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

• 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

• 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)

• 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)