Evolutionary Neural Networks for Option Pricing: Multi-Assets Option and Exotic Option
Li, Y., Wu, Z., & Ye, F. (2023). Evolutionary Neural Networks for Option Pricing: Multi-Assets Option and Exotic Option. Proceedings of the AAAI Symposium Series.
CV
Education
- M.S. in Mathematics, University of Bonn, 2026(Expected)
- B.S. in Mathematics, Southern University of Science and Technology, 2024
- BISP Exchange, University of California, Berkeley, 2023
Work experience
- Teaching Assistant of the course Algorithmische Mathematik II: 01.04.2026-31.03.2027
- University of Bonn
- Duties included: Holding offline tutorial seesions once a weeek and grading assignments
- Supervisor: Prof. Dr. Carsten Burstedde
- Financial Derivative Researcher Intern: 02.2024-08.2024
- International Digital Economy Academy
- Duties include: Research on Rough Volatility models
- Supervisor: Dr. Zhouchi Lin
- Teaching Assistant of the course Mathematical Logic: 22Spring, 22Fall,23Spring
- Southern University of Science and Technology
- Duties included: Holding online office hours and grading assignments
- Supervisor: Prof. Dr. Jingde Cheng
Skills
- Language: English (Working Proficiency), Mandarin (Native Speaker)
- Programming: Python, Java, Matlab