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Guanxing Fu

I am a Phd student in Humboldt-Universität zu Berlin and funded by Berlin Mathematical School, since October 2014. Before that, I obtained my bachelor and master degrees from Dalian University of Technology and Nankai University in July 2011 and July 2014, respectively.

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, to appear in SICON, 2017
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
Organized Workshops & Conferences: 
Local Organizer of the 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, April 19–22, 2017
 

Haus 1, 228

Institute of Mathematics

Humboldt-Universität zu Berlin

Rudower Chaussee 25, 12489, Adlershof, Berlin

Phone: 
+49-30-2093-1712
e-Mail Adress: 
fuguanxing725(*at*)gmail.com; fuguanxi(*at*)math.hu-berlin.de

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