Applied Mathematics | Quantitative Research | Scientific Computing
I am a 2026 University of Sydney graduate working across stochastic modeling, nonlinear dynamics, numerical methods, and quantitative finance. I am especially interested in turning mathematical ideas into reproducible computational research.
Breakdown of Adiabatic Scaling and Noise-Induced Functional Synchronization in Deeply Quiescent Excitable Systems
Single-author preprint; revised manuscript submitted to Chaos: An Interdisciplinary Journal of Nonlinear Science (August 2026).
This work studies coherence resonance, multiplicative noise, and noise-induced functional synchronization in deeply quiescent excitable systems.
Co-first-author work on splitting algorithms for cascaded monotone equilibrium systems, accepted for an oral presentation at the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2026) at the University of Waterloo, Canada.
- Portfolio Optimization Toolkit — constrained mean-variance optimization, covariance-matrix stabilization, stress testing, and risk-profile analysis.
- Liver Dynamics Analysis — matrix-exponential and RK45 methods for continuous-time compartmental systems with irregular observations.
- MonDEQ Numerical Solver — PyTorch implementations of splitting methods for coupled monotone equilibrium systems.
- Quantitative Trading Intern — XY Investments, Shanghai
May 2026 – August 2026
- Bachelor of Science, University of Sydney, 2026
- Double major in Mathematics and Financial Mathematics & Statistics
- Minor in Computer Science
- Denison Research Scholarship, University of Sydney
- Engineering Vacation Research Internship Scholarship, University of Sydney
- Mathematics: stochastic modeling, dynamical systems, nonlinear dynamics, numerical analysis, optimization, and quantitative finance
- Programming: Python (PyTorch, NumPy, SciPy, Pandas, JAX, Numba), R, MATLAB, and SQL
- Tools: Git, Linux, LaTeX, and XPPAUT
- Mandarin: Native
- English: Professional working proficiency (C1)
- German: Intermediate (B1)
- Swedish: Elementary (A2)
I enjoy shoegaze, post-rock, space rock, and psychedelic rock, and I play electric guitar and collect physical music releases. I also travel independently, particularly through remote regions and long-distance overland routes.
Other interests include Go (Weiqi), traditional Chinese poetry, and Daoist philosophy.
Contact: wuyefan718@gmail.com