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Xiang Yu
Associate Professor
Department of Applied Mathematics
Program Leader
MSc in Operational Research and Risk Analysis (63024)
Deputy Program Leader
MSc in Quantitative Finance and FinTech (63029)
The Hong Kong Polytechnic University
Email: xiang.yu@polyu.edu.hk
Office: TU809, Yip Kit Chuen Building
Phone: (+852) 2766 6930
Research Interests:
Mathematical Finance
Applied Probability and Stochastic Analysis
Stochastic Control and Optimization
Reinforcement Learning
Events:
Recent Advances on Quantitative Finance, The Hong Kong Polytechnic University, Aug 27-30, 2023.
Hong Kong-Singapore Joint Seminar Series in Financial Mathematics/Engineering (online), 2022
The 7th Asian Quantitative Finance Conference (AQFC 2019), Hanoi, VIASM, Vietnam, July 2-5, 2019.
2019 Workshop on recent developments in mean-field game, machine learning and quantitative finance, Tuan Chau, VIASM, Vietnam, May 21-24, 2019.
2018 PolyU-SDU JRC Workshop on Applied Mathematics with Financial Applications, The Hong Kong Polytechnic University, February 3, 2018.
2017 Workshop on Stochastic Analysis in Finance, The Hong Kong Polytechnic University, May 11-12, 2017. (Photos)
The Third International Conference on Engineering and Computational Mathematics, Stream of Financial Mathematics, The Hong Kong Polytechnic University, May 31 - June 2, 2017.
2016 Workshop on Stochastic Control and Financial Applications, The Hong Kong Polytechnic University, August 16-17, 2016. (Photos)