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Matthew Zeng

I'm a fourth-year PhD student at the Department of Statistics, under the joint supervision of Prof. David Hobson and Dr. Vicky Henderson. I'm supported by a Chancellor's International Scholarship at the University of Warwick.

Research Interests

My research interest includes: optimal stopping and optimal control problems, behavioural finance. I'm currently working on stochastic choice models in dynamic settings.

Submitted Papers and Preprints

  • Cautious stochastic choice, optimal stopping and deliberate randomization. Co-authors V.Henderson, D.Hobson.SSRN Working Paper (January 2018)
  • Optimal stopping and the sufficiency of randomized threshold strategies. Co-authors V.Henderson,D.Hobson.arXiv:1708.01038

Tutorial Teaching

  • 2017-2018 Term 2 : ST318 Probability Theory
  • 2017-2018 Term 1 : ST339 Introduction to Mathematical Finance
  • 2016-2017 Term 2 : ST202 Stochastic Processes
  • 2016-2017 Term 1 : ST908 Probability & Stochastic Processes