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 |