Navigation

  • About
  • Resume
  • Research Fields
  • Enrollment and Training
  • Course
  • Scientific
  • Academic Achievements
  • Honor
头像

Wu Shujin

  • About

    • Department: Faculty of Economics and Management
    • Gender: male
    • Post: 200062
    • Graduate School: Shanghai Jiao Tong University
    • Degree: PhD
    • Academic Credentials:
    • Tel: +86(21)62233287
    • Email: sjwu@stat.ecnu.edu.cn
    • Office: Room A1701, Science Building, Putuo Campus
    • Address: School of Statistics, East China Normal University,3663 Zhongshan Road (N.), Shanghai 200062, China
    • PostCode: 200062
    • Fax: 021-6223 3223

    WorkExperience

    Jan 2007 to now, Associate Professor, East China Normal University

    Mar 2004 -- Dec 2006, Lecture, East China Normal University

    Jul 2017 -- Aug 2017, Visiting Scholar, University of Wisconsin - Madison, USA

    Jul 2015 -- Aug 2015, Visiting Scholar, Oxford University, UK

    Jul 2014 -- Aug 2014, Visiting Scholar, Oxford University, UK

    Sep 2007 -- Aug 2008, Visiting Scholar, University of Waterloo, Canada

    Jul 2004 -- Aug 2004, Visiting Scholar, University of Macau

    Education

    Mar 2001 -- Feb 2004, Ph.D. candidate, Department of Mathematics, Shanghai Jiao Tong University

    Sep 1998 -- Feb 2001, master student, Department of Applied Mathematics, Shanghai Jiao Tong University

    Resume

    Wu Shujin is an associate professor of East China Normal University. He got his Ph.D. in applied mathematics from Shanghai Jiao Tong University in 2004. He is interested in financial engineering, time series analysis and programmed trading.

    Other Appointments

    1. Reviewer of Mathematical Reviews

    2. Reviewer of Zentralblatt MATH

    Research Fields

    1. Financial Engineering

    2. Analysis of Time Series

    3. Program Trading

    Enrollment and Training

    Course

    1. Main courses:

      Financial Modeling and Computing

      Time Series Analysis

      Financial Mathematics

      Stochastic Processes and their Applications

      Differential Equations


    2. Edited textbooks:

      Wu Shujin, Bi Junna, Financial Modelling, Beijing: Science Press, 2021

    Scientific

    • Wu Shujin, Stochastic delay differential equation with jumps and its applications in optimal investment of insurance surplus. Shanghai Natural Science Fund Project, RMB 100000, 2008/10/01-2010/09/01, No.: 08ZR1407000.

    • Wu Shujin, Approximate periodic time series analysis and its applications in procedural transactions, National Natural Science Fund Project, RMB 600000, 2015/01/01-2018/12/31, No.: 11471120.

    • Wu Shujin, Evaluation on Kunshan civil affairs in 2014, Kunshan Civil Affairs Bureau, RMB 140000, 2014/10/16-2014/12/31, No.: 2015FWR0014.

    • Wu Shujin, Index evaluation on public satisfaction of Kunshan industrial civilization service in 2015, the Publicity Department of Kunshan municipal Party Committee of the CPC, RMB 130000, 2015/08/15-2016/01/31, No.: 2016FWR0013.

    • Wu Shujin, The third party evaluation of Kunshan civil affairs system in 2015, Kunshan Civil Affairs Bureau, RMB 110000, 2015/10/15-2016/01/31, No.: 2016FWR0012.

    • Wu Shujin, Index evaluation on public satisfaction of Kunshan industrial civilization service in 2017, commissioned by the Publicity Department of Kunshan Municipal Committee of the CPC, RMB 145000, 2017/07/15-2017/12/31, contract No.: 2017fwr0467.

    • Wu Shujin, A study on the improvement of the enrollment scheme of Tibet class entrance examination in mainland China, Tibet Education Department (sub project), RMB 100000, May 1, 2018-2018 / 12 / 31, No.: 14101-412131-18282/001.

    Academic Achievements

    Wu Shujin‚ Zhang Shunian (2000), Stability of autonomous difference equations (in Chinese), Mathematica Applicata‚ 53(4)‚ 46-50.

    Wu Shujin‚ Zhang Shunian (2000), Stability of linear difference systems (in Chinese), Journal of Shanghai Jiaotong University‚ 34(8) ‚ 1122-1125.

    Wu Shujin‚ Zhang Shunian (2001), Asymptotic stability theorem and asymptotic stability region on difference systems (in Chinese), Chinese Annals of Mathematics (A), 22‚ 265-270.

