Sheng Wang
Status:
Postgraduate Student
Personal website:
+44 1865 273539
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
- Central clearing, initial margin modelling
- Financial data (futures/forward curve, volatility surface) cleansing and parametrisation
- Application of machine learning in finance
- Foreign exchange market
- Algorithmic trading, market microstructure theory
- Macroeconomics and econometrics
Teaching:
- HT 2019: TA for MScMCF Asset Pricing and Inefficient Market
- HT 2019: TA for MScMCF Machine Learning
- MT 2018: Tutor for MScMCF Statistics and Financial Data Analysis
- MT 2018: TA for B8.1 Probability, Measure and Martingale
Prizes, awards, and scholarships:
- Oxford-Radcliffe Scholarship (2017-2021)
- EPSRC InFoMM CDT Scholarship (2017-2021)
- CN Yang Scholarship (2010-2014)
- Nanyang Scholarship (2010-2014)