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Curriculum Vita
Room 19**, guangzhou zhou Central Sub-Branch of The People's Bank of China
Guangzhou,Guangdong, China
***@gmail.com
+86***********
Working Experience
Zhengzhou Central Sub-Branch of The People's Bank of China, Jul. 20** - Now
Education
HU Nan University, Sept. 20** - Jul. 20**
Major: Finance
Fields of Research: Experimental Finance and Economics; Financial Econometrics
Degree: Ph.D. in Economics
Wuhan University, Sept. 20** - Jul. 20**
Major: Financial Engineering
Degree: B.S. in Economics
Computing Skills
profcient in SAS, Matlab, R, GAUSS and LATEX
(I have 6 years of experience programming with such languages)
Languages
Chinese(native), English(fluent)
( All my master and doctorial courses are instructed in English; The working language between
me and my Ph.D. thesis supervisor, Professor Jason Shachat.)
Publications
Dynamic Bayesian Model for Evolution of Bubbles, with Zhentao Liu and Haomiao Zuo, Journal of Management Sciences in China, Volume 15 Issue 9(20**), pp74-83
The Impact of Asymmetric and Public Information on Pricing Bubbles in Experimental Asset Markets, with Jason Shachat and Guojin Chen, Securities Market Herald, No. 9 (20**),pp54-61
A Study on Supervising the Development of Shadow Financing, with Wei Chen, Macroeconomic Management, No. 5 (20**),pp65-67
(All publications listed above are in Chinese)
Working Papers
The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation, with Jason Shachat, 20**
Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach, with Sung Park, 20**
Estimating the Moment Generating Function of Index Return from Index Option prices, 20**
Experiences as Teaching Assistant
WISE, Advanced Microeconomics I, master/Ph.D. program, instructing in English, 20** & 20** Fall semesters
WISE, Microeconomics, international master program, instructing in English, 20** Spring semester
WISE, Microeconomics, double degree program in statistics, 20** Fall semester
Academic Presentations
20**
The XMU-UNCC 20** International Symposium on Risk Management and Derivatives, Xiamen, “The Impact of Asymmetric and Public Information on Pricing Bubbles in Experimental Asset Markets”
20** China International Conference on Game Theory and Applications, Qingdao, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
20**
20** CES China Annual Conference, Beijing, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
The 11th China Economics Annual Conference, Shanghai, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
The 2nd Annual Xiamen University International Workshop on Experimental Economics and Finance, Xiamen, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
20**
China Quantitative Economics Annual Conference 20**, Xiamen, “Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach”
The 7th Chinese Finance Annual Meeting, Guangzhou, “Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach”