Huang, Rui

时间:2021-11-05浏览:60

Huang, Rui    

Tel: 025-83621991    

Email: huangrui@nju.edu.cn    

Assistant Professor, Department of Finance and Insurance   


Dr. Huang’s research interests include developing statistical methodologies for financial data analysis, with a special focus on time series data. He is also interested in high-dimensional data modeling, sparse models, and their financial applications. Dr. Huang’s work has appeared in Insurance: Mathematics and Economics, Annals of Applied Statistics, and Journal of Time Series Analysis.

 

Huang earned his Ph.D. in statistics from the University of Iowa in 2020. Before that, he obtained his M.Phil. and BSc. in risk management science from The Chinese University of Hong Kong.

 

Research fields  

1.       Statistical finance  

2.       Financial econometrics

3.      Time series analysis

4.       High-dimensional data analysis