Wei Xiong

Status

Postgraduate Student

+44 1865 615113

Contact form

ORCID iD

https://orcid.org/0000-0002-9640-3650

Research groups

Address

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

Major / recent publications

Assayag, Hanna and Barzykin, Alexander and Cont, Rama and Xiong, Wei, Competition and learning in dealer markets (2024). Available at SSRN: https://ssrn.com/abstract=4838181 or http://dx.doi.org/10.2139/ssrn.4838181

Cont, R., & Xiong, W. (2023). Dynamics of market makingalgorithms in dealer markets: Learning and tacit collusion.Mathematical Finance,1–54.https://doi.org/10.1111/mafi.12401

Cont, R., & Xiong, W. (2021). Interactions of market making algorithms: a study on perceived collusionInteractions of market making algorithms: a study on perceived collusion. ICAIF '21: Proceedings of the Second ACM International Conference on AI in Finance

Teaching

Class Tutor:
2021 MT - Financial Computing with C++, MSc Mathematical and Computational Finance
2022 HT - Optimisation, MSc Mathematical and Computational Finance

Teaching Assistant:
2020 MT - Financial Computing with C++, MSc Mathematical and Computational Finance
2021 HT - Deep Learning, MSc Mathematical and Computational Finance
2021 HT - Asset Pricing, MSc Mathematical and Computational Finance
2022 HT - Fixed Income and Credit Risk, MSc Mathematical and Computational Finance

Research interests

Mathematical finance
Quantitative finance
Stochastic control
Deep reinforcement learning