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