and prof philip d. o’neill - the university of ...

and prof philip d. o’neill - the university of ...

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时间:2019-02-24

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1、DrAlanWen,PhD(Manchester,UK),MSc(NUS,Singapore),BSc(Shandong,China)ActingHeadoftheSchoolofMathematicalSciences,2014toNow.CourseDirectorofAppliedMathematics,2011-2013.ContactdetailsOfficeSEB448,UniversityofNottinghamNingboChina(UNNC)TaikangRd199,UniversityPark,Ningbo315100Tel:0086-574-88181

2、407Email:Alan.Wen@nottingham.edu.cnBiographyExpertiseSummaryDrAlanWenhasstudiedandworkedinseveralprestigiousuniversitiesintheworldincludingNationalUniversityofSingapore,UniversityofManchester,UniversityofNottinghamandImperialCollege.BeforejoiningUNNC,heworkedwithmanyleadingmathematicianss

3、uchasProfTushengZhangfromManchesterandProfPhilipD.O’NeillfromNottingham.Hehasdiverseresearchintereststoexploremathematical/statisticalmodellingtechniqueswithapplicationsonEngineering,BusinessandComputerScience.HeworksinvariousresearchcentresatUNNCformultidisciplinaryresearchandwinexternalr

4、esearchgrantsfromresearchcouncils,localgovernmentandlocalindustriesasaprincipalorkeyco-investigator.TeachingFoundationAlgebra(Year1)FoundationCalculus(Year1)EngineeringMathematics(Year2)Probability(Year2)ProbabilisticandStatisticalTechniquesforEngineers(Year3)AnalyticalMethods(MSC)Resear

5、chSupervisionLuMingChenCo-supervisor,2012-2016TianlunFeiPrincipal,2015-2018YangYangPrincipal,2017-2021ScholarshipwillbeprovidedforstudentwithgoodbackgroundinNumericalAnalysisorAppliedProbability/Statistics.PrincipalresearchinterestsNumericalschemesforstochasticsystemsModelselectionswithap

6、plicationonfinancemarketAlgorithmoptimizationRecentPublicationsTseng-ChanTseng,C.H.Wen(correspondingauthor),XiaoquanLiu,XiuzhenChen,TheInformationContentofOpenInterestfortheRealizedRange-basedVolatility:EvidencefromChinesefuturesmarket,ProceedingoftheFourthInternationalConferenceonFutures

7、andOtherDerivatives,Shenzhen,Dec2016.Hsiao-FenHsiao,C.HWen(correspondingauthor),DiZhang,EmotionandinvestmentinefficiencyAnalysiswithCaseStudyofTaiwaneseconglomerates,ProceedingofGlobalEconomy&Governance,InternationalQingdao,Oct,2016.Hsiao-FenHsiao,C.H.Wen(corr

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