American Journal of Mathematics and Statistics

American Journal of Mathematics and Statistics is to publish well-written original research articles and studies describing the latest research and developments in the field of mathematics and statistics. This is a broad-based journal covering all branches of mathematics, statistics and interdisciplinary research.

Weilong Fu

Mr, Columbia University, China

Research Areas

Operations research,Financial engineering, Statistics, Machine learning

Education

2017-2022PhDColumbia University
2013-2017Bachelor of SciencePeking University

Experience

2022-NowQuantitative researcher in hedge fund
2017-2022Teaching assistant in Columbia University

Publications: Journals

[1]  Fu, W. and Hirsa, A., 2019. Fast Pricing of American Options Under Variance Gamma. Journal of Computational Finance, 25(1).
[2]  Fu, W. and Hirsa, A., 2022. An unsupervised deep learning approach to solving partial integro-differential equations. Quantitative Finance, 22(8), pp.1481-1494.

Publications: Conferences/Workshops/Symposiums

[1]  Drori, I., Thaker, D., Srivatsa, A., Jeong, D., Wang, Y., Nan, L., Wu, F., Leggas, D., Lei, J., Lu, W. and Fu, W., 2019. Accurate protein structure prediction by embeddings and deep learning representations. arXiv preprint arXiv:1911.05531.
[2]  Fu, W., Hirsa, A. and Osterrieder, J., 2022. Simulating financial time series using attention. arXiv preprint arXiv:2207.00493.