Xinyu Chen

I am a second year PhD student in the Warwick Centre Doctroal Training (CDT). My name written in Chinese is 陈昕宇

Before the PhD jounery, I received my BSc Math Degree and MSc Mathematical Finance at the University of Warwick. Here is a picture taken by Warwick Math Institute in 2022.

My research is mostly math finance.

I did some pairs trading and several trading strategies resaerch during the master stage.

Currently, my interest lies in optimal control(in particular ergodic control), utiltiy theory (in particular forward performance process), risk sensitive-control. I am currently investiagting in applying Reinforcement Learning in FPP, in the optimal control and also in the trading strategies.

For teachings:

ST228 tutorials in 25/26.

ST401 Intro to Math Finance in 26/27.