Hello! I’m Yichen Feng, a fifth year Ph.D. candidate at Department of Statistics & Applied Probability, University of California, Santa Barbara, under the supervision of Professor Jean-Pierre Fouque. I’m interested in financial mathematics, including stochastic differential games, mean field games, systematic risk and deep learning.
- M.S. in Financial Engineering at Temple University, 2016
- B.S. in Statistics at University of Science and Technology of China, School of the Gifted Young, 2016
Here is my [ CV ]