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Education and qualifications (3)

University of Michigan–Ann Arbor: Ann Arbor, US

2022-08-29 to 2023-12 | Postdoctoral Assistant Professor (Mathematics)
Qualification
Source: Self-asserted source
Bingyan Han

Chinese University of Hong Kong: New Territories, HK

2016-08-01 to 2020-07-31 | Ph.D. (Statistics)
Qualification
Source: Self-asserted source
Bingyan Han

University of Science and Technology of China: Hefei, Anhui, CN

2012-08-01 to 2016-07-31 | Bachelor (Mathematics)
Education
Source: Self-asserted source
Bingyan Han

Works (13)

Distributionally Robust Kalman Filtering With Volatility Uncertainty

IEEE Transactions on Automatic Control
2024 | Journal article
DOI: 10.1109/TAC.2024.3522192
Contributors: Bingyan Han
Source: check_circle
Crossref

Short Communication: Existence of Markov Equilibrium Control in Discrete Time

SIAM Journal on Financial Mathematics
2023-12-31 | Journal article
DOI: 10.1137/23M1594121
Contributors: Erhan Bayraktar; Bingyan Han
Source: check_circle
Crossref

Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance

Applied Mathematics & Optimization
2022 | Journal article
Source: Self-asserted source
Bingyan Han

Can maker-taker fees prevent algorithmic cooperation in market making?

Proceedings of the Third ACM International Conference on AI in Finance
2022-11-02 | Conference paper
DOI: 10.1145/3533271.3561685
Contributors: Bingyan Han
Source: Self-asserted source
Bingyan Han

Cooperation between independent market makers

Quantitative Finance
2022-11-02 | Journal article
DOI: 10.1080/14697688.2022.2097943
Contributors: Bingyan Han
Source: check_circle
Crossref

COVID-19 and credit risk: A long memory perspective

Insurance: Mathematics and Economics
2022-05 | Journal article
DOI: 10.1016/j.insmatheco.2022.01.008
Contributors: Jie Yin; Bingyan Han; Hoi Ying Wong
Source: check_circle
Crossref

Robust control in a rough environment

Quantitative Finance
2022-03-04 | Journal article
DOI: 10.1080/14697688.2021.1965193
Contributors: Bingyan Han; Hoi Ying Wong
Source: check_circle
Crossref

Mean–Variance Portfolio Selection Under Volterra Heston Model

Applied Mathematics & Optimization
2021-08 | Journal article
DOI: 10.1007/s00245-020-09658-3
Contributors: Bingyan Han; Hoi Ying Wong
Source: check_circle
Crossref

Robust state-dependent mean–variance portfolio selection: a closed-loop approach

Finance and Stochastics
2021-06-10 | Journal article
DOI: 10.1007/s00780-021-00457-4
Part of ISSN: 0949-2984
Part of ISSN: 1432-1122
Source: Self-asserted source
Bingyan Han

Time-Inconsistency with Rough Volatility

SIAM Journal on Financial Mathematics
2021-01 | Journal article
DOI: 10.1137/20M136654X
Contributors: Bingyan Han; Hoi Ying Wong
Source: check_circle
Crossref

Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility

Mathematics and Financial Economics
2020-06-08 | Journal article
DOI: 10.1007/s11579-020-00271-0
Part of ISSN: 1862-9679
Part of ISSN: 1862-9660
Source: Self-asserted source
Bingyan Han

Merton’s portfolio problem under Volterra Heston model

Finance Research Letters
2020-05-20 | Journal article
DOI: 10.1016/j.frl.2020.101580
Part of ISSN: 1544-6123
Source: Self-asserted source
Bingyan Han

Optimal investment and consumption problems under correlation ambiguity

IMA Journal of Management Mathematics
2019-02-18 | Journal article
DOI: 10.1093/imaman/dpz002
Part of ISSN: 1471-678X
Part of ISSN: 1471-6798
Source: Self-asserted source
Bingyan Han

Peer review (2 reviews for 2 publications/grants)

Review activity for Applied mathematics & optimization. (1)
Review activity for Mathematics and financial economics. (1)
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