I am currently a Lecturer in the School of Mathematics, Shanghai University of Finance and Economics. Before that, I was a Postdoctoral Research Fellow at the Chinese University of Hong Kong Statistics Department (Sep 2024 - Sep 2025) under the supervision of Prof. Hoi Ying Wong. Previously in 2024, I obtained my PhD from the University of Warwick, under the supervision of Dr. Gechun Liang, Dr. Moris Strub and Dr. Zhaojun Yang.

My research interests primarily lie in stochastic optimal control, portfolio selection, mathematical finance, and financial technology.

Yuwei Wang

Email: wangyuwei@shufe.edu.cn

Research

Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions, Gechun Liang, Moris Strub and Yuwei Wang, Mathematical Finance, Vol.33, No.4, (2023), 1248-1286. [DOI,arXiv]

Predictable Relative Forward Performance Processes: N-Agent and Mean Field Games for Portfolio Management, Gechun Liang, Moris Strub and Yuwei Wang, Revision at SIAM Journal on Financial Mathematics. [arXiv]

Portfolio Choice under Time Risk Preferences, Gechun Liang, Moris Strub, Yuwei Wang and Zhaojun Yang

Portfolio Selection under Forward and Time Risk Preferences, Yuwei Wang, PhD Thesis 2024. (Harrison Award for highly commended thesis) [WRAP]

PreFER: Interactive Robo-Advisor with Scoring Mechanism, Yuwei Wang and Hoi Ying Wong

The Inference of Risk Aversion under Model Uncertainty, Gechun Liang, Moris Strub, Yuwei Wang and Hoi Ying Wong

Teaching

In 2025-2026, I lecture two courses "Financial Risk Theory" and "Models and Computation in Finance".

Previously, I led tutorials for two modules "Stochastic Processes" and "Introduction to Probability" at Warwick.

Research Presentations

The 34th European Conference on Operational Research (EURO 2025), Leeds (United Kingdom), 2025
Stochastic Finance at Warwick Seminars, Coventry (United Kingdom), 2025
The 9th Asian Quantitative Finance Conference, Shenzhen (China), 2025
The 7th Berlin Workshop on Mathematical Finance for Young Researchers, Berlin (Germany), 2024
The First INFORMS Conference on Financial Engineering, Hong Kong (China), 2024
NUS and CityU HK Quantitative Finance & Mean Field Game Seminar Series, Virtual, 2023
Recent Advances on Quantitative Finance, Hong Kong (China), 2023
SIAM Annual Meeting, Virtual, 2022
Bachelier World Congress, Virtual, 2022
Quantitative Finance and Financial Econometrics, Marseille (France), 2022
The 2nd London/Oxford/Warwick Financial Mathematics Workshop, Coventry (United Kingdom), 2022
European Summer School in Financial Mathematics 14th Edition, Virtual, 2021

Services

I have reviewed for Insurance: Mathematics and Economics, European Journal of Operational Research, Probability, Uncertainty and Quantitative Risk and International Journal of Theoretical and Applied Finance.