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Yan Tingjin

  • About

    • Department: School of statistics
    • Gender: male
    • Post: Assistant Professor
    • Graduate School: The Chinese University of Hong Kong
    • Degree: Ph.D.
    • Academic Credentials: Ph.D.
    • Tel:
    • Email: tjyan@fem.ecnu.edu.cn
    • Office: Science Building A1308b
    • Address: Science Building A1308b, Science Building A, No.3663 Zhong-Shan North Road, Putuo District, Shanghai, China, 200062
    • PostCode: 200062
    • Fax: NA

    WorkExperience

    2022.3-present   

    East China Normal University    Assistant Professor

    2021.8-2021.12   

    The Chinese University of Hong Kong    Research Associate



    Education

    2017-2021           The Chinese University of Hong Kong

    PhD in Statistics | Supervisor: Prof. Wong Hoi Ying

    2016-2017           The Chinese Academy of Sciences

    Exchange programme | Supervisor: Prof. Xia Jianming

    2013-2017           Shandong University

    BSc in Mathematics | Supervisor: Prof. Shi Yufeng


    Resume

    Other Appointments

    Research Fields

    Financial Mathematics: Dynamic portfolio selection, Pairs-trading, Optimal execution

    Stochastic Control: Delay effect, Singular control, Time-inconsistency

    Actuarial Sciences: Reinsurance





    Enrollment and Training

    Course

    Python and Financial Analysis


    Scientific

    Academic Achievements

    Honor