Bolong Wang
Welcome!
I'm the student from School of Mathematics in the University of Edinburgh focusing on financial mathematics as well as reinforcement learning, advised by Dr Lukasz Szpruch. I was major in Computational Mathematics in Jilin University, advised by Prof Dong Tian.
News
- Finished reviewing the course of stochastic control
Interests
My research investigates the foundations of financial mathematics and applications thereof to scientific computing and machine learning.
I'm currently focused on understanding reinforcement learning on asset allocation and deep learning on PDE representation . I study how rational agents model the worlds they inhabit, focusing on the representational practices that underly effective learning and planning.
I also care about applications of ML to problems in financial market,
Recent Work
|
Abstract: .
Key Words: Mean Field Game, Optimal Control, Optimal Liquidation， Portfolio Trading |
Personal
In life, I am also interested in studying history, culture, and policy, cooking, Chinese painting, and music ( I can play the clarinet and Xiao, recently I am learning the piano).
In academic research, I also learnt Algorithmic Game Theory, Machine Learning and Pattern Recognization in University of Edinburgh. I am curious about the combination of these two areas and try to make use of the basic idea of ML in model optimization.
Always up for a chat, if there aresome questions you would like to discuss, please do not hesitate to contact with me.