Yingying Zhang, a PhD candidate in mathematics from the Faculty of Science and Technology (FST) of the University of Macau (UM), won the third prize at the Fourth East Asia Society for Industrial and Applied Mathematics (EASIAM) Conference. He was the unique Chinese student of the winners.
The EASIAM Conference was held from 10-12 October 2008 in National Institute for Mathematical Sciences, Daejeon, Korea. The participants were from the United States and nine other countries or regions in the East Asia. The judge committee for the competition was comprised by five internationally renowned mathematicians, including Prof. Tao Tang from Hong Kong Baptist University, Prof. Raymond H. Chan from the Chinese University of Hong Kong, Prof. Zuowei Shen from the National University of Singapore, Prof. Dongwoo Sheen from Seoul National University, and Prof. Hisashi Okamoto from Kyoto University. Six outstanding students awarded the prizes after a rigid assessment of the papers.
Under the supervision of Prof. Xiaoqing Jin, Yingying Zhang began his PhD study in Mathematics at UM last year. In his awarded paper, entitled “A Family of Generating Functions with Its Application in Pricing Options”, he proposed a family of generating functions (FGF) from the classical single generating function, which provides a rigorous theoretical basis for the convergence analysis of the conjugate gradient method to more general Toeplitz systems. The FGF was successfully employed to solve the problem from option pricing with jumps-diffusion model.
EASIAM, founded in 1998, is the East Asia section of SIAM. It promotes the application of mathematics to science, engineering and technology in the East Asia; improves the basic research and education of mathematics that support application in science and technology in this region; pushes the multidisciplinary research in science and engineering related with mathematics. The EASIAM Conference is held annually to provide academic exchanges among scientists in the East Asia regions.
Yingying Zhang belongs to the Research Group on Computational Mathematics (RGOCM), Department of Mathematics, FST, UM. Under the direction of Prof. Xiaoqing Jin, RGOCM forms a stronger research team and has made great achievements in recent years. A book of the proceedings on Recent Advances in Computational Mathematics, edited by Prof. Xiaoqing Jin, Prof. Deng Ding and Dr. Haiwei Sun, was lately published by the International Press in Boston.
Caption: Yingying Zhang (right) and his supervisor Prof. Xiaoqing Jin
