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Yiwei Wang is a PhD student in the Department of Statistics at the London School of Economics and Political Science. Under the supervision of Professor Angelos Dassios and Dr. Giulia Livieri, Yiwei focuses on research related to model calibration and derivative pricing models. Prior to joining LSE, Yiwei obtained a master's degree (MPhil) in Financial Engineering Risk Management from Imperial College London. His current research interests include the application of machine learning techniques to time series modeling in finance. He is actively developing procedures for stochastic simulation in the context of probability and convertible bond features. Yiwei is eager to collaborate with individuals in both academia and industry and welcomes conversations regarding potential partnerships.
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