苑慧玲(YUAN Huiling)

发布时间:2018-11-03   浏览次数:1347

讲师电话:
 
苑慧玲(YUAN Huiling)
电子邮件:yuanhuiling2018@suibe.edu.cn

教育背景

博士(金融统计与风险管理),  2018, 上海财经大学

研究领域

金融计量, 金融风险管理, 衍生品定价.


简介

  2016.9至2017.9 赴美国威斯康星大学麦迪逊分校统计系公派留学,

2018.9至今     任教于上海对外经贸大学统计与信息学院。

 

近几年主要论文

  1. 苑慧玲, 穆燕, 周勇. 一种新的风险度量方法—GVaR. 应用数学学报, 2017, 40(6), 883-893.

  2. 穆燕, 苑慧玲, 周勇. 高频金融数据的积分高维波动率矩阵估计. 中国科学, 2018, 48(2), 319-344.

 

学术交流(报告)

  1. The 8th Annual Conference of Financial Engineering and Financial Risk Management Branch of OR Society of China,  Invited talk,  Xi'An, China,  August 25-August 26, 2018.

  2. The 1st Annual Conference of Financial Econometrics and Risk Management Branch of Management Science and Engineering Society of China,  Invited talk,  Lanzhou, China,  July 14-July 15, 2018.

  3. Academic Forum of Statistics for Doctoral Students in Shanghai, Shanghai University of Finance and Economics, Contributed  talk,  Shanghai, China,  January 6, 2018.

  4. ICSA,  Contributed talk,  Qingdao, China,  June 22-June 25, 2016.