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I am a first year quantitative finance and risk management student in the department of mathematics of university of Michigan. Currently i am interested in doing something related with stochastic control problem in math finance ,random matrix theory with asympotic behavior and large deviation theory.

This website is mainly about my project and some paper or thesis i have authorized.

Python in Finance

We use Python in some of our classes, and here is some of my work:

###Python projects


  • Group Theory in Probability(chinese version) this paper has applied the group representation theory to some deck shuffle model and some other probability models. And a probability measure has been defined and we have got some effective results like how can we define a desk is well shuffled with the probability measure.
  • A regression model in simulation population growth this paper has applied the AHP and regression algorithm to conduct a simulation model of population growth, and find out several factors and their weights which can contribute to population change.


I have just start to use Leetcode to solve some math relevant problems, and aim to practice my programming skill in C++. Here is my progress:Leetcode

About me

I am a graduate student at the University of Michigan, in the Quantitative Finance and Risk Management program. I did my undergraduate work in Mathematics and Applied Mathematics at the department of mathematics of University of Science and Technology of China. I’ve done research with the prof.Dangzheng Liu in the fields of the application of group representation theory in probability. My main research interest is related to stochastic control problem in math finance, random matrix theory with some asympotic property and large deviation thoery (mainly considering it’s application in studying the tail distribution or significant potential loss caused by the credit risk).


You can find my Resume here. I can be reached at zeyuz@umich.edu