shen ma

• I present the stochastic control problem and outline its applications in financial mathematics and use it to solve a specific problem and explore the characteristics of the optimal strategy and its sensitivity to different parameters. I also further develop the model with the permanent price impact and CARA utility into the optimal trading issue.

• By Represent hedging strategy as a neural network and training the network to optimise the hedger’s profit and loss (PnL) using a set of price paths. Preserving the Markovian Structure, we use deep hedging to allow us to surpass the classical results and study the impact of the loss of Markovian property under rough volatility.

Responsibilities:

• Assist in completing due diligence for a private equity fund.
• Daily preparation of financial market briefs.
• Aid investment advisors in providing investment recommendations.

This experience helped me understand the day-to-day work and business of the securities industry, and I developed my ability to report to my colleagues.

Responsibilities:

• Using Excel to construct a China bond yield database
• Using Newton-Raphson method to create bond valuation model by Python

This experience has improved my ability to do data analysis

Responsibilities:

• After getting more familiar with the production process and product performance of washed quartz sand（Silicon dioxide）and reached a sales of 20,000 tons of quartz sand per month by myself.

This experience has improved my knowledge in quartz production industry.