School of Risk ＆ Actuarial - PhD in Actuarial Studies (in progress), UNSW | M.Sc (Bayesian Statistics), University of Helsinki, Finland | BSc (Statistics) Xiangtan University, China
About Jun
Thesis Topic: Efficient Data Cleaning and Inference: Estimation and Portfolio Management using High-Frequency Data
Research Interests
Microstructure noise
Supervisors
- Dr Katja Ignatieva
- Dr Vitali,Alexeev