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杜娟


一、基本信息

杜娟,73882必赢网页版,博士,讲师

二、教育背景

2011.09-2015.08  利物浦大学,金融数学学士

2011.09-2015.08  西交利物浦大学,金融数学学士

2015.08-2016.08 新加坡国立大学,数量金融硕士

2016.12-2020.04 利物浦大学, 数学科学(金融数学)博士

三、工作经历

2020.09-至今 73882必赢网页版,讲师

四、研究方向

机器学习、量化投资、算法交易、实证资产定价

五、主要论文

Juan Du. Machine learning based trading strategies for the Chinese stock market (Submitted)

Juan Du. Empirical differences between the overnight and day trading hour returns: evidence from the Chinese commodity futures, China Finance Review International, 2018, Vol. 8 Issue: 3, pp.315-331

六、学术会议

5th symposium on quantitative finance and risk analysis (QFRA 2019), Kos Island, Greece, 2019.06, Speaker

The second international conference on physics, mathematics and statistics (ICPMS 2019)Hangzhou, China, 2019.05, Reviewer

2018 International Conference on Algorithms, Computing and Artificial Intelligence (ACAI 2018)SanyaChina2018.12, Co-author

The fourth young researchers meeting on BSDEs, nonlinear expectations and mathematical financeShanghai, China, 2018.04, Speaker

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