Yuying Li, University of Waterloo

Research

computational optimization Computational finance data driven optimal decision derivative pricing and hedging financial data science machine learning optimal portfolio allocation risk measure and risk management

Latest funding

Methodology of Learning Optimal Decisions from Market Data in Financial Technology
NSERC · 2020 · Principal investigator
$205,000
A data driven approach for optimal stochastic control in finance
NSERC · 2018 · Principal investigator
$115,386
Effective Computational Optimization in Data Mining and Financial Applications
NSERC · 2014 · Principal investigator
$130,000

All 5 grants and awards

Methodology of Learning Optimal Decisions from Market Data in Financial Technology

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Li, Yuying

Keywords: data driven optimal decision; computational finance; stochastic optimal control; optimal portfolio allocation; computational optimization; machine learning; risk measure and risk management; computational optimization; financial data science; derivative pricing and hedging

$205,000

A data driven approach for optimal stochastic control in finance

Principal investigatorNSERC2018Collaborative Research and Development Grants

Principal investigators: Li, Yuying

$115,386

Effective Computational Optimization in Data Mining and Financial Applications

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Li, Yuying

$130,000

Optimization and finance

Principal investigatorNSERC2009Discovery Grants Program - Individual

Principal investigators: Li, Yuying

$95,000

Computational optimization in finance and beyond

Principal investigatorNSERC2006Discovery Grants Program - Individual

Principal investigators: Li, Yuying

$63,000

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

Write to this professor

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Applying for

Mention their NSERC grant from 2020

Subject: Prospective PhD student: computational optimization Dear Professor Li, 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 computational optimization connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Methodology of Learning Optimal Decisions from Market Data in Financial Technology" (2020), and I would be glad to contribute to work in that direction. 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]