Dr. F. (Fenghui) Yu
Dr. F. (Fenghui) Yu
Contact
Profiel
Research interests
- Quantitative Methods in Risk Management, Finance and Actuarial Science
- Applied Probability, Stochastic Modeling and Optimal Stochastic Control
- Machine Learning, Data-driven Innovation and their Applications in Finance and Insurance
About me
Iā€™m currently a (tenure-track) assistant professor of Financial Stochastics in the group of Applied Probability at the Delft Institute of Applied Mathematics, TU Delft.
Please find my personal webpage
here.
Publicaties
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2022
Optimal Pairs Trading Strategies
A Stochastic Meanā€“Variance Approach
Fenghui Yu / Wai Ki Ching / Chufang Wu / Jia Wen Gu
Onderwijs 2023
Onderwijs 2022
Nevenwerkzaamheden
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2022-08-01 - 2024-07-31
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2022-08-01 - 2024-07-31