
Wei Xiong
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
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
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
- Mathematical finance
- Quantitative finance
- Stochastic control
- Deep reinforcement learning