Welcome to Ruodu Wang's Homepage

Jungfrau, Switzerland, 2013

Curriculum Vitae

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Employment

2018.07 - present University Research Chair, University of Waterloo
2017.07 - present Associate Professor, Department of Statistics and Actuarial Science, University of Waterloo
2012.08 - 2017.06 Assistant Professor, Department of Statistics and Actuarial Science, University of Waterloo

Education

2009.08 - 2012.05 Ph.D. Mathematics, Georgia Institute of Technology. Advisor: Liang Peng
2006.09 - 2009.06 M.S. Financial Mathematics, Peking University. Advisor: Jingping Yang
2002.09 - 2006.06 B.S. Mathematics, Peking University

Visiting Positions (>1 month)

2018.05 - 2018.06 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2017.04 - 2017.07 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2016.07 - 2016.08 Institute of Applied Mathematics, Chinese Academy of Sciences
2016.03 - 2016.04 School of Mathematical Sciences, Peking University
2015.08 - 2015.12 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2014.07 - 2014.08 China Institute for Actuarial Science, Central University of Finance and Economics
2013.09 - 2013.11 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2013.06 - 2013.07 School of Mathematical Sciences, Peking University
2012.06 - 2012.07 School of Mathematical Sciences, Peking University

Academic Supervision

Postdoctral fellows at the University of Waterloo

Tolulope Rhoda Fadina 2019 - present
Peng Liu 2018 - present (with A. Schied)
Daniel Linders 2015 (short term) (with F. Yang)
Tiantian Mao 2014 - 2015 (with J. Cai and D. Landriault)

Ph.D. students at the University of Waterloo

Qiuqi Wang 2019 - present PhD Act Sc
Yuyu Chen 2018 - present (with K. S. Tan) PhD Act Sc
Yunran Wei 2015 - present (with G. Willmot) PhD Act Sc
Jie Shen 2014 - 2018 (with Y. Shen) PhD Statistics
Haiyan Liu 2013 - 2017 (with J. Cai) PhD Act Sc

Master's students at the University of Waterloo

Daiwen Dai 2017 MQF
Yuchen Zhang 2014 MMath Act Sc
Xiao Jiang 2012 - 2013 (with C. Bernard) MQF

Editorial Duties

2018.01 - present Co-Editor, ASTIN Bulletin - The Journal of the International Actuarial Association
2016.08 - present Co-Editor, European Actuarial Journal
2016.07 - present Associate Editor, Acta Mathematicae Applicatae Sinica (English Series)
2014.12 - present Editorial Advisory Board, Dependence Modeling

Awards

2018 Discovery Accelerator Supplement Award, NSERC
2018 University Research Chair, University of Waterloo
2017 The Faculty of Mathematics Golden Jubilee Research Excellence Award, University of Waterloo
2017 Annual Department Teaching Award, Statistics and Actuarial Science, University of Waterloo
2012 Laha Travel Award 2012, Institute of Mathematical Statistics (IMS)
2011 Bob Price Fellowship, School of Mathematics, Georgia Tech

Conferences Organized

2019.04 WatSAF1 on Quantitative Risk Management and Financial Technology (Chair), Waterloo, Canada.
2017.09 Workshop on Risk Measurement and Regulatory Issues in Business, Montreal, Canada.
2016.08 Random Complex Structures and Data Analysis in Finance, Beijing, China.
2016.02 4th Québec-Ontario Workshop on Insurance Mathematics, Waterloo, Canada.
2012.04 6th Annual Graduate Student Probability Conference, Georgia Tech, Atlanta, USA.
2011.04 5th Annual Graduate Student Probability Conference, Georgia Tech, Atlanta, USA.

Peer-review Service

Statistics and probability journals

Annals of Applied Statistics

Bernoulli

Biometrika

Extremes

Journal of Business and Economic Statistics

Journal of Multivariate Analysis

Journal of the Royal Statistical Society - Series A

...

Actuarial science journals

ASTIN Bulletin

European Actuarial Journal

Insurance: Mathematics and Economics

Journal of Risk and Insurance

Scandinavian Actuarial Journal

North American Actuarial Journal

...

Quantitative finance and economics journals

Finance and Stochastics

Journal of Banking and Finance

Journal of Economic Dynamics and Control

Mathematical Finance

SIAM Journal on Financial Mathematics

...

Operations research journals

Annals of Operations Research

European Journal of Operational Research

Operations Research

Mathematics of Operations Research

...

