Applied Mathematics

Applied Mathematics is an open access, peer-reviewed scientific journal that publishes original articles, critical reviews, research notes, debate and short reports in all areas of applied mathematics.

Weilong Fu

Mr, Columbia University, China

Research Areas

Operations research,Financial engineering, Statistics, Machine learning

Education

2017-2022PhDColumbia University
2013-2017Bachelor of SciencePeking University

Experience

2022-NowQuantitative researcher in hedge fund
2017-2022Teaching assistant in Columbia University

Publications: Journals

[1]  Fu, W. and Hirsa, A., 2019. Fast Pricing of American Options Under Variance Gamma. Journal of Computational Finance, 25(1).
[2]  Fu, W. and Hirsa, A., 2022. An unsupervised deep learning approach to solving partial integro-differential equations. Quantitative Finance, 22(8), pp.1481-1494.

Publications: Conferences/Workshops/Symposiums

[1]  Drori, I., Thaker, D., Srivatsa, A., Jeong, D., Wang, Y., Nan, L., Wu, F., Leggas, D., Lei, J., Lu, W. and Fu, W., 2019. Accurate protein structure prediction by embeddings and deep learning representations. arXiv preprint arXiv:1911.05531.
[2]  Fu, W., Hirsa, A. and Osterrieder, J., 2022. Simulating financial time series using attention. arXiv preprint arXiv:2207.00493.