Department of Financial and Actuarial Mathematics

Activities

Activities per year 1997 2023 2024 2025

• 77 Master Dissertation Supervision
• 71 Presentation at conference/workshop/seminar
• 50 Invited talk
• 42 Organising an event e.g. a conference, workshop, …
• 198 More
  • 37 Participating in an event e.g. a conference, workshop, …
  • 31 Publication Peer-review
  • 27 Completed SURF Project
  • 24 PhD Supervision
  • 22 Editorial work
  • 17 Membership of committee
  • 17 Other
  • 9 Keynote Speech
  • 3 External examiner for PhD thesis
  • 3 Honorary Position
  • 2 Membership of council
  • 2 Further study／education
  • 2 Research visit
  • 1 other membership
  • 1 Apointed Visiting Scholar

Activities per year

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• The Impact of COVID-19 on the Financial Markets: A Case Study of Chinese Gold Market

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• THE IMPACT OF COVID-19 ON STOCK RETURN RATE IN CHINA AND THE UNITED STATES

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• The Impact of Investor Sentiment on the Stock Market Average Variance of FTSE 100 Index during the Pandemic

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• Thoughts on U.S. Treasury Bonds Investment during the Post Pandemic

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• THE IMPACT OF COVID-19 ON STOCK RETURN RATE IN CHINA AND THE UNITED STATES

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• The Impact of Investor Sentiment on the Stock Market Average Variance of FTSE 100 Index during the Pandemic

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• The Impact of COVID-19 on International Financial Markets

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• Transition Density of an infinite-dimensional diffusion with the Jack Parameter

  Youzhou Zhou (Speaker)

  Jun 2022

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• GREENHOUSE GAS EMISSIONS EVALUATION OF GASOLINE INTERNAL COMBUSTION ENGINE VEHICLE AND BATTERY ELECTRIC VEHICLE BASED ON LIFE CYCLE ASSESSMENT

  Long Bai (Supervisor)

  Jun 2022 → Jan 2023

  Activity: Supervision › Master Dissertation Supervision

• A research on sustainability reports on dairy industry

  Zhiying Huang (Supervisor), Xuanwei Cao (Co-supervisor), Yajun Xiao (Co-supervisor), Zhehao Zhang (Co-supervisor) & Xiaojun Zhu (Co-supervisor)

  Jun 2022 → Aug 2022

  Activity: Supervision › Completed SURF Project

• Statistical analysis of the risk factors for COVID-19 vaccine deaths in America

  Long Bai (Supervisor)

  Jun 2022 → Jan 2023

  Activity: Supervision › Master Dissertation Supervision

• Oil price analysis and time series prediction

  Long Bai (Supervisor)

  Jun 2022 → Jan 2023

  Activity: Supervision › Master Dissertation Supervision

• DEVELOPMENT IDEAS FOR STEEL COMPANIES IN THE CONTEXT OF A LOW CARBON ECONOMY

  Long Bai (Supervisor)

  Jun 2022 → Jan 2023

  Activity: Supervision › Master Dissertation Supervision

• Life Cycle Assessment based carbon emissions analysis of light-weighting polymer materials of conventional fuel vehicles in the context of carbon neutrality

  Long Bai (Supervisor)

  Jun 2022 → Jan 2023

  Activity: Supervision › Master Dissertation Supervision

• Correcting estimation bias in regime switching dynamic term structure models

  Liu Liu (Speaker)

  13 May 2022

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• Research on China's Corporate Bonds and Applications for Asset-Liability Management (ALM)

  Yi Hong (Supervisor) & Linglong Yuan (Co-supervisor)

  1 Mar 2022 → 28 Feb 2026

  Activity: Supervision › PhD Supervision

• Extremes for a general contagion risk measure

  Jiajun Liu (Speaker)

  Mar 2022

  Activity: Talk or presentation › Invited talk

• Methodology and Computing in Applied Probability (Journal)

  Ran Xu (Reviewer)

  25 Jan 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Probability in the Engineering and Informational Sciences (Journal)

  Ran Xu (Reviewer)

  4 Jan 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Research on Credit Risk Assessment Method Based on Deep Learning

  Conghua Wen (Supervisor), Linglong Yuan (Co-supervisor) & Qiang Niu (Co-supervisor)

  1 Jan 2022 → 30 Dec 2025

  Activity: Supervision › PhD Supervision

• Sliding mode control and application

  Gang Liu (Supervisor), Chi-Kun Lin (Supervisor) & Qiang Niu (Supervisor)

  1 Jan 2022 → 31 Dec 2025

  Activity: Supervision › PhD Supervision

• Financial crisis early warning systems with market interdependence: A data-driven approach