Grants

FRQNT Grant, Canada

NSERC Discovery Grant, Canada

Invited Presentations

Conferences

2019.09 6th Workshop on Recent Development in Dependence Modelling Agistri Greece
2019.07 China International Conference on Insurance and Risk Management 2019 Chengdu China
2019.07 3rd JXUFE Workshop on Statistics and Actuarial Science Nanchang China
2019.06 3rd International Congress on Actuarial Science and Quantitative Finance Manizales Colombia
2019.06 SIAM Conference on Financial Mathematics and Engineering Toronto Canada
2019.05 Fields Workshop on Frontier Areas in Financial Analytics Toronto Canada
2018.09 Keynote Speaker, 4th European Actuarial Journal Meeting Leuven Belgium
2018.09 Robust Techniques in Quantitative Finance Oxford UK
2018.07 2nd International Workshop on Optimal (Re)Insurance Beijing China
2017.06 8th General Conference on Advanced Mathematical Method in Finance Amsterdam Netherlands
2017.05 4th Workshop on Recent Developments in Dependence Modelling Aegina Greece
2017.04 ETH Zurich RiskLab Mini-Workshop Zurich Switzerland
2016.08 2016 Workshop on Stochastic Control and Financial Applications Hong Kong China
2016.08 Random Complex Structures and Data Analysis in Finance Beijing China
2016.06 2016 Symposium on Financial Engineering and Risk Management Guangzhou China
2016.05 44th Annual Meeting of the Statistical Society of Canada St. Catharines Canada
2015.11 Dependence and Risk Measures Milan Italy
2015.09 The Mathematics and Statistics of Quantitative Risk Management Oberwolfach Germany
2015.09 7th General Conference on Advanced Mathematical Method in Finance Lausanne Switzerland
2015.07 Youth Probability Forum at Peking University Beijing China
2015.07 Workshop on Financial and Insurance Risk Management Beijing China
2015.06 CORS/INFORMS Joint International Meeting Montreal Canada
2014.08 PKU-Math International Workshop on Financial Mathematics Beijing China
2014.07 International Workshop on Risk Analysis, Ruin and Extremes Tianjin China
2014.07 11th Vilnius Conference on Probability Theory and Mathematical Statistics Vilnius Lithuania
2014.05 Workshop on Recent Developments in Dependence Modelling Brussels Belgium
2014.01 3rd Workshop on Insurance Mathematics Quebec City Canada
2014.01 International Workshop on High-Dimensional Dependence and Copulas Beijing China
2013.08 International Chinese Statistical Association - Canada Chapter 2013 Toronto Canada
2013.07 Statistical Science for Society Waterloo Canada
2013.06 Young Mathematician Forum (Centennial of Mathematics, Peking University) Beijing China
2012.07 International Conference on Quantitative Finance and Risk Management Changchun China

Seminars and colloquia

2019.09 Ulm University UlmGermany
2019.09 University of Zurich ZurichSwitzerland
2019.07 Tibet University LhasaChina
2019.07 Chongqing University ChongqingChina
2019.07 Tsinghua University BeijingChina
2019.07 Peking University BeijingChina
2019.07 Chinese Academy of Sciences BeijingChina
2018.11 University of California Berkeley BerkeleyUSA
2018.11 Stanford UniversityPalo Alto USA
2018.10 Columbia University New YorkUSA
2018.06 Singapore University of Technology and Design Singapore Singapore
2018.06 National University of Singapore Singapore Singapore
2018.06 ETH Zurich Zurich Switzerland
2018.04 Ryerson University Toronto Canada
2018.02 Cornell University Ithaca USA
2018.01 University of Waterloo WaterlooCanada
2017.12 University of Wisconsin-Madison Madison USA
2017.11 University of Connecticut Storrs USA
2017.11 Wuhan University WuhanChina
2017.11 Beijing Normal University Beijing China
2017.11 Qufu Normal University QufuChina
2017.10 University of Science and Technology of China Hefei China
2017.10 Institute of Applied Mathematics, Chinese Academy of Sciences BeijingChina
2017.07 Peking University BeijingChina
2017.06 University of Salzburg Salzburg Austria
2017.05 University of Milano-Bicocca Milan Italy
2017.04 Ryerson University Toronto Canada
2017.03 Laval University Quebec CityCanada
2016.11 University of Michigan Ann ArborUSA
2016.11 Georgia State University Atlanta USA
2016.07 University of Science and Technology of China Hefei China
2016.07 Qufu Normal University Qufu China
2016.06 Chinese University of Hong Kong Hong Kong China
2016.06 Tsinghua University Beijing China
2016.04 Institute of Applied Mathematics, Chinese Academy of Sciences Beijing China
2016.04 Peking University BeijingChina
2016.03 Central University of Finance and Economics BeijingChina
2016.03 Beijing Technology and Business University Beijing China
2015.12 University of Liverpool Liverpool UK
2015.12 Cass Business School London UK
2015.11 Vienna Seminar in Mathematical Finance and Probability ViennaAustria
2015.11 University of Amsterdam Amsterdam Netherlands
2015.10 University of Mannheim Mannheim Germany
2015.10 EPF Lausanne and the University of Lausanne Lausanne Switzerland
2015.02 University of Toronto Toronto Canada
2014.09 Peking University Beijing China
2014.07 University of Science and Technology of China Hefei China
2014.07 Fudan University ShanghaiChina
2014.05 University of Milano-Bicocca Milan Italy
2014.05 University of Bern Bern Switzerland
2014.03 McGill University Montreal Canada
2013.12 Peking University Beijing China
2013.12 Tsinghua University BeijingChina
2013.11 Vrije Universiteit Brussel (VUB) Brussels Belgium
2013.11 ETH Zurich Zurich Switzerland
2013.10 University of Freiburg Freiburg Germany
2013.10 Institut de Science Financière et d'Assurances (ISFA), Université Lyon 1 LyonFrance
2013.05 Institute for Mathematics and its Applications (IMA) Minneapolis USA
2013.04 Georgia State University Atlanta USA
2013.04 Georgia Institute of Technology Atlanta USA
2012.02 University of Waterloo Waterloo Canada
2012.02 Illinois State University NormalUSA
2012.01 Northern Illinois University DeKalb USA
2011.11 Georgia Institute of Technology Atlanta USA
2011.06 Peking University Beijing China

Publications and Teaching

Please see the Publications and Teaching tabs.