معرفی
Hongwei Long is a Professor and Graduate Director in the Department of Mathematics and Statistics at Florida Atlantic University. He holds a Ph.D. in Mathematics from the University of Warwick (1998) and specializes in stochastic systems, mathematical finance, and nonlinear filtering theory. His research bridges theoretical mathematics with applied domains like financial modeling and statistical inference for complex systems.
Research Focus: Develops computational methods for stochastic differential equations, parameter estimation techniques for financial Lévy processes, and filtering applications in economics and engineering. His work frequently integrates heavy-tailed distributions and jump processes to model real-world volatility.
Publications: Recent articles explore geometric Lévy processes, α-stable Ornstein-Uhlenbeck motions, and optimal control in forex markets, reflecting a consistent emphasis on quantitative finance and statistical methodology.
