External collaboration

Research Institute of Quantitative Finance

Services for external partners

We work with external partners to offer them a range of services including:

  • Customised solutions to modelling and quantification of risk in R/C++/MATLAB/EXCEL VBA
  • Financial modelling and software solutions for portfolio optimisation and pricing of financial derivatives
  • Predictive analytics for financial assets using machine learning and financial econometrics
We also offer specialised industry training programmes covering
  • Fast simulation methods in option pricing and risk management with applications in R/C++• Calibration and back testing of option pricing models such as VG, NIG, and Heston to option price data and historical stock returns
  • Quantitative methods in finance with applications in R/C++
  • Statistical arbitrage trading: theory and practice

Sample lecture videos and training materials are available upon request, please email [email protected]

External members

As well as XJTLU staff members our institute also has a number of external members from academia and industry:

  • Dr Jian Geng, Fixed Income Securities, Wellington Asset Management, USA
  • Dr Kazim Kazimov, Quantitative Associate, Wells Fargo, USA
  • Dr Umut Kuzubas, Bogazici University, Center for Economics and Econometrics, Turkey
  • Professor Giray Okten, Florida State University, Department of Mathematics, USA
  • Professor Thanasi Pantelous, University of Liverpool, Department of Mathematical Sciences, UK
  • Dr Yanjiong Yu, Research Department, Guosen Securities, Shenzhen, China
  • Dr Nan Zhang, CITIC Securities, Shenzhen, China