Welcome to Ruodu Wang's Homepage


Curriculum Vitae

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Employment

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)

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

Daniel Linders 2015 (short term) co-supervision with F. Yang
Tiantian Mao 2014 - 2015 co-supervision with J. Cai and D. Landriault

Ph.D. students at the University of Waterloo

Yunran Wei 2015 - present co-supervision with G. Willmot PhD Act Sc
Jie Shen 2014 - present co-supervision with Y. Shen PhD Statistics
Haiyan Liu 2013 - 2017 co-supervision with J. Cai PhD Act Sc

Master's students at the University of Waterloo

Yuchen Zhang 2014 MMath Act Sc
Xiao Jiang 2012 - 2013 co-supervision with C. Bernard MQF

Invited Presentations

2017.06 Conference 8th General Conference on Advanced Mathematical Method in Finance, Amsterdam, Netherlands.
2017.06 Seminar University of Salzburg, Austria.
2017.05 Seminar University of Milano-Bicocca, Italy.
2017.05 Conference 4th Workshop on Recent Developments in Dependence Modeling, Aegina, Greece.
2017.04 Conference ETH Zurich RiskLab Mini-Workshop, Zurich, Switzerland.
2017.04 Seminar Ryerson University, Canada.
2017.03 Seminar Laval University, Canada.
2016.11 Seminar University of Michigan, USA.
2016.11 Seminar Georgia State University, USA.
2016.08 Conference 2016 Workshop on Stochastic Control and Financial Applications, Hong Kong, China.
2016.08 Conference Random Complex Structures and Data Analysis in Finance, Beijing, China.
2016.07 Seminar University of Science and Technology of China, China.
2016.07 Seminar Qufu Normal University, China.
2016.06 Seminar Chinese University of Hong Kong, China.
2016.06 Seminar Tsinghua University, China.
2016.06 Conference 2016 Symposium on Financial Engineering and Risk Management, Guangzhou, China.
2016.05 Conference 44th Annual Meeting of the Statistical Society of Canada, St. Catharines, Canada.
2016.04 Seminar Institute of Applied Mathematics, Chinese Academy of Sciences, China.
2016.04 Seminar Peking University, China.
2016.03 Seminar Central University of Finance and Economics, China.
2016.03 Seminar Beijing Technology and Business University, China.
2015.12 Seminar University of Liverpool, UK.
2015.12 Seminar Cass Business School, UK.
2015.11 Seminar Vienna Seminar in Mathematical Finance and Probability, Austria.
2015.11 Seminar University of Amsterdam, Netherlands.
2015.11 Conference Dependence and Risk Measures, Milan, Italy.
2015.10 Seminar University of Mannheim, Germany.
2015.10 Seminar EPF Lausanne and University of Lausanne, Switzerland.
2015.09 Conference The Mathematics and Statistics of Quantitative Risk Management, Oberwolfach, Germany.
2015.09 Conference 7th General Conference on Advanced Mathematical Method in Finance, Laussane, Switzerland.
2015.07 Conference Youth Probability Forum at Peking University, Beijing, China.
2015.07 Conference Workshop on Financial and Insurance Risk Management, Beijing, China.
2015.06 Conference CORS/INFORMS Joint International Meeting, Montreal, Canada.
2015.02 Seminar University of Toronto, Canada.
2014.09 Seminar Peking University, China.
2014.08 Conference PKU-Math International Workshop on Financial Mathematics, Beijing, China.
2014.07 Seminar University of Science and Technology of China, China.
2014.07 Conference International Workshop on Risk Analysis, Ruin and Extremes, Tianjin, China.
2014.07 Conference 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania.
2014.07 Seminar Fudan University, China.
2014.05 Conference Workshop on Recent Developments in Dependence Modeling, Brussels, Belgium.
2014.05 Seminar University of Milano-Bicocca, Italy.
2014.05 Seminar University of Bern, Switzerland.
2014.03 Seminar McGill University, Canada.
2014.01 Conference 3rd Workshop on Insurance Mathematics, Quebec City, Canada.
2014.01 Conference International Workshop on High-Dimensional Dependence and Copulas, Beijing, China.
2013.12 Seminar Peking University, China.
2013.12 Seminar Tsinghua University, China.
2013.11 Seminar Vrije Universiteit Brussel (VUB), Belgium.
2013.11 Seminar Swiss Federal Institute of Technology (ETH) Zurich, Switzerland.
2013.10 Seminar University of Freiburg, Germany.
2013.10 Seminar Institut de Science Financière et d'Assurances (ISFA), Université Lyon 1, France.
2013.08 Conference International Chinese Statistical Association - Canada Chapter 2013, Toronto, Canada.
2013.07 Conference Statistical Science for Society, Waterloo, Canada.
2013.06 Conference Young Mathematician Forum (Centennial of Mathematics, Peking University), Beijing, China.
2013.05 Seminar Institute for Mathematics and its Applications (IMA), Minneapolis, USA.
2013.04 Seminar Georgia State University, USA.
2013.04 Seminar Georgia Institute of Technology, USA
2012.07 Conference International Conference on Quantitative Finance and Risk Management, Changchun, China.
2011.11 Seminar Georgia Institute of Technology, USA.
2011.06 Seminar Peking University, China.

Conferences Organized

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.

Editorial Service

2016 - present Co-Editor, European Actuarial Journal.
2016 - present Associate Editor, Acta Mathematicae Applicatae Sinica (English Series).
2014 - present Editorial Advisory Board, Dependence Modeling.

Peer-review Service

Grant peer-review service

FRQNT Grant, Canada

NSERC Discovery Grant, Canada

Journal peer-review service

Annals of Actuarial Science

Annals of Operations Research

Annals of the Institute of Statistical Mathematics

Applications of Mathematics

ASTIN Bulletin

Bernoulli

Colombian Journal of Statistics

Communications in Statistics - S & C

Computational Statistics

Computational Statistics and Data Analysis

Dependence Modeling

Discrete Optimization

Economics Bulletin

Electronic Communications in Probability

European Journal of Operational Research

Extremes

Finance and Stochastics

4OR - A Quarterly Journal of Operations Research

Frontiers of Mathematics in China

Insurance: Mathematics and Economics

Journal of Banking and Finance

Journal of Business and Economic Statistics

Journal of Economic Dynamics and Control

Journal of Multivariate Analysis

Journal of Nonparametric Statistics

Journal of Statistical Computation and Simulation

Journal of the Korean Statistical Society

Mathematics of Operations Research

North American Actuarial Journal

North American Journal of Finance and Economics

Operations Research Letters

Physica A

Quantitative Finance

Scandinavian Actuarial Journal

SIAM Journal on Financial Mathematics

Statistics and Probability Letters

Statistics and Risk Modeling

Stochastics

The American Statistician

Awards

Top Teacher, Statistics and Actuarial Science, University of Waterloo, Spring 2015, Fall 2016.

Laha Travel Award 2012, awarded by the IMS.

Bob Price Fellowship, School of Mathematics, Georgia Tech, 2011.

Publications and Teaching

Please see the Publications and Teaching tabs.