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Optimal dividend and capital injection with practice constraints and risk management (2022-26) (NSFC, Ran Xu)
✓ Systemic risk under catatrophe risk: An asymptotic approach (2022-26) (NSFC, Jiajun Liu)
✓ The impact of competition of social status on games with strategic complementarities in social network: theoretical and experimental studies (NSFC, 2022-26, Mofei Jia)
✓ Fleming Viot Process and Related Issues (NSFC, 2019-22, Youzhou Zhou)
✓ The Setting and Utility Evaluation of Futures Margin from the Perspective of Option Pricing (MoE, 2018-21 Yi Hong)
✓ “Research on machine learning model based on option pricing theory”, National Natural Science Foundation of China (NSFC, 2022-25 Jia Zhai)
✓ Calibration of option pricing models with fractional Brownian motion and jumps
✓ Lambda Fleming-Viot process and Its Applications(2018-2021)
✓ Research on Economic Scenario Generation Engine I-IV (2019-22)
✓ Research on Economic Scenario Generation Engine (KSF-E-30, 2019-22)
✓ ranular dynamics simulation of flows and collisions of non-spherical agglomerates of fine particles in fluid using DEM-CFD (2018-2021)
✓ Chinese Futures/Options Market Based on Artificial Intelligence (KSF-A-20, 2017- 2020)
✓ High frequency database construction and big data analysis of China’s derivatives market (2020-21)