Yang Yang

EDUCATION

University of Calgary, Calgary, AB

PhD: Mathematics September 2024

Supervisor/Co-supervisor: Dr. Jinniao Qiu/Dr. Antony Ware

Northwestern University, Evanston, IL

Master of Science: Engineering Science & Applied Mathematics June 2018

Jilin University, Changchun, Jilin

BS: Math and Applied Math June 2013

AWARDS

2022 Fin-ML CREATE Program Graduate Studies Scholarship (Doctoral)

2020 Henrietta Weyland Graduate Scholarship in Mathematics

2012 HONORABLE MENTION in Mathematical Contest in Modeling and Interdisciplinary Contest in Modeling, Group Leader

2011 THIRD PRIZE in Contemporary Undergraduate Mathematical Contest in Modeling, Group Leader

2011 FIRST PRIZE in Undergraduate Innovation Experiment Program, Jilin University

2010 EXCELLENT OFFICER in Student Union, Jilin University

2010 EXCELLENT VOLUNTEER in the seventh “Challenge Cup” Collegiate Business Plan Contest held by FAW-VOLKSWAGEN

PUBLICATION

1. Jinniao Qiu, Yang Yang, Optimal control of infinite-dimensional differential systems with randomness and path-dependence and stochastic path-dependent Hamilton-Jacobi equation, ESAIM: Control, Optimisation and Calculus of Variations

2. Jinniao Qiu, Antony Ware, Yang Yang, Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing, arXiv Preprint arXiv:2406.16400 (submitted to SIAM on Financial Mathematics and is currently under review)

3. Hang Cheung, Jinniao Qiu, Yang Yang, Feynman-Kac formula for nonlinear Schrödinger Equations with applications in numerical approximations, arXiv preprint: 2409.16519

WORK & TEACHING

2025 April 14 - Now: Postdoc researcher under Dr. Ulrich Horst, Mathematics and Natural Sciences Department, Humboldt Universität zu Berlin

2024 Fall - 2025 Winter: Postdoc researcher under Dr. Antony Ware, Department of Mathematics & Statistics, University of Calgary

2025 Winter: Instructor and Course Co-coordinator of course MATH 249: Introductory Calculus, Department of Mathematics & Statistics, University of Calgary

2023 Fall: Instructor and Course Coordinator of course MATH 383: Introduction to Mathematical Finance, Department of Mathematics & Statistics, University of Calgary

2019 Fall – 2024 Summer: Teaching Assistant of courses on University Calculus, Multivariable Calculus, Differential Equations, Mathematical Finance, and Discrete Mathematics, Department of Mathematics & Statistics, University of Calgary

CONFERENCES AND WORKSHOPS

2024 Canadian Mathematical Society (CMS) Winter Meeting: Optimization, control, dynamics and stochastics: interplay and applications

Invited speaker: Optimal control of infinite-dimensional differential systems with randomness and path-dependence and stochastic path-dependent Hamilton-Jacobi equations

BIRS: 2024 Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics (24w5257)

Invited speaker: Stochastic path-dependent volatility models in energy markets

BIRS: 2024 New trends and challenges in stochastic differential games (24w5277)

Invited speaker: Stochastic path-dependent volatility models in energy markets

PIMS-BIRS-UBCO 2024 summer school on forecasting and mathematical modelling for renewable energy (24ss004)

Invited speaker: Extreme value analysis in electricity spikes

2023 Mathematical Finance Colloquium in University of Shanghai for Science and Technology

Invited speaker: Optimal control of infinite-dimensional differential systems with randomness and path-dependence and stochastic path-dependent Hamilton-Jacobi equations

2023 Fin-ML's 5-year Anniversary

Invited speaker: Stochastic path-dependent volatility models in energy markets

BIRS: 2023 Stochastic modelling of big data in finance, insurance and energy markets (23w2004)

Invited speaker: Stochastic path-dependent volatility models in energy markets

BIRS: 2022 Novel perspectives in kinetic equations for emerging phenomena (22frg198)

Invited speaker: On the stochastic path-dependent Hamilton-Jacobi equations in infinite dimensional spaces

The Mathematical and Computational Finance Laboratory (MCFL) Fall 2011 “Lunch at the lab” Mathematical Finance Seminar

Invited speaker: Stochastic path-dependent models and analysis

BIRS: 2024 Optimal transport and distributional robustness (24w5163)

PIMS: 2023 Forecasting and mathematical modelling for renewable energy

BIRS: 2022 New interfaces of stochastic analysis and rough paths (22w5116)