Ruoting Gong, Ph.D.
Assistant Professor of Applied Mathematics
Rettaliata Engineering Center, Room 234C
Ph.D. in Mathematics, Georgia Institute of Technology (2012)
M.S. in Statistics, Georgia Institute of Technology (2010)
B.A. in Pure and Applied Mathematics, Tsinghua University (2006)
Research & Accomplishments
Mathematical Finance: Small-Time Asymptotics of Option Prices, with Emphasis on Lévy-Based Models, Stochastic Volatility Models, and General Jump-Diffusion Models.
Probability and Stochastic Processes: Random Sequence Alignments, Lévy Processes, Wiener-Hopf Factorization, Stochastic Control, Stochastic Differential Equations, Feynman-Kac Formula, Stochasitc Partial Differential Equations.
Top Graduate Student Award, School of Mathematics, Georgia Institute of Technology, 2012
Scholarship for Excellent Students, Tsinghua University, 2003-2006
- Y. Liu, X. Chen, L. X. Cai, Q. Chen, R. Gong, and D. Tang. On the Fairness Performance of NOMA-Based Wireless Powered Communication Networks. Submitted, 2018.
- Z. Cheng, I. Cialenco, and R. Gong. Bayesian Estimations for Diagonalizable Bilinear SPDEs. Submitted, 2018. arXiv:1805.11747
- T. R. Bielecki, I. Cialenco, R. Gong, and Y. Huang. Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains ant Its Application. Submitted, 2018. arXiv: 1801.05553
- R. Gong, C. Mou, and A. Swiech. Stochastic Representations for Solutions to Nonlocal Bellman Equations. Submitted, 2017. arXiv:1709.00193
- R. Gong, C. Houdré and U. Islak. A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words. Submitted, 2016. arXiv:1512.05699
- R. Gong and C. Houdré. A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain. Submitted, 2016. arXiv:0911.0956
- Z. Chen, Z. Chen, L. X. Cai, Y. Cheng, and R. Gong. A Stochastic Geometry Analysis of Energy Harvesting in Large Scale Wireless Networks. Forthcoming in the Proceedings of IEEE International Conference on Green Computing and Communications, 2018. arXiv:1806.00669
- I. Cialenco, R. Gong, and Y. Huang. Trajectory Fitting Estimators for SPDEs Driven by Additive Noise. Statistical Inference for Stochastic Processes, 21(1), pp. 1-19, 2018.
- J. E. Figueroa-López. R. Gong, and M. Lorig. Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility. SIAM Journal on Financial Mathematics, 9(1), pp. 347-380, 2018.
- R. Gong, C. Houdré, and J. Lember. Lower Bounds on the Generalized Central Moments of Optimal Alignments Score of Random Sequences. Journal of Theoretical Probability, 31(2), 643 – 683, 2018.
- J. E. Figueroa-López, R. Gong, and C. Houdré. Third-Order Short-Time Expansions for Close-to-the-Money Option Prices under the CGMY Model. Applied Mathematical Finance, 24(6), pp. 547-574, 2018.
- J. E. Figueroa-López, R. Gong, and C. Houdré. High-Order Short-Time Expansions for ATM Option Prices of Exponential Lévy Models. Mathematical Finance, 26(3), pp. 516-557, 2016.