Ruoting Gong, Ph.D.
Assistant Professor of Applied Mathematics
Rettaliata Engineering Center, Room 234C
Tuesdays and Thursdays 2:00 - 3:00 PM
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: Lévy Processes, Wiener-Hopf Factorization, Stochastic Control, Feynman-Kac Formula, Statistical Inference for SPDEs, Random Sequence Alignments.
Top Graduate Student Award, School of Mathematics, Georgia Institute of Technology, 2012
Scholarship for Excellent Students, Tsinghua University, 2003-2006
- T. R. Bielecki, Z. Cheng, I. Cialenco, and R. Gong. Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains. Submitted, 2019. arXiv:1902.10850
- R. Gong and C. Houdre. A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain. Submitted, 2019. arXiv:0911.0956
- Z. Cheng, I. Cialenco, and R. Gong. Bayesian Estimations for Diagonalizable Bilinear SPDEs. Forthcoming in Stochastic Processes and Their Applications, 2019+. DOI:10.1016/j.spa.2019.03.020
- T. R. Bielecki, I. Cialenco, R. Gong, and Y. Huang. Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains ant Its Application. Forthcoming in Probability and Mathematical Statistics, 2019+. arXiv:1801.05553
- R. Gong, C. Mou, and A. Swiech. Stochastic Representations for Solutions to Nonlocal Bellman Equations. Forthcoming in The Annals of Applied Probability, 2019+. arXiv:1709.00193
- 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. Forthcoming in Proceedings of IEEE International Conference on Communications, 2019.
- Z. Chen, Z. Chen, L. X. Cai, Y. Cheng, and R. Gong. A Stochastic Geometry Analysis of Energy Harvesting in Large Scale Wireless Networks. Proceedings of IEEE International Conference on Green Computing and Communications, 280–286, 2018.
- I. Cialenco, R. Gong, and Y. Huang. Trajectory Fitting Estimators for SPDEs Driven by Additive Noise. Statistical Inference for Stochastic Processes, 21(1), 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), 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. Houdre. Third-Order Short-Time Expansions for Close-to-the-Money Option Prices under the CGMY Model. Applied Mathematical Finance, 24(6), 547–574, 2018.
- J. E. Figueroa-López, R. Gong, and C. Houdre. High-Order Short-Time Expansions for ATM Option Prices of Exponential Lévy Models. Mathematical Finance, 26(3), 516–557, 2016.