معرفی
Dr. Wei Wei is an Assistant Professor in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, part of the School of Mathematical & Computer Sciences. He holds a PhD from the University of Oxford and previously worked as a postdoctoral researcher at the University of Waterloo. His research focuses on behavioral economics, time-inconsistent decision making, stochastic control, and applications of deep learning in dynamic models. He teaches courses such as F70TS: Time Series and Machine Learning.
Education: PhD in Mathematical and Computational Finance (University of Oxford, 2017); MSc in Mathematics (Tongji University, 2012); BSc in Mathematics (Tongji University, 2009).
Research interests include collective decision making, risk management, and financial engineering. His work bridges theoretical frameworks (e.g., HJB equations, optimal stopping) with practical applications in reinsurance, investment, and algorithm design. He collaborates internationally and contributes to journals like SIAM Journal on Control and Optimization and the Journal of Economic Theory.
Grants and funding details are not explicitly listed, but his publications suggest engagement with topics requiring computational and theoretical resources. He is affiliated with the Maxwell Institute for Mathematical Sciences and serves as a reviewer for multiple top-tier journals.
