Adaptive Window Selection for Financial Risk Forecasting
With Yinhuan Li and Ruodu Wang.
PhD candidate · University of Waterloo
Chenxin Lyu
Quantitative research in financial risk, statistical learning, and decision-making under uncertainty.
I am a PhD candidate in Actuarial Science and Quantitative Finance, advised by Prof. Ruodu Wang. I am seeking Summer 2027 internships (May–August) in quantitative research and financial risk, with additional interests in applied data science and AI evaluation.
Selected work
Recent research
IntOPE: Off-Policy Evaluation in the Presence of Interference
With Yuqi Bai, Ziyu Zhao, Minqin Zhu, and Kun Kuang.
Numerical Fourier method and multi-dimensional second-order Taylor scheme for stochastic differential equations
The University of Hong Kong.
Background
Education
PhD in Actuarial Science and Quantitative Finance
University of Waterloo · Supervisor: Prof. Ruodu Wang
2024–2027 expected
MPhil in Mathematics
The University of Hong Kong
2022–2024
BSc in Mathematics, First Class Honours
The University of Hong Kong
2018–2022
Contact
Get in touch
I am currently exploring Summer 2027 opportunities in quantitative research and financial risk.