Faculty profile
Wei Xu
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Read how they describe their research on their Toronto Metropolitan University profile.
Latest funding
- $80,500
Auto-Callable Fixed-Rate Notes in Canada and the U.S.: A Cross-Market Comparative Study
SSHRC · 2026 · Co-investigator
- $126,000
Developing a Model-free Data-driven Framework for Problems in Finance
NSERC · 2020 · Principal investigator
No publications available.
Auto-Callable Fixed-Rate Notes in Canada and the U.S.: A Cross-Market Comparative Study
Principal investigators: Li, Yuanshun
Developing a Model-free Data-driven Framework for Problems in Finance
Principal investigators: Xu, Wei
Keywords: data-driven framework; model-free method; risk management; stochastic control problem; dynamic programming; portfolio optimization; numerical methods in financial engineering; lattice method; derivative pricing and hedging
From public funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998 with their latest competition results, the Canada Foundation for Innovation, Genome Canada, the Canadian Space Agency, Canada Research Chairs, the Fonds de recherche du Québec, Ontario research funding, Michael Smith Health Research BC, the Canadian Cancer Society, Heart & Stroke and Brain Canada.
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Profile data last refreshed on September 29, 2026 from the university directory, publication records and public research funding records.