师资队伍

 
彭滢 副教授
山东大学中泰证券金融研究院副教授,硕士生导师                    
 

 

代表性论文:

1. Shaolin Ji, Shige Peng, Ying Peng, and Xichuan Zhang , Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning, IEEE Intelligent Systems, 35(3): 71-75,2020(SCI期刊, 通讯作者).

2. Ying Peng & Shuzhen Yang, The connection between discrete and continuous state constrained optimal control systems, International Journal of Control, 2019,DOI:10.1080/00207179.2019.1706765, (SCI期刊).

3. Shuai Zhang,Zhao Wang,Ying Peng et al., Mapping of option pricing algorithms onto heterogeneous many-core architectures, Journal of Supercomputing , 1-23,2017. doi:10.1007/s11227-017-1968-z(SCI期刊)

4. Wenqiang Li, Ying Peng, Junbo Liu, Reflected forward–backward stochastic differential equations and related PDEs,Stochastic Analysis and Applications, 34(5):906-926,2016. doi: 10.1080/07362994.2016.1195747(SCI期刊)

5. Hui Min, Ying Peng, Yongli Qin, Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle, Abstract and Applied Analysis 2014:1-15,2014. DOI: 10.1155/2014/839467(SCI期刊)

6. Ying Peng, Hui Liu, Shuzhen Yang, Bin Gong, Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU,Journal of Computational Information Systems 10: 2,763–771,2014(EI期刊)

7. Ying Peng, Bin Gong, Hui Liu, Bin Dai,Option Pricing on the GPU with Backward Stochastic Differential Equation,2011 4th International Symposium on Parallel Architectures, Algorithms and Programming, PAAP 2011,pp 19-23(EI会议)

8. Ying Peng, Bin Gong, Hui Liu, Yanxin Zhang,Parallel Computing for Option Pricing based on the Backward Stochastic Differential Equation,HPCA 2009, LNCS 5938, pp. 325–330, 2010.(EI会议)

9. DaiBin,Peng Ying, Gong Bin, Parallel option pricing with BSDE method on GPU,9th International Conference on Grid and Cloud Computing, GCC 2010,pp.191-195(EI会议)

10. 刘辉,彭 滢,龚 斌,代 斌,魏代政,华中科技大学学报(自然科学版),网格环境下期权定价BSDE模型的并行实现,2011年S1期, (EI会议)

11.  Hui Liu, Ying Peng, Bin GONG, X10 implementation of Parallel Option Pricing with BSDE method, The ACM SIGPLAN 2011 X10 Workshop (X10'11), (EI会议)

     

 



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