معرفی
Ben Feng is an Associate Professor and Director of the Master of Actuarial Science Program at the University of Waterloo. He specializes in actuarial science, quantitative finance, and risk management, with a focus on machine learning applications in financial modeling and anomaly detection. His research bridges theoretical advancements in statistical methods with practical solutions for pension planning, climate-smart portfolios, and systemic risk analysis.
Key research interests include time series analysis, nested simulation techniques, and the integration of graph theory into financial systems. Recent work emphasizes anomaly detection in dynamic environments and climate-aware investment strategies. His articles span domains like multivariate time series, contrastive learning, and green simulation optimization.
Ben has contributed to systemic risk modeling and efficient simulation algorithms, with publications in high-impact venues. His work often addresses computational challenges in finance and actuarial science through interdisciplinary approaches.
