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

Search results

• STOCK PORTFOLIO RESEARCH BASED ON TIME SERIES PREDICTION MODEL

  Long Bai (Supervisor)

  Jun 2023 → Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Stochastics (Journal)

  Hailiang Yang (Member of editorial board)

  1 Jan 2008 → 30 Jun 2025

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

• Stochastics: An International Journal Of Probability And Stochastic Processes (Journal)

  Jiajun Liu (Reviewer)

  3 May 2023 → 3 Aug 2024

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

• Stochastic Non-Local Transport-Type Equations in Sobolev Space: Well-Posedness, Global Existence, Blow-Up and Stability

  Yingting Miao (Speaker)

  9 Nov 2024 → 10 Nov 2024

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

• Stochastic Models (Journal)

  Long Bai (Reviewer)

  28 Sept 2022 → 11 Nov 2022

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

• Statistics and Probability Letters (Journal)

  Long Bai (Reviewer)

  6 May 2024 → 25 May 2024

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

• Statistics and Probability Letters (Journal)

  Long Bai (Reviewer)

  5 Oct 2024 → 30 Oct 2024

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

• Statistics and Probability Letters (Journal)

  Long Bai (Reviewer)

  8 May 2024 → 28 May 2024

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

• 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

• Static and Dynamic Incentives in Individual Outpatient Claims: Identification and Quantification

  Yuhao Li (Speaker)

  19 Dec 2023

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

• Springer (Publisher)

  Hailiang Yang (Editor)

  1 Oct 2017 → 30 Jun 2025

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

• Southern University of Science and Technology

  Ran Xu (Speaker)

  27 Jun 2024

  Activity: Talk or presentation › Invited talk

• Some Recent Results on Stochastic Transport-Type Equations: Global Existence, Blow-Up and Stability

  Yingting Miao (Speaker)

  16 Dec 2024 → 20 Dec 2024

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

• Smart healthcare: Artificial intelligence leads the modern medical revolution

  Long Bai (Organiser)

  16 May 2024

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

• 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

• SIP Education Bureau (External organisation)

  David Liu (Chair)

  2008

  Activity: Membership › Membership of committee

• Shuang Li, Ph.D. student

  Hailiang Yang (Supervisor)

  1 Jul 2024 → 30 Jun 2028

  Activity: Supervision › PhD Supervision

• Shock Models With a Change Point

  Cihangir Kan (Supervisor)

  1 Jun 2019 → 31 Aug 2019

  Activity: Supervision › Completed SURF Project

• Shize Na, Ph.D. student

  Hailiang Yang (Supervisor)

  1 Jan 2025 → 30 Dec 2028

  Activity: Supervision › PhD Supervision

• Shanghai Jiao Tong University

  Yi Hong (Visiting researcher)

  1 May 2015 → 30 Sept 2017

  Activity: Research visit

• Self-defined master thesis in optimization

  Arodh Lal Karn (Supervisor)

  1 Aug 2024 → 30 Jul 2025

  Activity: Supervision › Master Dissertation Supervision

• Run Shock Models with a change point in shock size distribution

  Cihangir Kan (Speaker)

  24 Jun 2019

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

• Ruin with Insurance and Financial Risks Following the Least Risky Dependence Structure

  Jiajun Liu (Speaker)

  21 Mar 2014 → 23 Mar 2014

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

• Ruin with Insurance and Financial Risks Following a Special Dependence Structure

  Jiajun Liu (Speaker)

  14 May 2014 → 1 Jun 2014

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

• Ruin with Dependent Insurance and Financial Risks in a Discrete-time Risk Model with investment

  Jiajun Liu (Speaker)

  26 Jul 2017 → 30 Jul 2017

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

• Ruin with Dependent Insurance and Financial Risks in a Discrete-time annuity- immediate Risk Model

  Jiajun Liu (Speaker)

  Nov 2015

  Activity: Talk or presentation › Invited talk

• Ruin with Dependent Insurance and Financial Risks in a Discrete-time annuity-immediate Risk Model

  Jiajun Liu (Speaker)

  16 May 2016 → 22 May 2016

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

• Ruin with Dependent Insurance and Financial Risks From light tails to Heavy tails

  Jiajun Liu (Speaker)

  10 Jul 2014 → 12 Jul 2014

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

• Risk Sciences Colloquium: The Genesis

  Ran Xu (Participant)

  17 Jun 2024

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

• Risk Sciences Colloquium: The Genesis

  Jiajun Liu (Participant)

  16 Jun 2024 → 17 Jun 2024

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

• Risk Sciences: From an Actuary's Point of View

  Hailiang Yang (Speaker)

  17 Jun 2024

  Activity: Talk or presentation › Keynote Speech

• Risks (Journal)

  Hailiang Yang (Editor)

  1 Aug 2023 → 31 Dec 2024

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

• Risks (Journal)

  Hailiang Yang (Member of editorial board)

  1 Jan 2020 → 30 Jun 2025

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

• Risk Capital Allocations based on the Higher Moment risk measure in the presence of Extreme Risks

  Jiajun Liu (Speaker)

  3 Jul 2023 → 8 Jul 2023

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

• Risk Analysis for Financial Derivatives

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Revolutionizing Healthcare: Forecasting the Market Size of Wearable Medical Devices in the Big Data-Driven New Health Economy

  Arodh Lal Karn (Supervisor)

  2023

  Activity: Supervision › Completed SURF Project

  File

• Research visit to University of Lausanne in Switzerland

  Long Bai (Participant)

  6 Aug 2023 → 19 Aug 2023

  Activity: Other

• Research on the Factors Influencing the Issuance Scale of Green Bonds from Chinese Commercial Banks

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Research on Term Structure of Dynamic Yield Curves and Applications in China's Bond Markets

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

  1 Dec 2023 → 30 Nov 2026

  Activity: Supervision › PhD Supervision

• Research on Machine Learning-Based Bond Default Risk Prediction

  David Liu (Supervisor)

  Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Research on individual stock trend prediction based on point efficiency theory

  Conghua Wen (Supervisor)

  1 Sept 2023 → 30 Apr 2024

  Activity: Supervision › Master Dissertation Supervision

• Research on Exchange Rate Forecasting Based on ARIMA and Machine Learning

  Xin Xu (Supervisor)

  2023 → …

  Activity: Supervision › Master Dissertation Supervision

• Research on European Option Pricing and Implied Volatility under the Bates Model

  Yi Hong (Supervisor)

  1 Jun 2023 → 31 Dec 2023

  Activity: Supervision › Master Dissertation Supervision

• 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

• 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

• Research on Actuarial Models under Stochastic Interest Rate

  Xin Xu (Supervisor)

  2023 → …

  Activity: Supervision › Master Dissertation Supervision

• Reliablity of Financial System Modelling

  Zhehao Zhang (Supervisor), Xiaojun Zhu (Co-supervisor) & Zhiying Huang (Co-supervisor)

  1 Jul 2024 → 31 Aug 2024

  Activity: Supervision › Completed SURF Project

• Reliability evaluation of discrete time consecutive-k systems

  Cihangir Kan (Speaker)

  1 Jun 2023

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

• Reliability Engineering and System Safety (Journal)

  Xiaojun Zhu (Reviewer)

  2017 → …

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

• Reliability analysis of specific coherent systems

  Cihangir Kan (Supervisor)

  1 Jun 2017 → 30 Aug 2017

  Activity: Supervision › Completed SURF Project