Mengdi Zheng

London, United Kingdom United Kingdom

KTP Associate: Catastrophe Risk Research Analyst at University College London & Aspen Re Insurance

Education

I specialise in Mathematical Physics such as the string theory, quantum field theory, and general relativity (master degree), applied math such as probability and scientific computing (phd), and programming (matlab, c/c++, python, r, stata, spss). My PhD thesis was on uncertainty quantification of stochastic systems driven by Levy jump processes. I solve a stochastic system both from deterministic means such as the generalised Fokker-Planck equations and from stochastic means such as fast sampling algorithms (generalised polynomial chaos, stochastic probability collocation methods, sparse grids, mcmc, multi-level monte carlo). Besides that I also specialise in data driven uncertainty quan...