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Huining Yang

Huining Yang

BSc (2+2 SDU & UoM)
Status
Postgraduate Student
Contact form
https://huiningyang.github.io/
CV
+44 1865 615351
Research groups
  • Mathematical and Computational Finance

Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Research interests

Reinforcement Learning

Stochastic Control and Game Theory

Mathematical Finance

Prizes, awards, and scholarships

EPSRC InFoMM CDT Studentship, University of Oxford, 2018-2022

International Excellence Awards, University of Manchester, 2016-2017

Major / recent publications

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.

Teaching

MT19: TA for B8.1 Probability, Measure and Martingales

HT20: TA for B8.3 Mathematical Models of Financial Derivatives

Further details

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.

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