Chong Sun's site  

Publications:

Submitted:
C. Sun, T. Sheng,  An exploration of a mixed up-downwind scheme for solving Heston volatility model equations variable grids.
Algorithms, published in Jan. 2019. See pdf.

In Preparation:
C. Sun, T. Sheng,  A stable adaptive method for solving a Heston volatility model equation with mixed derivatives. Currently 21 pages.

Invited Talks: 

Center for Astrophysics, Space Physics & Engineering Research, Baylor University, Waco, TX.  April 19, 2017. See slides.

Joint Mathematics Meetings, Contributed talk, San Diego, CA, January 2018. See slides.

Project Paper(s):

Forecasting monthly stock return through unsupervised K-means clustering, neural network and multi-task learning.
See report and presentation slides. The MatLab codes and data can be found on my GitHub page.