Ben Feng
Assistant Professor
Department of Statistics and Actuarial Science
University of Waterloo
Canada
Biography
Dr. Ben Feng is a Assistant Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Professor Feng’s research interests include quantitative risk management, financial engineering, Monte Carlo simulation design and analysis, and nonlinear optimization. Professor Feng is particularly interested in the intersection of these fields such as statistical machine learning, portfolio optimization, efficient simulation algorithms for risk management, etc. My professional background in actuarial science guides my research towards applying advanced theoretical methodologies to solve complex practical problems. His current research topics include: Green simulation: reusing outputs in repeated simulation experiments Quantitative risk management in investment guarantees Efficient experiment design for nested simulations Machine learning in actuarial science Quantification of data uncertainty Operations research
Publications
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Feng, M and Staum J. "Green simulation with database Monte Carlo." Proceedings of the 2016 Winter Simulation Conference. IEEE Press, 2016.
