我们的博士生

我们的博士生
Name XJTLU Principal Supervisor Project Title
Kai He Hasanjan Sayit; Pricing problems under L´evy and Regime Switching Models
Ye Ma Lu Zong; Geostatistical Analysis of Macro- and Micro- Housing Markets in China: A Dynamical Spatio-Temporal Modeling Approach
Ting Zhang Dejun Xie; Towards a more scientific and rigorous debt management: investigation of numerical and simulation approaches
Junwei Wei Conghua Wen; Bayesian Methods for Stochastic Epidemic Models
Zhiqi Peng Youzhou Zhou; Lambda Fleming-Viot process and its related problem
Maochun Xu Yi Hong; Research on China’s Credit Corporate Bonds and Applications for Asset-Liability Management (ALM)
Jiacheng Xiao Xiaojun Zhu; Telematics Data Pricing System based on Hybrid CNN-LSTM Machine Learning Model
Jiahao Qin Lu Zong; Information Extraction and Analysis of Broker Research Reports
Qingxin Yi Jiajun Liu; Measuring Tail Operational Risk under Extreme Value Theory
Wenhan Zhang Xiaojun Zhu; Non-Parametric and Semi-Parametric Inference for One-Shot Devices under Accelerated life-test
Weiran Li Jiajun Liu; Measuring Systemic Risk via Extreme Value Theory and Asymptotic Approach
Jiawei Du Yi Hong; Research on Term Structure of Interest Rates and Applications in China’s Bond Markets
Ruoyu Sun Hasanjan Sayit; The deep residual network-based deep reinforcement learning framework for portfolio management
Nuerxiati Abudurexiti Hasanjan Sayit; Calibration of option pricing models with fractional Brownian motion and jumps
Yinuo Wang Conghua Wen; Research on Financial Credit Risk Assessment Method Based on Deep Learning
Mianmian Chen Dejun Xie; The Optimal Allocation Scheme for Carbon Emission Budget
Dongdong Hu Hasanjan Sayit; On estimating risk neutral density function by option prices
Yujian Liu Dejun Xie; Identification and prediction of financial risk factors in Investment portfolio – Analysis based on machine learning models.
Yingling Wang Jiajun Liu; Interplay of Dependent Insurance and Financial Risks in a Catastrophic risk model
Zhendong Zhang Yi Hong; A Risk Factor Model on Financial Assets
Jiahui Xi Conghua Wen; Financial crisis early warning systems with market interdependence: A data driven approach
Zizhu Wang Yi Hong; Machine Learning in Stock and Futures Markets