• Source: Scopus
  • Calculated based on no. of publications stored in Pure and citations from Scopus
20162021

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Personal profile

Research Interests

  • Asset pricing
  • Applied econometrics

Personal profile

2019/09 - now: University of Nottingham Ningbo China, Teaching Fellow

Expertise Summary

Quantitative finance has been well developed in western countries. The majority trading (over 70%) have been implemented in quantitative approach. However, the choice of good algorithms/models has caused practitioners unexpected challenges during the crisis time. Topics on model selection is an important part of any statistical analysis, and indeed is central to the pursuit of science in general. Many authors have examined this question, from both frequentist and Bayesian perspectives, and many tools for selecting the “best model" have been suggested in the literature. Quantitative trading is just in its initial developing stage in China due to the immature finance market and limited products to trade (The 1st quantitative fund just started to trade in China from 2009). Hence the study of model selections in quantitative finance for the Chinese markets has both great scientific and economy values. The expected outcome will provide criteria of models selections for trading and investment in the Chinese stock market.

Teaching

Analytical and Computational Foundations (MATH1028)

Mathematical Methods for Architectural and Environmental Engineering (MATH1046)

Mathematical Methods for Chemical and Environmental Engineering (MATH1047)

Mathematical Methods for Civil Engineering (MATH1031)

Mathematics for Engineers (MMME1042) 

Person Types

  • Staff

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