Dr Qi Tang
|Post:||Reader in Mathematics (Mathematics)|
|Location:||Pevensey 3 5c14|
|International:||+44 1273 877457|
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BSc Mathematics, Shandong University of Science & Technology, P R China
DEA Applied Mathematics, University of Nantes, France
PhD Applied Mathematics, University Paris XI, Orsay, Paris
I worked as research assistant, visiting professor and visiting scholar in Heriot-Watt University (Scotland, UK), Purdue University (Indiana, USA) and Technical University of Munich (Munich, Germany).
I took permanent faculty positions in Fudan University(Shanghai, P R China) and Sussex University (Brighton, UK).
I am currently employed by Sussex University.
RoleReader of Mathematics
My research interests in the past few years have been
1) Dynamical systems, gradient flow, phase transitions problems. The main problems I worked on are dynamic equations of the type
ut-div grad W (grad u) = f(u,x,y)
where W is a double well energy potential.
2) Stochastic integral-differential equations arising from population dynamics theory. We consider how genotypic/phenotypic characters change as environment changes.
Most recently, I am interested in financial investment and corporate risk control theory.
Summary of some recent works:
1) Algorithm assessment for fund of hedge funds: this is jointly carried out with Internatioanl Asset Management (iam.uk.com), we assessed the efficiency of optimization algorithms againg financial objective functions. The results has been uploaded to ssrn.com and on 01/10/2009, we received the following message
Your paper entitled, "Applying a Global Optimisation Algorithm to Fund of Hedge Funds Portfolio Optimisation" was recently listed on SSRN's Top Ten download list for ERN: Optimization Techniques; Programming Models; Dynamic Analysis (Topic). To view the top ten list for the journal click on its name ERN: Optimization Techniques; Programming Models; Dynamic Analysis (Topic) Top Ten and to view all the papers in the journals click on these links link(s) ERN: Optimization Techniques; Programming Models; Dynamic Analysis (Topic) All Papers.
2) We helped a local company, Corporate Governance Consultancy, in designing a software in predicting and assessing coporate risk losses (operational on www.care-web.com, c.f. http://www.maths.sussex.ac.uk/cgi-bin/World/preprints/contents.cgi?id=90)
3) Developed S-risk function which has a remarkable ability in predicting hedge fund investment environment using portfolio approach (cf. http://www.maths.sussex.ac.uk/cgi-bin/World/preprints/contents.cgi?id=88).
4) Developed AR-risk function which has implications in option pricing (c.f. http://www.maths.sussex.ac.uk/cgi-bin/World/preprints/contents.cgi?id=89).
We are currently offering data mining/validation service to outside industrial partners.
My current teaching courses are (links to be added soon):
1) Autumn term
Financial Portfolio Analysis (MSc Financial Mathematics)
2 ) Spring/Summer terms
Mathematical Models in Industry and Finance (MSc Financial Mathematics)
Financial Investment and Corporate Risk Analysis (MSc Financial Investment and Corporate Risk Management)