    Wu Shujin‚ Zhang Shunian (2001), Stability in terms of two measures for delay difference systems (in Chinese), Journal of Shanghai Jiaotong University‚ 35(12) ‚ 1912-1915.

    Wu Shujin‚ Zhang Shunian (2001), Extreme stability in terms of two measures for delay difference systems (in Chinese), Acta Mathematica Scientia (A), 21‚ 416-423.

    Zhang Shunian‚ Wu Shujin (2001), Stability of one-order autonomous difference equations (in Chinese), Journal of Shanghai Jiaotong University‚ 34(8) ‚ 1119-1121.

    Wu Shujin‚ Zhang Shunian (2001)‚ Stability of difference systems with finite delay‚ Chinese Quarterly Journal of Mathematics‚ 16(4) ‚ 1-6.

    Zhang Shunian‚ Wu Shujin (2001)‚ Stability of delay differential systems by several Liapunov functions‚ Ann. of Diff. Eqs‚ 17(1) ‚ 86-92.

    Wu Shujin‚ Guo Xiaolin‚ Kou Chunhai (2002)‚ Stability analysis in terms of two measures for delay difference systems (in Chinese)‚ Acta Mathematicae Applicatae Sinica (A)‚ 25‚ 448-454.

    Kou Chunhai‚ Zhang Shunian‚ Wu Shujin (2002)‚ Stability analysis in terms of two measures for impulsive differential equations‚ J. London Math. Soc.‚ 66(2)‚ 142-152.

    Guo Xiaolin‚ Duan Yongrui‚ Wu Shujin (2002)‚ Research on profit distribution for the overlapping shares of stock companies (in Chinese)‚ Journal of Shanghai Jiaotong University‚ 36(10)‚ 1533-1536.

    Shujin Wu‚ Chunhai Kou‚ Shunian Zhang (2003), Boundedness in terms of two measures for delay difference equations (in Chinese), Chinese Annals of Mathematics‚ 24A‚ 639-646.

    Wu Shujin‚ Guo Xiaolin (2003)‚ Extreme stability of differential equations with finite delay‚ Journal of Shanghai Jiaotong University‚ E-8(2)‚ 102-107.

    Wu Shujin‚ Guo Xiaolin (2003)‚ Improvements of difference inequalities and integral inequalities‚ Journal of Shanghai Jiaotong University‚ E-8(1)‚ 103-106.

    Wu Shujin‚ Han Dong‚ Meng Xianzhang (2004)‚ p-Moment stability of stochastic differential equations with jumps‚ Applied Mathematics and Computation‚ 152‚ 505-519.

    Wu Shujin‚ Meng Xianzhang (2004)‚ Boundedness of nonlinear differential systems with impulsive effect on random moments‚ Acta Mathematicae Applicatae Sinica‚ 20(1)‚ 147-154.

    Wu Shujin (2005)‚ Exponential stability of differential systems with random impulses (in Chinese)‚ Acta Mathematica Scientia (A)‚ 25(6)‚ 789-798.

    Wu Shujin‚ Han Dong (2005)‚ Exponential stability of impulsive functional differential systems with random impulsive moments‚ Computers & Mathematics with Applications‚ 50(1-2)‚ 321-328.

    Wu Shujin‚ Duan Yongrui (2005)‚ Oscillation‚ stability‚ and boundedness of second-order differential systems with random impulses‚ Computers & Mathematics with Applications‚ 49(9-10)‚ 1375-1386.

    Meng Xianzhang‚ Han Dong‚ Wu Shujin (2005)‚ Ultimate stability of nonlinear impulsive differential equations (in Chinese)‚ Journal of Shanghai Jiaotong University‚ 39(6)‚ 1002-1008.

    Wu Shujin‚ Guo Xiaolin‚ Zhou Yong (2006)‚ p-Moment stability of functional differential equations with random impulses‚ Computers & Mathematics with Applications‚ 52‚ 1683-1694.

    Wu Shujin‚ Guo Xiaolin‚ Lin Songqing (2006)‚ Existence and uniqueness of solutions to random impulsive‚ Acta Mathematicae Applicatae Sinica‚ 22(4)‚ 627-632．

    Shu Lianjie‚ Jiang Wei‚ Wu Shujin (2007)‚ A one-sided EWMA control chart for monitoring process means‚ Communications in Statistics—Simulation and Computation‚ 36‚ 901-920.

    Wu Shujin (2007)‚ The Euler scheme for random impulsive differential equations‚ Applied Mathematics and Computation‚ 191‚ 164-175.

    Wu Shujin‚ Han Dong (2007)‚ Algorithm analysis of Euler scheme for stochastic differential equations with jumps‚ Statistics & Probability Letters‚ 77‚ 211-219.

