Problem Solver
Mengdi Zheng
Areas Mengdi Zheng is Knowledgeable in:
Mathematics, Engineering, Applied Mathematics, Mathematical Finance
Techniques Mengdi Zheng Uses:
I think problem solving and innovation is heavily based on a complete literature review of what has been done so far already. I evaluate and compare them to come up with a better solution.
Mengdi Zheng's Problem Solving Skills:
- Uncertainty quantification, R, Python, Matlab, C++, C, LaTex
Mengdi Zheng's Problem Solving Experience:
- I developed stochastic sampling methods and deterministic Fokker-Planck equation methods for stochastic systems driven by correlated Levy jump processes that models multipole stock prices driven by correlated Levy jump processes.
I developed adaptive data-driven sampling algorithms for sparse data that is much more efficient than Monte Carlo.
I developed linear approximation algorithms for non-linear stochastic partial differential equations by Wick Malliavin calculus.