Huining Yang
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Reinforcement Learning
Stochastic Control and Game Theory
Mathematical Finance
EPSRC InFoMM CDT Studentship, University of Oxford, 2018-2022
International Excellence Awards, University of Manchester, 2016-2017
Recent Advances in Reinforcement Learning in Finance
Hambly, B; Xu, R; Yang, H. Revision, 2022.
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games
Hambly, B; Xu, R; Yang, H. Revision, 2022.
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
Hambly, B; Xu, R; Yang, H. SIAM Journal on Control and Optimization, 59 (5), pp. 3359-3391, 2021.
MT19: TA for B8.1 Probability, Measure and Martingales
HT20: TA for B8.3 Mathematical Models of Financial Derivatives
I am a DPhil student at the EPSRC CDT in Industrially Focused Mathematical Modelling (InFoMM), supervised by Prof. Ben Hambly. My research interests lie broadly in the span of mathematical finance and machine learning, with a special focus on reinforcement learning, stochastic control, and game theory. My research project is in collaboration with BP. For more details please see my homepage.