    Wu Shujin‚ Han Dong‚ Fu Huanning (2008)‚ Existence and uniqueness of stochastic differential equations with random impulses (in Chinese)‚ Acta Mathematica Sinica‚ 51(6)‚ 1041-1052.

    Wu Shujin‚ Guo Xiaolin‚ Zhai Ronghua (2008)‚ Almost sure stability of functional differential equations with random impulses‚ Dynamics of Continuous‚ Discrete and Impulsive Systems Series A: Mathematical Analysis‚ 15‚ 403-415.

    Wu Shujin, Song Qiong, Guo Xiaolin (2010), p-Moment bounedness of functional differential equations with random impulses (in Chinese), Acta Mathematica Scientia, 30A(1), 126-14.

    Zhou Yong, Wu Shujin (2010), Existence and uniqueness of solutions to stochastic differential equations with random impulse under Lipschitz conditions, Chinese Journal of Applied Probability and Statistics, 26(4), 347-356.

    Guo Xiaolin, Wu Shujin (2010), p-Moment boundedness of stochastic differential output systems with finite delay, J. of Math. (PRC), 30(3), 431-438.

    Fu Huanning, Wu Shujin (2010), Optimal dynamic portfolio selection for insurers with investment and reinsurance based on random impulsive model (in Chinese), Chinese Journal of Applied Probability and Statistics, 26(3), 309-322.

    Zhan Mengya, Wu Shujin (2010), The economic capital measurement of property insurance business in the interdependent multi-copula structure (in Chinese), Journal of East China Normal University：Philosophy and Social Sciences Edition, (2), 89-94.

    Zhan Mengya, Wu Shujin (2011), Actuarial Study on Capital Allocation of Insurance Business and the Scale of Business (in Chinese), Chinese Journal of Management Science, 19(5), 87-93.

    Anguraj A., Wu Shujin, Vinodkumar A. (2011), Existence and exponential stability of semilinear functional differential equations with random impulses under non-uniqueness, Nonlinear Analysis: Theory, Methods and Applications, 74(2), 331-342.

    Wu Shujin, Zhou Bin (2011), Existence and uniqueness of stochastic Differential equations with random impulses and Markovian switching under non-Lipschitz conditions, Acta Mathematica Sinica, English Series, 27(3), 519-536.

    Chen Shi, Wu Shujin, Zheng Weian (2013), ETF arbitrage research on China financial markets (in Chinese), Journal of East China Normal University (Natural Science), (5), 144-151.

    Guo Mingming, Wu Shujin, Zhu Xiaoyu (2014), Parameter Estimation of Binomial Model (in Chinese), Chinese Journal of Applied Probability and Statistics, 30(2), 206-212.

    Wu Shujin, Zhu Xiaoyu, Yang Xiao (2015), Analysis of approximately perodic time series, Chinese Journal of Applied Probability and Statistics, 31(2), 199-212.

    Wu Shujin (2016)，On guidance of the Mathematical Contest in Modeling (in Chinese)，Coll. Math.，32(05), 45-48.

    Qian Zhongmin, Yang Yimin, Wu Shujin (2017), A class of multidimensional quadratic BSDEs. arVix: 1703.04153.

    Wu Shujin, Estimation of scale transformation for approximate periodic time series with long-term trend, Journal of Mathematical Research with Applications(accepted, Apr. 2020).

    Wu Shujin, Poisson-Gamma mixture processes and applications to premium calculation, Communications in Statistics - Theory and Methods(accepted, Oct. 2020).

    Wu Shujin, Xu Tong, Analysis of stock splits based on risk theory: empirical evidence from the Chinese Stock Markets,Journal of Systems Science and Information(accepted, Jan 2021).

    Honor

    The excellent undergraduate tutor of East China Normal University in 2006.

    The third prize of multimedia teaching competition of East China Normal University in 2007.

    The excellent instructor of practice and innovation of East China Normal University in 2009.

    The excellent undergraduate tutor of East China Normal University in 2011.

    The excellent instructor of practice and innovation of East China Normal University in 2011.

    The excellent undergraduate tutor of East China Normal University in 2012.

    The NENGDA scholarship of East China Normal University in 2013.

    The first prize of teaching achievements of East China Normal University in 2014.

    The annual teaching contribution award of East China Normal University in 2016.

    The first prize of teaching achievements of East China Normal University in 2017.

    The excellent teaching contribution award of East China Normal University in 2017.

    The first prize of teaching achievement of Shanghai Municipal Education Commission in 2018.

    The best teacher award in the eyes of students of East China Normal University in 2018.