Dr Yi (Sherry) Luo is currently an Assistant Professor of Accounting. Her main research interests lie in financial econometrics, high-frequency volatility modeling, tail risk modeling, machine learning in accounting and finance, and financial accounting (banking specific). She has published in leading international journals, such as the Journal of Financial Econometrics, The British Accounting Review, etc. Her works have been presented at several prestigious conferences, such as the Annual Meeting of SoFiE, IAAE, BAR, FMA Europe, Asia FA, etc. Prior to her work at XJTLU, she was a PhD teaching assistant at Lancaster University. She has rich teaching experience in Econometrics, Financial Accounting, Quantitative Methods in Economics and Statistics. She also contributed to several professional training programmes like Machine Learning in Economics initiated by Timberlake. She holds the certificate of Certified Management Accountant and the license of Certified Public Accountant (Australia).

Dr. Sherry Luo is willing to supervise PhD students who have passion in financial econometrics and financial accounting. Strong logical reasoning and coding skills are essential. 

Financial econometrics

High-frequency financial volatility modeling

Tail risk forecasting

Machine Learning in Accounting and Finance

Financial accounting (Banking-specific)

Assistant Professor of Accounting in XJTLU, 2022 to present

Teaching assistant of Economics in Lancaster University, 2018 to 2022

ACC 207: Econometrics in Accounting and Finance

ACC 103: Introduction of Financial Accounting

ACC 411: Integrated Case Study

ECON 103: Quantitative Methods in Economics (Undergraduate)

ECON 212: Introduction to Econometrics (Undergraduate)

ECON 403: Applied Econometrics (Graduate)

ECON 413: Market Risk Forecasting and Control (Graduate)

ECON 420: Postgraduate Dissertation: Time Series Session (Graduate)