School of Mathematics

Shuren Tan

Postgraduate Student
The University of Edinburgh The School of Mathematics Room: 5404 James Clerk Maxwell Building, The King's Buildings, Peter Guthrie Tait Road Edinburgh EH9 3FD Scotland
Tel: Work 0131 651 7673

Web: https://sites.google.com/site/treemanoasis/home

Research Interests

Project interests:

1. Numerical schemes for the Stochastic Differential Equations (e.g. Multilevel Monte Carlo);

2. Inverse problems for reconstructing basket options; (MSC project with the best MSC thesis prize awarded by Natixis and still some work can be extended either on stable inverse numerical schemes for the two-dimensional case or even higher dimensional case)- This project was under supervised by Dr. Peter Austing and Professor Damiano Brigo

Personal interests: 1. Machine learning 2. Algorithmic trading 3. Alpha strategy

Research Groups

Biographical Statement

A Chinese student loves math and data.

Year of Matriculation

2015

Supervisor

Dr Lukasz Szpruch

Education

MSC in Math and Finance Imperial College (2014)

BSC in Pure and Applied Math Shandong University (2013)

Publications