Projects per year
Personal profile
Personal profile
Prof. Conghua (Alan) Wen has studied and worked in several prestigious universities. He has diverse research interests to explore mathematical/statistical modelling techniques with applications on Engineering, Business and Finance. He delivered multidisciplinary research and won external research grants from research councils, local government and local industries as the principal or core co-investigator.
Research interests
Stochastic Process
Numerical Solutions on Stochastic Models
Model Estimation and Model Selection
Experience
Professor & Deputy Dean, School of Mathematics and Physics, XJTLU, 2022 to now.
Deputy Dean, School of Science, XJTLU.
HoD, Financial Mathematics, Statistics and Actuarial Science, XJTLU.
Founding Head, School of Mathematics, University of Nottingham Ningbo China (UNNC), 2011 to 2018
Senior Research Fellow, Imperial College, London.
Research Fellow in Statistics, University of Nottingham.
Teaching
Current PhD students: Junwei Wei (2021), Jiahui Xi (2022), Yinuo wang (2022), Xiao Lin (2023), Ying Xu (2023).
PhD students: Tianlun Fei, Yang Yang, completed as principal supervisor
MSc in Financial Mathematics Dissertation Projects
Final Year Projects (FYPs)
MTH113 Introduction to Probability and Statistics
MTH303 Linear Statistical Models
MTH404 Advanced Statistics
Awards and honours
Wenzhou 580 Oversea Talent Program
Ningbo municipal Top Leader Cultivation
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
PhD, University of Manchester, UK
MSc, National University of Singapore
BSc (Mathematics), Shandong University
Person Types
- Staff
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Big data based analytics on consuming behavior models
1/09/23 → 31/08/26
Project: Collaborative Research Project
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A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19
Xi, J., Wen, C., Tang, Y. & Zhao, F., Dec 2024, In: Financial Innovation. 10, 1, 135.Research output: Contribution to journal › Article › peer-review
Open Access -
Diversification's effect and manager experience on investment efficiency
Hsiao, H-F., Tang, J. & Wen, C., Mar 2024, In: Economic Analysis and Policy. 81, p. 890-900 11 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Extreme Behavior of Competing Risks with Random Sample Size
Bai, L., Hu, K., Wen, C., Tan, Z. & Ling, C., 21 Aug 2024, In: Axioms. 13, 08Research output: Contribution to journal › Article › peer-review
Open Access -
Implied Volatility is (almost) Past-Dependent : linear vs non-linear models
Wen, C., Zhai, J., Wang, Y. & Cao, Y., 30 Jun 2024, In: International Review of Financial Analysis. 95, Part BResearch output: Contribution to journal › Article › peer-review
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Predicting Chinese Bond Risk Premium with Machine Learning
Zhai, J., Xi, J., Wen, C. & Zong, L., Dec 2024, In: European Journal of Finance.Research output: Contribution to journal › Article › peer-review
Activities
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Commitee of PhD Viva
Conghua Wen (Chair)
1 Sept 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Annual Symposium of XJTLU Research Institute of Quantitative Finance
Conghua Wen (Member of programme committee)
2 Aug 2024 → 3 Aug 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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International Conference on Insurance and Actuarial Science
Conghua Wen (Member of programme committee)
14 Jun 2024 → 16 Jun 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Actuarial Science and Quantitative Finance Workshop
Conghua Wen (Organiser)
9 Mar 2024 → 10 Mar 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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XJTLU-UOL-XJTU joint workshop
Conghua Wen (Chair)
23 Jan 2024 → 24 Jan 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …