Yipeng Yang

Yipeng Yang, Ph.D.

Assistant Professor of Mathematics,
College of Science and Engineering

Contact number: 281-283-3737
Email: yangy@uhcl.edu
Office: B3521-5

Biography

  • Ph.D. in Operations Research, 2008, North Carolina State University, Raleigh, NC
  • M.S. in Financial Mathematics, 2007, North Carolina State University, Raleigh, NC
  • M.E. in Control Theory and Engineering, 2003 Shanghai Jiao Tong University, Shanghai, China
  • B.S. in Applied Mathematics, 2001
  • Shanghai Jiao Tong University, Shanghai, China, B.E. in Control Theory and Engineering, 2000, Shanghai Jiao Tong University, Shanghai, China


Areas of Expertise

Optimization, dynamical system and control theory, stochastic process and financial mathematics.


Publications

  1. Yipeng Yang and Allanus Tsoi, A Level Set Analysis and A Nonparametric Regression on S&P500 Daily Return, International  Journal  of  Financial  Studies, 4(3) 1–24, 2016
  2. Y. Charles Li and Yipeng Yang, On the paradox of pesticides, Communicationsin Nonlinear ScienceandNumericalSimulation , 29(1–3) 179–187, 2015
  3. Tao Pang, Yipeng Yang and Dai Zhao, Convergence Studies on Monte Carlo Methods for Pricing Mortgage- Backed Securities, International  Journal  of  Financial  Studies, 3(20) 136–150, 2015
  4. Yipeng Yang, A Multi-dimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form, SIAMJ. Control and Optim., 52(6) 3807–3832, 2014
  5. Yipeng Yang, Refined Solutions of Time Inhomogeneous Optimal Stopping Problem and Zero-sum Game via Dirichlet Form,   Probability  and  Mathematical  Statistics,  34(2) 253–271, 2014
  6. Mou-Hsiung Chang, Tao Pang and Yipeng Yang, A Stochastic Portfolio Optimization Model with Bounded Memory, Mathematics  of  Operations  Research ,  36 i4(11) 604–619, 2011
  7. Mengdi Gu, Yipeng Yang, Shoude Li and Jingyi Zhang, Constant elasticity of variance model for pro- portional reinsurance and investment strategies, Insurance:MathematicsandEconomics, 46(3) 580–587, 2010
  8. Yipeng Yang and Y. Charles Li, The Effect of Synchronous Firing on the Clustering Dynamics of Social Amoebae, Complexity , 20(1) 16–26, 2014
  9. Zhijun Li, Yipeng Yang and Jianxun Li, Adaptive Motion/Force Control of Mobile Under-actuated Manip- ulators with Dynamics Uncertainties by Dynamic Coupling and Output Feedback, IEEETrans. ControlSystemTechnology, 18(5)1068-1079, 2010
  10. Zhijun Li, Jingjing Zhang and Yipeng Yang, Motion Control of Mobile Under-actuated manipulators by Implicit Function Using Support Vector Machines, IETControlTheoryandApplications, 4(11) 2356– 2368, 2010

 


Courses (Current Academic Year)

  • Calculus I, II, III
  • Probability for actuarial exam
  • Financial mathematics for actuarial exam
  • Applied statistical methods
  • Applied stochastic models
  • Advanced calculus
  • Time series analysis
  • Numerical analysis


Research Projects

Optimal control problems in financial engineering such as portfolio management, stability analysis in dynamical systems, optimal stopping problem in game theory, singular stochastic control, stochastic models in bio-systems.


Awards and Accomplishments

  • Barrios Technology Faculty Fellowship, University of Houston - Clear Lake, 2017
  • Faculty Development Fund (FDF),  University of Houston - Clear Lake, 2017
  • Faculty Development Fund (FDF),  University of Houston - Clear Lake, 2015
  • Faculty Research and Support Fund (FRSF), University of Houston - Clear Lake, 2014
  • Faculty Development Fund (FDF),  University of Houston - Clear Lake, 2014