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Hanyang Wang

Hello, I am Hanyang. I am a PhD second-year student at the Mathematics for Real-World Systems Centre for Doctoral Training (MathSys II CDT) under the supervision of Juergen Branke and Hakan Ferhatosmanoglu. I am interested in Bayesian Optimization and financial mathematics.

Projects

Bayesian Optimization with Known Output Boundary

In Bayesian Optimization (BO), it is assumed that the objective function is a black-box function but in some
situations, extra information about the output value (such as an upper or lower bound, or even the exact optimal output) is available. Ignoring the boundary information of the objective function may hinder the efficiency of BO. In this project, we aim at designing a new BO framework that takes the boundary information into consideration and improving the performance of BO.

Machine-Learning-Guided Directed Evolution for Multi Objective Protein Engineering

This is a group project collaborated with ZenithAI. The rise of machine learning and large datasets has led to replacing expensive wet lab experiments with surrogate wet lab prediction models enabling much faster and cheaper sequence screening and optimization. This project utilises variational autoencoder and Bayesian optimization to determine the protein sequence that has good performance in two properties.

Education

University of Warwick (2021-present): Mathematics of Systems CDT

University of Oxford (2020 - 2021): MSc Mathematical and Computational Finance

University of Liverpool (2018-2020): BSc Mathematics with Finance

Xi’an Jiaotong-liverpool University (2016-2018): B.Econ. In Financial Mathematics

Skills

Python (main language), C++ (one-year experience), Julia (one-year experience) and MATLAB (two-year experience)

Teaching

Senior teaching assistant in Analytics in Practice

Senior teaching assistant in Business Analytics

Contact details

Email: hanyang.wang@warwick.ac.uk

Office: D1.04, Zeeman Building, University of Warwick