• October 2017--Now, Wissenschaftlicher Mitarbeiter in Humboldt-Universität zu Berlin (April 2018--Now, postdoc level)
  • November 2014--February 2018, Phd student in Humboldt-Universität zu Berlin, supervisor: Ulrich Horst
  • October 2014--Sep 2017, member of Berlin mathematical School
  • September 2011--June 2014, graduate student in Nankai University
  • September 2007--June 2011, undergraduate student in Dalian University of Technology

Major Research Interests:

  • BS(P)DE, especially of mean field type
  • mathematical economics and finance: optimal portfolio liquidation, principal agent problem, etc.
  • mean field games
  • stochastic control theory: McKean-Vlasov control, singular control, etc.

Publications:

  • Guanxing Fu, Ulrich Horst and Jinniao Qiu, Maximum Principle for Quasi-Linear Reflected BSPDE, JMAA, 456(1), 307-336, 2017
  • Guanxing Fu and Ulrich Horst, Mean Field Games with Singular Controls, SICON, 55(6), 3833–3868, 2017
  • Guanxing Fu, Paulwin Graewe, Ulrich Horst and Alexandre Popier, A Mean Field Game of Optimal Portfolio Liquidation,  arXiv:1804.04911, 2018
  • Guanxing Fu and Ulrich Horst, Mean Field Leader Follower Games with Terminal State Constraint, arXiv:1809.04401, 2018
  • Dr. thesis: Maximum Principle for Reflected BSPDE and Mean Field Game Theory with Applications, 2018.

Selected Presentations:

  • Berlin-Princeton-Singapore Workshop on Quantitative Finance, Princeton University, USA, July, 2016
  • 7th European Congress of Mathematics (7ECM), TU Berlin, Germany, July, 2016
  • 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, Humboldt Graduate School, Germany, April, 2017
  • Berlin Seminar on Stochastic Analysis and Financial Mathematics, Humboldt-Universität zu Berlin, November 2017
  • 4th Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, Shanghai, April 23–27, 2018
  • Berlin-Paris Young Researchers Workshop on Stochastic Analysis with Applications in Biology and Finance, Paris, May 2-4, 2018
  • 10th World Congress of the Bachelier Finance Society, Dublin, July 16-20, 2018

Organized Workshops & Conferences:

Local Organizer of the 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, April 19–22, 2017

Contact

Haus 1, 228

Institute of Mathematics
Humboldt-Universität zu Berlin
Rudower Chaussee 25, 12489, Adlershof, Berlin

Phone:
+49-30-2093-1712

email address:
fuguanxing725(*at*)gmail.com; fuguanxi(*at*)math.hu-berlin.de