American Journal of Operational Research

American Journal of Operational Research publishes high quality scientific papers that contribute significantly to the fields of operational research. Articles present new theoretical insights and developments, as well as real-world case studies illustrating the practical implementation of operational 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.