Guanxing Fu, Prof. Dr.

Short CV:

• December 2020--Now, Assistant Professor in The Hong Kong Polytechnic University
• September 2020, visiting scholar in National University of Singapore, hosted by Min Dai
• October 2019--July 2020, Research Fellow in National University of Singapore, mentored by Chao Zhou
• October 2017--September 2019, Wissenschaftlicher Mitarbeiter in Humboldt-Universität zu Berlin (April 2018--Now, postdoc level)
• November 2014--February 2018, Phd student in Humboldt-Universität zu Berlin, supervisor: Ulrich Horst
• October 2014--Sep 2017, member of Berlin mathematical School
• September 2011--June 2014, graduate student in Nankai University
• September 2007--June 2011, undergraduate student in Dalian University of Technology

Major Research Interests:

• mathematical economics and finance
• mean field games
• non-standard BS(P)DE
• stochastic control theory

Publications:

• Guanxing Fu, Ulrich Horst and Jinniao Qiu, Maximum Principle for Quasi-Linear Reflected BSPDE, JMAA, 456(1), 307-336, 2017
• Guanxing Fu and Ulrich Horst, Mean Field Games with Singular Controls, SICON, 55(6), 3833–3868, 2017
• Guanxing Fu, Paulwin Graewe, Ulrich Horst and Alexandre Popier, A Mean Field Game of Optimal Portfolio Liquidation,  arXiv:1804.04911, 2018, to appear in MOR
• Guanxing Fu and Ulrich Horst, Mean Field Leader Follower Games with Terminal State Constraint, SICON, 58(4), 2078-2113, 2020
• Guanxing Fu, Extended Mean Field Games with Singular Controls,  arXiv:1909.04154, 2019, to appear in SICON
• Guanxing Fu, Xizhi Su and Chao Zhou, Mean Field Exponential Utility Game: A Probabilistic Approach, arXiv:2006.07684, 2020
• Guanxing Fu, Ulrich Horst and Xiaonyu Xia, Portfolio Liquidation Games with Self-Exciting Order Flow, MF, 32(4), 1020-1065, 2022
• Guanxing Fu and Chao Zhou, Mean Field Portfolio Games, arXiv:2106.06185, 2021, to appear in FS
• Guanxing Fu, Ulrich Horst and Xiaonyu Xia, A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies, arXiv:2207.00446, 2022
• Guanxing Fu, Mean Field Portfolio Games with Consumption, arXiv:2206.05425, 2022, to appear in MAFE
• Guanxing Fu, Paul Hager and Ulrich Horst, Mean-Field Liquidation Games with Market Drop-out, arXiv:2303.05783, 2023
• Dr. thesis: Maximum Principle for Reflected BSPDE and Mean Field Game Theory with Applications, 2018.

Selected Presentations:

• Berlin-Princeton-Singapore Workshop on Quantitative Finance, Princeton University, USA, July, 2016
• 7th European Congress of Mathematics (7ECM), TU Berlin, Germany, July, 2016
• 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, Humboldt Graduate School, Germany, April, 2017
• Berlin Seminar on Stochastic Analysis and Financial Mathematics, Humboldt-Universität zu Berlin, November 2017
• 4th Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, Shanghai, April 23–27, 2018
• Berlin-Paris Young Researchers Workshop on Stochastic Analysis with Applications in Biology and Finance, Paris, May 2-4, 2018
• 10th World Congress of the Bachelier Finance Society, Dublin, July 16-20, 2018
• 4th Berlin-Princeton-Singapore Workshop on Quantitative Finance, National University of Singapore, March 18-20, 2019
• International Congress on Industrial and Applied Mathematics, Valencia, Spain, July 15-19, 2019
• ...

Organized Workshops & Conferences:

Local Organizer of the 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, April 19–22, 2017