FAQ About Liangliang Zhang Frm Mathematical Finance

• What is Liangliang Zhang Frm Mathematical Finance's address?

  Liangliang Zhang Frm Mathematical Finance is located at
  United States

• What is Liangliang Zhang Frm Mathematical Finance's job title?

  Liangliang Zhang Frm Mathematical Finance is a Now, I am building a multi asset investment system using Python on my own with 4 strategies initially that are originated from my independent research utilizing AI techniques. I will update the system with new models from time to time. My ultimate goal is to build an asset management system that can be readily implemented and linked to real time trading systems. In mid 2020, I plan to build a derivatives investing, pricing and calibration system based on machine learning. Currently, I am also working on an extension to reinforcement learning which potentially enables the algorithm to run much faster for high dimensional problems. Research interests include asset management and asset pricing models: [0] Portfolio construction and optimization via machine learning techniques [1] Asset return prediction via machine learning and mathematical theories [2] FBSDE / PIDE expansion schemes [3] Dynamic portfolio optimization theory [4] Option pricing, credit risk modeling, fixed income derivatives pricing [5] General equilibrium asset pricing theory [6] Econometrics in continuous time [7] Behavioral finance in continuous time. Techniques and topics interested include, [1] Malliavin calculus [2] G-Brownian motions and G-expectations [3] Stochastic analysis on manifolds [4] Dynamic programming with Levy jumps [5] Random field models and infinite dimensional analysis [6] Levy process [7] Deep learning and reinforcement learning [8] Clustering [9] Functional analysis. [10] Harmonic analysis

• What industry does Liangliang Zhang Frm Mathematical Finance currently work in?

  Liangliang Zhang Frm Mathematical Finance currently works in the Natwest Markets |

• Which languages does Liangliang Zhang Frm Mathematical Finance speak?

  No Languages Available

• Which industries has Liangliang Zhang Frm Mathematical Finance previously worked in?

  Liangliang Zhang Frm Mathematical Finance has prior
  experience in the following industries:
  Bank Of America | Everbright Securities光大证券

• What is Liangliang Zhang Frm Mathematical Finance’s work experience?

  Liangliang Zhang Frm Mathematical Finance has the following professional experience:
  Natwest Markets | Bank Of America | Everbright Securities光大证券

• How can I find Liangliang Zhang Frm Mathematical Finance on LinkedIn?

  You can view Liangliang Zhang Frm Mathematical Finance’s LinkedIn profile at LinkedIn URL

• What are Liangliang Zhang Frm Mathematical Finance’s work email addresses?

  Liangliang Zhang Frm Mathematical Finance’s work email
  addresses are
  liangliang.zhang@natwestmarkets.com

• What company does Liangliang Zhang Frm Mathematical Finance work for?

  Natwest Markets |