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Junyan Ye (George)

Ph.D. Candidate统计学博士生
The Chinese University of Hong Kong (CUHK)香港中文大学(CUHK)
junyanye [at] link.cuhk.edu.hk


"A moment of truth in mathematics is an instant between infinity when it was considered to be wrong and another infinity when it is considered to be trivial."
Henri Poincaré
Last updated 最后更新

Short Bio简介

I am currently a Ph.D. candidate in Statistics at The Chinese University of Hong Kong (CUHK) under the supervision of Prof. Hoi Ying Wong.

我是香港中文大学(CUHK)统计学博士生,师从 Prof. Hoi Ying Wong

My research focus on stochastic control problems, including its theory and applications in Mathematical Finance and Operation Research, and the numerical approaches using Deep Learning and Reinforcement Learning.

我的研究兴趣主要集中于随机控制问题,包括其理论分析、数值方法,以及在数理金融和运筹学中的应用。同时,我也关注深度学习与强化学习在随机控制和数理金融中的应用。

Research Interest研究方向

Education教育背景

Awards奖项

News动态

  • Apr 20262026年4月 An updated version of Robust Exploratory Stopping under Ambiguity in Reinforcement Learning is now available on arXiv, and the corresponding source code remains available in the same GitHub repository. Robust Exploratory Stopping under Ambiguity in Reinforcement Learning 的更新版本现已发布在 arXiv,相关源码仍在同一 GitHub 仓库中维护。
  • Apr 20262026年4月 Source code for Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees has been released on GitHub. Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees 的代码现已发布在 GitHub
  • Apr 20262026年4月 Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees is now available on arXiv. Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees 已发布在 arXiv
  • Feb 20262026年2月 Source code for DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging has been released on GitHub. DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging 的代码现已发布在 GitHub
  • Feb 20262026年2月 An updated version of DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging is now available on arXiv. DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging 的更新版本已发布在 arXiv
  • Oct 20252025年10月 DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity is now available on arXiv. DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity 已发布在 arXiv
  • Oct 20252025年10月 Source code for Robust Exploratory Stopping under Ambiguity in Reinforcement Learning has been released on GitHub. Robust Exploratory Stopping under Ambiguity in Reinforcement Learning 的代码现已发布在 GitHub
  • Oct 20252025年10月 Robust Exploratory Stopping under Ambiguity in Reinforcement Learning is now available on arXiv. Robust Exploratory Stopping under Ambiguity in Reinforcement Learning 已发布在 arXiv
  • Jun 20242024年6月 The JLU TeX Beamer Template was released on GitHub and Overleaf. JLU TeX Beamer Template 已发布在 GitHubOverleaf

Publications论文 [Google Scholar]

Conference Talks会议报告

Quantitative Finance Conference 2026Quantitative Finance Conference 2026
Forthcoming即将举行 June 10-12, 20262026年6月10-12日
National University of Singapore (NUS), Singapore新加坡国立大学(NUS),新加坡
Talk报告 Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity GuaranteesDuality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees
The Chinese University of Hong Kong (CUHK), Hong Kong香港中文大学(CUHK),香港
Talk报告 Martingale Duality Meets Statistical Learning: Deep Primal-Dual Bounds and Policy Learning for High-Dimensional Optimal Switching ProblemMartingale Duality Meets Statistical Learning: Deep Primal-Dual Bounds and Policy Learning for High-Dimensional Optimal Switching Problem
St Catherine's College, University of Oxford, Oxford, UK牛津大学 St Catherine's College,英国牛津
Talk报告 Duality Theory and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Expressivity GuaranteesDuality Theory and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Expressivity Guarantees

Photos照片

Hong Kong香港 3 photos3 张照片

Scenes from the vibrant Hong Kong在香港记录下的一些城市片段

CUHK Campus中大校园 1 photos1 张照片

Views from The Chinese University of Hong Kong香港中文大学校园一角

JLU Campus吉大校园 3 photos3 张照片
Travel旅行 4 photos4 张照片

Contact联系

Address: Shatin, N.T., Hong Kong SAR
Office Location: The Chinese University of Hong Kong
Email: junyanye [at] link.cuhk.edu.hk
地址: 香港特别行政区新界沙田
办公地点: 香港中文大学(CUHK)
邮箱: junyanye [at] link.cuhk.edu.hk