Xiyue Han
Xiyue Han
I am a Postdoctoral Fellow in the Department of Statistics and Actuarial Science at the University of Waterloo under the supervision of Professors Alexander Schied and Ruodu Wang. I completed my Doctoral degree in Actuarial Science from the University of Waterloo in 2024. Prior to this position, I obtained a Bachelor’s degree in Actuarial Science from the University of Hong Kong in 2017 and then obtained a Master's degree in Actuarial Science from the University of Waterloo in 2019. My research interests are financial mathematics, actuarial science and applied probability. In particular, I am interested in the model-free estimation of the degree of roughness of financial time series and related applications.