1. Financial Engineering and Risk Management, Portfolio Selection Theory;
2. The Applications of Stochastic Control Method in Finance and Insurance;
3. Machine Learning and Its Financial Application.
Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu (2020). Dividend optimization for jump-diffusion model with solvency constraints, Operations Research Letters, 48, 170-175
Yongwu Li, Zuo Quan Xu. Optimal insurance design with a bonus, Insurance: Mathematics and Economics, 2017, 77, 111-118
Yongwu Li, Shouyang Wang, Yan Zeng, Han Qiao. Equilibrium investment strategy for a DC plan with partial information and mean-variance criterion, IEEE Systems Journal, 2017, 11(3), 1492-1504
Yongwu Li, Zhongfei Li, Yan Zeng. Equilibrium dividend strategy with non-exponential discounting in a dual model, Journal of Optimization Theory and Applications, 2016, 168(2), 699-722
Yongwu Li, Han Qiao, Shouyang Wang, Ling Zhang. Time-consistent investment strategy under partial information, Insurance: Mathematics and Economics, 2015, 65, 187-197
Yongwu Li, Zhongfei Li. Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion, Insurance: Mathematics and Economics, 2013, 53(1), 86-97
Yongwu Li currently is an Associate Professor and master supervisor of School of Economics and Management, Beijing University of technology. His research interests include financial engineering, mathematic finance, and the applications of stochastic control and optimization methods in operations research.