Mingbin Feng, University of Waterloo

Research

Actuarial Science and Financial Engineering Computational Efficiency Enterprise Risk Management Likelihood Ratio Method Machine Learning Monte Carlo and Quasi-Monte Carlo Predictive Analytics Simulation Metamodeling

Latest funding

Efficiently Reusing Monte Carlo Simulation Output in Repeated Experiments for Financial and Actuarial Applications
NSERC · 2018 · Principal investigator
$112,000

All 1 grants and awards

Efficiently Reusing Monte Carlo Simulation Output in Repeated Experiments for Financial and Actuarial Applications

Principal investigatorNSERC2018Discovery Grants Program - Individual

Principal investigators: Feng, Mingbin

Keywords: actuarial science and financial engineering; monte carlo and quasi-monte carlo; enterprise risk management; simulation metamodeling; computational efficiency; stochastic processes, ergodic theory; likelihood ratio method; stochastic kriging; machine learning; predictive analytics

$112,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Subject: Prospective PhD student: Actuarial Science and Financial Engineering Dear Professor Feng, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on actuarial science and financial engineering connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]