Dr. Ben Feng

Biography

Professor Feng’s research interests include quantitative risk management, financial engineering, Monte Carlo simulation design analysis, and nonlinear optimization. His work particularly focuses on the intersection of statistical machine learning and portfolio optimization, as well as developing efficient simulation algorithms for risk management. His current research topics encompass green simulation techniques that involve reusing outputs from repeated simulation experiments, comprehensive quantitative risk management for investment guarantees, efficient experimental design in nested simulations, machine learning applications within actuarial science, and the quantification of data uncertainty. Professor Feng employs advanced theoretical methodologies to address complex practical problems in actuarial science, contributing significantly to both academic literature and the field's practical applications.

Research Interests