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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• 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

• Factor risk measures

  Long Bai (Organiser)

  4 Dec 2024

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

• Factor Models for Risk Assets

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

  1 Jun 2023 → 31 May 2026

  Activity: Supervision › PhD Supervision

• Extreme Value Analysis of Certain Risk Models

  Long Bai (Supervisor)

  1 Jun 2024 → 31 May 2027

  Activity: Supervision › PhD Supervision

• Extremes of Gaussian Random Fields

  Long Bai (Speaker)

  11 Jul 2021

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

• EXTREMES OF CHI-SQUARE PROCESSES AND APPLICATIONS

  Long Bai (Speaker)

  7 Aug 2023

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

• Extremes for a general contagion risk measure

  Jiajun Liu (Speaker)

  Mar 2022

  Activity: Talk or presentation › Invited talk

• 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

• Exploring Risk Factors and Transmission Routes of H5N1 Avian Influenza to Humans

  Xiaojun Zhu (Supervisor)

  1 Jul 2024 → 31 Aug 2024

  Activity: Supervision › Completed SURF Project

• Exploration of AI Applications in Materials Engineering

  Long Bai (Organiser)

  17 Apr 2024

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

• Expert Systems with Applications (Journal)

  David Liu (Reviewer)

  2023

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

• Excellence Award in the 2024 Seventh "Sinosure Cup" Insurance Creative Design Competition

  Long Bai (Other)

  May 2024

  Activity: Other

• European Actuarial Journal (Journal)

  Jiajun Liu (Reviewer)

  1 Nov 2023 → 12 Jul 2024

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

• European Actuarial Journal (Journal)

  Jiajun Liu (Reviewer)

  12 Jul 2024 → 12 Oct 2024

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

• ESG PERFORMANCE, DIGITAL TRANSFORMATION AND FIRM VALUE

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• ESG Information Disclosure and Stock Price Crash Risk: Insights from the Chinese Market

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Equity-linked Insurance Products: Valuation and Hedging

  Hailiang Yang (Speaker)

  27 Aug 2024

  Activity: Talk or presentation › Invited talk

• Equity-linked insurance products: Valuation and hedging

  Hailiang Yang (Speaker)

  27 Oct 2023 → 30 Oct 2023

  Activity: Talk or presentation › Keynote Speech

• Equity Linked Insurance Products: Valuation and Hedging

  Hailiang Yang (Speaker)

  23 Jan 2024 → 24 Jan 2024

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

• ENTERPRISE GREEN BOND AND CARBON PERFORMANCE: BASED ON IPCC EMISSION FACTOR METHOD ASSESSMENT ANALYSIS

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Empirical Research on Multi-Factor Stock Selection Based on ESG Rating Factor

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Emerging Markets Finance and Trade (Journal)

  Yi Hong (Reviewer)

  27 Apr 2024 → 4 May 2024

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

• Elementary methods in Dimensionality Reduction and Transforms

  Mu He (Supervisor) & Xiaojun Zhu (Co-supervisor)

  1 Jul 2023 → 31 Aug 2023

  Activity: Supervision › Completed SURF Project

• Education Leadership Award

  Long Bai (Other)

  1 Sept 2023 → 31 Aug 2024

  Activity: Other

• Economic Scenario Generation (ESG) for Equity Markets

  Yi Hong (Supervisor), Linglong Yuan (Co-supervisor) & Chen Yang (Supervisor)

  1 Jun 2024 → 31 May 2027

  Activity: Supervision › PhD Supervision

• East Asian Journal on Applied Mathematics (Journal)

  David Liu (Reviewer)

  2019

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

• East Asian Journal on Applied Mathematics (Journal)

  David Liu (Reviewer)

  2020

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

• Dynamic Intrusion Detection in Resource-Constrained Cyber Networks

  Keqin Liu (Speaker)

  1 Jul 2012 → 6 Jul 2012

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

• Dynamic bulge testing

  David Liu (Speaker)

  2002

  Activity: Talk or presentation › Invited talk

• Do housing regulations affect child development? Evidence and mechanisms

  Weijia Zhang (Supervisor)

  1 Jul 2024 → 26 Aug 2024

  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

• Distributed Learning under Imperfect Sensing in Cognitive Radio Networks

  Keqin Liu (Speaker)

  7 Nov 2010 → 10 Nov 2010

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

• Distributed Learning in Cognitive Radio Networks: Multi-Armed Bandit with Distributed Multiple Players

  Keqin Liu (Speaker)

  14 Mar 2010 → 19 Mar 2010

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

• Discuss on “Anomalies as New Hedge Fund Factors: A Machine Learning Approach”

  Ran Xu (Speaker)

  11 Jun 2023

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

• Discrete time approach on linear consecutive-k-out-of-n system

  Cihangir Kan (Speaker)

  1 Jul 2023

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

• Discrete element method and granular dynamics modelling

  David Liu (Speaker)

  2003

  Activity: Talk or presentation › Invited talk

• Diffusions Derived from Branching Diagram

  Youzhou Zhou (Speaker)

  20 Oct 2023

  Activity: Talk or presentation › Invited talk

• Diffusions Derived from Branching Diagram

  Youzhou Zhou (Speaker)

  23 Sept 2023 → 27 Sept 2023

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

• Diffusion Process and its applications in Deep learning

  Youzhou Zhou (Speaker)

  1 Jul 2024 → 5 Jul 2024

  Activity: Talk or presentation › Invited talk

• 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

• Detecting, Tracking, and Exploiting Spectrum Opportunities in Unslotted Primary Systems

  Keqin Liu (Speaker)

  22 Jan 2008 → 24 Jan 2008

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

• Department of Financial Mathematics (Organisational unit)

  David Liu (Chair)

  2007 → 2010

  Activity: Membership › Membership of committee

• Department of Financial and Actuarial Mathematics (Organisational unit)

  David Liu (Member)

  2021

  Activity: Membership › Membership of committee

• DEM-CFD modelling of flows and breakages of small agglomerates (Oral presentation confirmed by the conference)

  David Liu (Speaker)

  1 Jul 2025

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

• Deep Learning in Actuarial Science: Introduction and Applications

  Hailiang Yang (Speaker)

  22 Jul 2023 → 23 Jul 2023

  Activity: Talk or presentation › Keynote Speech

• Deep Learning for Portfolio Risk Management

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Decentralized Multi-Armed Bandit with Multiple Distributed Players

  Keqin Liu (Speaker)

  31 Jan 2010 → 5 Feb 2010

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

• Decentralized Multi-Armed Bandit with Imperfect Observations

  Keqin Liu (Speaker)

  29 Sept 2010 → 1 Oct 2010

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

• Database Support for Emerging Applications

  Arodh Lal Karn (Supervisor)

  1 Aug 2024 → 30 Jul 2025

  Activity: Supervision › Master Dissertation Supervision

• Current Developments in Impact Engineering

  L Liu (Speaker)

  2005

  Activity: Talk or presentation › Invited talk