  Conghua Wen (Supervisor), Corina Constantinescu (Co-supervisor), Lu Zong (Co-supervisor) & Jia Zhai (Co-supervisor)

  1 Jan 2022 → 30 Dec 2025

  Activity: Supervision › PhD Supervision

• Supervision of PhD

  David Liu (Co-supervisor)

  2022

  Activity: Supervision › PhD Supervision

• IPAP - PhD

  David Liu (External PhD examiner)

  2022

  Activity: Supervision › External examiner for PhD thesis

• Acta Mechanica et Automatica (Journal)

  David Liu (Reviewer)

  2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Supervisor of four master students

  David Liu (Supervisor)

  2022

  Activity: Supervision › Master Dissertation Supervision

• Jiangsu Association for Applied Statistics (External organisation)

  Keqin Liu (Member)

  2022 → 2026

  Activity: Membership › Membership of council

• Optimal dividend strategy under Parisian ruin with affine penalty

  Ran Xu (Speaker)

  16 Dec 2021

  Activity: Talk or presentation › Invited talk

• Optimal dividend strategy under Parisian ruin with affine penalty

  Ran Xu (Speaker)

  12 Dec 2021

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• The First International Conference on Statistics, Applied Mathematics and Computing Science

  Keqin Liu (Chair)

  27 Nov 2021

  Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …

• Multi-Armed Bandit Theory and Applications

  Keqin Liu (Speaker)

  25 Oct 2021

  Activity: Talk or presentation › Invited talk

• Workshop on Extreme Value Analysis and its Applications

  Long Bai (Organiser) & Chengxiu Ling (Organiser)

  13 Jul 2021 → 16 Jul 2021

  Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …

• Extremes of Gaussian Random Fields

  Long Bai (Speaker)

  11 Jul 2021

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• Asymptotic expansions and precise deviations in the Kingman coalescent

  Youzhou Zhou (Speaker)

  9 Jul 2021 → 13 Jul 2021

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• General drawdown-based dividend control with fixed transaction costs for spectrally negative Lévy risk processes

  Ran Xu (Speaker)

  5 Jul 2021 → 9 Jul 2021

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• Extremes for a general contagion risk measure

  Jiajun Liu (Speaker)

  5 Jul 2021 → 9 Jul 2021

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• The analysis and forecast of the Chinese market efficiency

  Xiaojun Zhu (Co-supervisor)

  1 Jul 2021 → 30 Aug 2021

  Activity: Supervision › Completed SURF Project

• Master Dissertation (Xiaofan Xu/1613503)

  Yi Hong (Supervisor)

  1 Jun 2021 → 31 Dec 2021

  Activity: Supervision › Master Dissertation Supervision

• Reliability Analysis of Repairable System: Discrete Time Approach

  Cihangir Kan (Supervisor)

  1 Jun 2021 → 31 Aug 2021

  Activity: Supervision › Completed SURF Project

• Master Dissertation (Yi Zhang/1611701)

  Yi Hong (Supervisor)

  1 Jun 2021 → 31 Dec 2021

  Activity: Supervision › Master Dissertation Supervision

• The Analysis and Forecast of Chinese Market Efficiency

  Zhehao Zhang (Supervisor)

  1 Jun 2021 → 31 Aug 2021

  Activity: Supervision › Completed SURF Project

• DIVERSITY IN MATHEMATICS LEARNINGS:In Aspects of Learning Styles and Empirical Experiences

  Long Bai (Supervisor)

  Jun 2021 → Aug 2021

  Activity: Supervision › Completed SURF Project

• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes.

  Ran Xu (Speaker)

  15 May 2021

  Activity: Talk or presentation › Invited talk

• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes.

  Ran Xu (Speaker)

  21 Apr 2021

  Activity: Talk or presentation › Invited talk

• Open Access Journal Research Centre, Co-organized by SciDataS (Publisher)

  David Liu (Editor)

  2021

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Supervision of a master student leading to graduation

  David Liu (Supervisor)

  2021

  Activity: Supervision › Master Dissertation Supervision

• Supervision of PhD

  David Liu (Co-supervisor)

  2021

  Activity: Supervision › PhD Supervision

• Quality Technology and Quantitative Management (Journal)

  Xiaojun Zhu (Reviewer)

  2021 → …

  Activity: Peer-review and editorial work of publications › Editorial work

• Department of Financial and Actuarial Mathematics (Organisational unit)

  David Liu (Member)

  2021

  Activity: Membership › Membership of committee

• IEEE Transactions on Neural Networks and Learning Systems (Journal)

  David Liu (Reviewer)

  2021

  Activity: Peer-review and editorial work of publications › Publication Peer-review