Qi Feng
Economics, Econometrics and Finance · Purdue University West Lafayette
Publications
24
Citations
66
Est. group size
—
Recurring co-author estimate
Active years
23
Publishing since 2004
Qi Feng works at the intersection of probability theory, stochastic analysis, and financial mathematics, with methods drawn from geometry (Riemannian and sub-Riemannian analysis) and differential equations. Their work includes developing numerical and deep-learning-based algorithms for pricing and control problems in finance, as well as more theoretical studies of stochastic differential equations, entropy dissipation, and signature processes used to analyze paths of random processes. More recent work extends into operations research topics such as healthcare appointment scheduling and data analytics methods.
Publication output has been modest and somewhat irregular over the last decade, rising to a peak around 2020 and then slowing in recent years, with an average of about 1.2 papers per year over the last five years.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- Transfer Learning, Cross Learning and Co-Learning with Operational Data Analytics (ODA)
Management Science · 2026
- Appointment Scheduling of Outpatient Clinical Services Under Uncertain Patient Flows
Operations Research · 2026
- Deep Signature Algorithm for Multidimensional Path-Dependent Options
SIAM Journal on Financial Mathematics · 2024
- Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold
Entropy · 2023
- Cubature Method for Stochastic Volterra Integral Equations
SIAM Journal on Financial Mathematics · 2023
- Deep signature FBSDE algorithm
Numerical Algebra Control and Optimization · 2022
- Hypoelliptic entropy dissipation for stochastic differential equations
arXiv (Cornell University) · 2021
- Deep Signature FBSDE Algorithm
arXiv (Cornell University) · 2021
- Cubature Method for Stochastic Volterra Integral Equations
arXiv (Cornell University) · 2021
- Density of the signature process of fBm
Transactions of the American Mathematical Society · 2020
- Taylor Expansions and Castell Estimates for Solutions of Stochastic Differential Equations Driven by Rough Paths
Journal of Stochastic Analysis · 2020
- Sub-Riemannian Ricci curvature via generalized Gamma $z$ calculus
arXiv (Cornell University) · 2020
- Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations
arXiv (Cornell University) · 2020
- Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
Journal of Functional Analysis · 2019
- Generalized Gamma $z$ calculus via sub-Riemannian density manifold
arXiv (Cornell University) · 2019
- arXiv (Cornell University)×9
- SIAM Journal on Financial Mathematics×2
- Entropy×1
- Journal of Functional Analysis×1
- Numerical Algebra Control and Optimization×1
- Parisa Fatheddin
Economics, Econometrics and Finance · The Ohio State University
- Samy Tindel
Economics, Econometrics and Finance · Purdue University West Lafayette
- Kiseop Lee
Economics, Econometrics and Finance · Purdue University West Lafayette
- Nathan Glatt-Holtz
Economics, Econometrics and Finance · Indiana University
- Zachary Selk
Economics, Econometrics and Finance · Purdue University West Lafayette
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 20, 2026.
Claim or correct this profile