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Dr. Wei Xu

成人大片 Dr. Wei (David) Xu

Dr. Xu is currently an associate professor in the at 成人大片. Before joining 成人大片, he worked as an associate professor at Tongji University, Shanghai, China, and as a visiting professor in Math Faculty at University of Waterloo in 2014 and 2015. Through these teaching and researching experiences, he obtained excellent knowledge and understanding in financial theories and models, which results in over 30 in reviewed journals and two co-authored books. In addition, Dr. Xu also has a good understanding of industry best practice and regulatory requirements, which he obtained through being a co-founder and director of research and development division in a start-up company, and collaborating with many financial institutions in China.

Research Interests

  • Data-driven models in finance
  • Risk management and regulatory capital allocation
  • Derivatives pricing and hedging
  • Portfolio optimization

Education

Degree University
PhD, Computer Science McMaster University
MSc, BSc, Computational Mathematics Fudan University, China