Education Experience

1978/3 --1982/1 Mathematics Bachelor of Science University of Qiqihar

1986/9 --1989/1 Mathematics MPhil Harbin Institute of Technology

1992/9 --1993/9 Mathematics PhD Candidate Institute of Mathematics Academia Sinica

1993/10--1996/8 Mathematics PhD Hong Kong University of Science & Technology

Work Experience

1977/8 --1978/2 Worker Wu Lu Bu Tie Woodland, Dayangshu Forestry

1982/3 --1988/7 Teaching Assistant Dept of Math.Qiqihar Normal Insititute

1996/9 --1998/5 PostDoc Fellow Institute of Mathematics Academia Sinica

1998/6 --2001/6 Associate Prof. Dept of Statistics Renmin University of China

2001/7 --Present Professor School of Statistics Renmin University of China

Short Term Employment

Jan -July 1997, Research Associate Hong Kong University of Science & Technology

May--July,2000, Feb.-April, Nov.-Dec.2005,Dept of Math. University of Georgia

Aug.,2005--Feb.2006，Senior Visiting Scholar Dept of Math. Wanyne State University

Grants

Key Research Projects of Key research institute in University: Study on high-frequency data based on Chinese financial market microstructure 2006-2009

NNSFC: BSDE, nonlinear mathematical expectation and Applications 2008-2010

Key Research Projects of RUC: Study on some major issues on Chinese financial market based on high-frequency data 2009-2012

NNSFC: Study on the extreme risk measure of stock market based on high frequency data 2011-2013

NNSFC: Research on Panel data dynamic factor model in asset allocation 2013-2016

NNSFC: Asymmetric Stochastic Volatility Model and its application in Financial Risk Management 2015-2018

Key Research Projects of Key research institute in University: Some Frontier Issues in Financial Risk Measurement and Management 2014-2016

Courses

Probability Theory, Mathematical Statistics, Mathematical Statistics Higher, Higher Probability Theory, Measure Theory, Stochastic Analysis, Stochastic Processes, Stochastic Differential Equations, Financial Economics, Mathematical Analysis, Real Analysis

Research Interest

Financial stochastic analysis, high-frequency financial data analysis, mathematical finance