Yuying Li
Professor
Cheriton School of Computer Science
University of Waterloo
Canada
Biography
Dr. Yuying Li is a professor in the Cheriton School of Computer Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Professor Yuying Li's research interests include the design, analysis and application of computational algorithms for continuous optimization problems and, more generally, problems in scientific computing. She has been working on developing efficient and robust algorithms for various mathematical programming problems. Specifically she has focused on designing methods for solving large scale constrained optimization problems using interior point and trust region approaches. This work includes analysis of theoretical algorithmic properties and development of efficient and robust software. She has also developed algorithms for solving piecewise differentiable optimization problems using an affine scaling approach.
Publications
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T. Draviam, T. F. Coleman, and Y. Li. Dynamic Liquidation Under Market Impact. To appear in Quantitative Finance, 2010.