معرفی
Yuying Li is a Professor at the University of Waterloo's Cheriton School of Computer Science. Research focuses on computational optimization algorithms for finance, including neural network approaches for leverage-constrained portfolios, benchmark outperformance strategies, and inflation-regime asset allocation. Holds a BSc from Sichuan University (1982), MMath (1985) and PhD (1988) from Waterloo.
Her work bridges continuous optimization, machine learning, and financial engineering. Recent publications develop neural alternatives to dynamic programming for portfolio management, with applications to ETF leverage, decumulation strategies, and high-inflation environments. Methodological innovations address computational scalability and regime-specific modeling.
