Prof. Dr. Chenglon Xu | Mathematics| Best Researcher Award 

Professor Chenglong Xu is a leading expert in financial mathematics and computational methods, currently serving as a professor and doctoral supervisor at the School of Mathematics, Shanghai University of Finance and Economics. He holds a PhD in mathematics from Shanghai University and has over three decades of teaching and research experience. His work focuses on risk management, pricing of financial derivatives, stochastic simulation, and machine learning algorithms for fractional differential equations. Professor Xu has published extensively in top international journals and has led multiple national and industry-funded research projects. He is also a recipient of several prestigious awards for teaching excellence and textbook development.

Prof. Dr. Chenglon Xu | Shanghai University of Finance and Economics | China

Profile

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🎓Education

  • Professor Chenglong Xu has a strong academic foundation in mathematics and applied mechanics. He earned his bachelor’s degree from the Department of Mathematics and Mechanics at Southeast University (formerly Nanjing Institute of Technology). He continued at the same institution for his master’s degree. Later, he obtained his PhD in mathematics from Shanghai University through an on-the-job program. His comprehensive educational background laid the groundwork for his contributions to computational mathematics and financial engineering.

👨‍🏫 Experience

  • Professor Xu has held various academic positions over the years. He began his teaching career at Shanghai University (formerly ShanghaiTech University), where he progressed from teaching assistant to associate professor. He served as an associate professor at the School of Mathematical Sciences at Tongji University. He was promoted to professor and doctoral supervisor at the same institution. Since then, he has been a professor and doctoral supervisor at the School of Mathematics, Shanghai University of Finance and Economics. Additionally, he has participated in academic exchanges as a visiting scholar at prestigious institutions such as the Hong Kong University of Science and Technology, the University of California, San Diego, and City University of Hong Kong.

🤝 Awards and Recognition

  • Throughout his academic career, Professor Xu has received numerous awards recognizing his teaching excellence and contributions to curriculum development. He was honored with the Baosteel Outstanding Teacher Award. His work on course development and teaching materials earned the First Prize for Higher Education Teaching Achievement from the Shanghai Municipal Government the same year. In 2008, his efforts were also recognized with a Special Teaching Achievement Award from Tongji University. The textbook “Modern Numerical Computation,” edited by him, was selected as a planned textbook by the Ministry of Industry and Information Technology and later won the Shanghai Excellent Textbook Award. He also led the development of a national high-quality resource sharing course on financial derivatives pricing and a MOOC course on numerical analysis for professional master’s programs in western China.

💡Skills and Certifications

  • Professor Xu possesses deep expertise in financial mathematics, stochastic processes, computational mathematics, and spectral methods for partial differential equations. He is particularly skilled in Monte Carlo simulation, variance reduction techniques, and numerical methods for high-dimensional problems. His collaborative projects with companies such as Sinopec and Roche demonstrate his capability to apply mathematical optimization and modeling to real-world industrial and commercial problems. His comprehensive knowledge base and interdisciplinary approach make him a leading figure in the intersection of mathematics, finance, and computational science.

🔬 Research Focus

  • Professor Xu’s research primarily centers on computational methods in finance and applied mathematics. His major research areas include efficient numerical methods for pricing financial derivatives, stochastic simulation methods, and machine learning algorithms applied to fractional-order partial differential equations. He also works extensively in financial risk management, with particular focus on credit default models and the pricing mechanisms of credit bonds in domestic markets. His research integrates advanced mathematical tools with practical applications in financial engineering, making significant contributions to both theory and industry practice.

🌎Conclusion

  • Professor Chenglong Xu is a distinguished, versatile, and impactful researcher whose contributions to computational finance, stochastic modeling, and numerical mathematics have influenced both academic theory and industrial practice. His leadership in research, curriculum design, and international collaboration positions him as one of China’s foremost scholars in financial mathematics and risk management. His comprehensive body of work, educational impact, and national recognition align perfectly with the criteria for the Best Researcher Award. He exemplifies excellence, innovation, and dedication in academic research and education.

📖Publications

  • Title: A new options pricing method: semi-stochastic kernel regression method with constraints
    Authors: Le Jiang, Chenglong Xu
    Journal: International Journal of Computer Mathematics

  • Title: A new ‘walk on spheres’ type method for fractional diffusion equation in high dimensions based on the Feynman–Kac formulas
    Authors: Bihao Su, Chenglong Xu, Changtao Sheng
    Journal: Applied Mathematics Letters

  • Title: A quick operator splitting method for option pricing
    Authors: Chenglong Xu, Bihao Su, Chan Liu
    Journal: Journal of Computational and Applied Mathematics

  • Title: An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate
    Authors: Chenglong Xu, Yijuan Liang
    Journal: International Journal of Computer Mathematics

  • Title: An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting
    Authors: Chenglong Xu, Feng Yang, Yongchao Sun
    Journal: International Journal of Computer Mathematics

Chenglon Xu | Mathematics | Best Researcher Award
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