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 in Statistics, University of Manchester, UK
Master, National University of Singapore
Bachelor in Mathematics (OR & Stats), Shandong University
Person Types
- Staff
Fingerprint
Dive into the research topics where Conghua Wen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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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
Projects
- 2 Finished
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Diversification's effect and manager experience on investment efficiency
Hsiao, H-F., Tang, J. & Wen, C., 1 Mar 2024, In: Economic Analysis and Policy. 81, p. 890-900Research output: Contribution to journal › Article › peer-review
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Pricing Chinese Convertible Bonds with Learning-Based Monte Carlo Simulation Model
Zhu, J., Wen, C. & Li, R., 25 Mar 2024, In: Axioms. 13, 4, 218.Research output: Contribution to journal › Article › peer-review
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Does VPIN provide predictive information for realized volatility forecasting: evidence from Chinese stock index futures market
Wen, C., Jia, F. & Hao, J., 7 Apr 2023, In: China Finance Review International. 13, 2, p. 285-303 19 p.Research output: Contribution to journal › Article › peer-review
8 Citations (Scopus) -
Forecasting stock return volatility: Realized volatility-type or duration-based estimators
Fei, T., Liu, X. & Wen, C., Nov 2023, In: Journal of Forecasting. 42, 7, p. 1594-1621 28 p.Research output: Contribution to journal › Article › peer-review
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Pricing Multi-Event-Triggered Catastrophe Bonds Based on a Copula–POT Model
Tang, Y., Wen, C., Ling, C. & Zhang, Y., Aug 2023, In: Risks. 11, 8, 151.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus)
Activities
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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, …
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Axioms (Journal)
Conghua Wen (Editor)
1 Jan 2023 → 31 Dec 2023Activity: Peer-review and editorial work of publications › Editorial work
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mathematical and computational applications (Journal)
Conghua Wen (Editor)
31 Dec 2022 → 31 Dec 2023Activity: Peer-review and editorial work of publications › Editorial work
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The 4th China Derivative Youth Forum
Jia Zhai (Chair), Conghua Wen (Chair), Shimeng Shi (Organiser) & Yingying Wu (Organiser)
10 Jun 2022 → 11 Jun 2022Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …