I am a fourth-year PhD student at the Department of Statistics of the University of Warwick, under the supervision of Dr. Gechun LiangLink opens in a new window, Dr. Moris StrubLink opens in a new window and Dr. Zhaojun YangLink opens in a new window. My research interests are on portfolio selection under forward and time-risk preferences. I obtained my master's degree in Financial Mathematics from King's College London in 2019, and bachelor's degree in Mathematics from Renmin University of China in 2018.

Publications and preprints

Gechun Liang, Moris Strub and Yuwei Wang

Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-machine InteractionsLink opens in a new window

Mathematical Finance, Vol.33, No.4, (2023), 1248-1286

Gechun Liang, Moris Strub and Yuwei Wang

Predictable Relative Forward Performance Processes: Multi-agent and Mean Field games for Portfolio ManagementLink opens in a new window 

Preprint, 2023

Talks

2023 Recent Advances on Quantitative Finance, Hong Kong, China

2022 SIAM Annual Meeting, the U.S.

2022 Bachelier World Congress, Hong Kong, China

2022 Quantitative Finance and Financial Econometrics, France

2022 The 2nd London/Oxford/Warwick Financial Mathematics Workshop, the U.K.

2021 European Summer School in Financial Mathematics 14th edition, the U.K

Teaching

ST202: Stochastic Processes (2022) and ST115: Introduction to Probability (2021)

Service

Ad-Hoc Reviewer for Probability, Uncertainty and Quantitative Risk

Email:

yuwei.wang.2@warwick.ac.uk