Email: portico-services@ucl.ac.uk
Help Desk: http://www.ucl.ac.uk/ras/portico/helpdesk
- Lecturer (Teaching)
- SSEES
- UCL SLASH
I
joined SSEES as a teaching Fellow in Econometrics.
Previously, I was a research assistant at the University of Glasgow. I taught econometrics tutorials in University of Glasgow and was rewarded as the best tutor of the academic year. I have a BSc in Information System from Northeastern University (China), a MSc in Parallel Computing from University of Edinburgh, and a PhD in Quantitative Finance from University of Glasgow.
I am a finance researcher with interest in risk analysis and statistical
modelling. My recent research focus on the excess return study in currency
market with portfolio approach. I worked with asset pricing model, factor
pricing models, trading strategy development and portfolio analysis.
SEESGS15: Quantitative Methods
SEESGS46: Advanced Quantitative Methods