Qidi Pengمشاهده پروفایل
استاد پژوهشی
Qidi Peng is a Research Associate Professor at Claremont Graduate University (CGU) and Academic Director of the Master of Science in Financial Engineering (MSFE) program within the Institute of Mathematical Sciences. His academic career includes roles as Research Assistant Professor (2012–2021) and Senior Technical Expert at AIG (2018–2022). He holds a Ph.D. in Applied Mathematics from Lille 1 University (France), focusing on statistical inference for multifractional processes in stochastic volatility models, under Prof. Antoine Ayache. His research spans stochastic processes, statistical inference, machine learning, and financial modeling. Notable contributions include work on fractional Brownian motion, multifractional processes, and algorithmic regularization techniques. Peng is fluent in multiple programming languages (C++, MATLAB, R, Python) and has contributed to editorial boards, including the Operation Research and Applications: An International Journal since 2014. Prior to his current roles, he served as a teaching fellow in France and a consultant for SOFT SOLUTIONS Company. His work bridges theoretical mathematics with applied domains like finance, insurance, and wireless networks.







