parametric and Semi-Parametric Inference Based on Reliability Life-Test of Coherent Systems
1/01/23 → 31/12/25
Project: Internal Research Project
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Asymptotic behavior of exchangeable random partitions
1/01/23 → 31/12/25
Project: Internal Research Project
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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
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Optimal dividend and capital injection with practice constraints and risk management restriction
1/01/23 → 31/12/25
Project: Governmental Research Project
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Explore the Informative Perspectives of Chinese Active Mutual Funds
1/09/22 → 31/08/25
Project: Internal Research Project
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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
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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