导航
个人简介
学习经历
工作经历
研究方向
主要论文
主要著作
承担课题,个人信息
姓名： 朱海斌
部门： 经济学院
直属机构： 统计与数据科学系
性别： 男
职务： 助理教授
学位： 博士
毕业院校： 澳门大学
电子邮箱： haibinzhu@jnu.edu.cn
办公地址： 暨南大学经济学院316
通讯地址： 广东省广州市天河区黄埔大道西601号暨南大学经济学院316
联系方式
学习经历
PhD：University of Macau (Mathematics)MS：Rutgers University, New Brunswick (Mathematical Finance)BS：University of Macau (Applied Mathematics)
研究方向
Statistical inference for stochastic processhigh-frequency financial econometricsmachine learning in financebioinformatics
主要论文
Selected Publications: ('*': Corresponding author, '^': Alphabetical order)Accepted:Zhu, H., Bai, L., He, L., & Liu, Z. (2023). Forecasting realized volatility with machine learning: Panel data perspective. Journal of Empirical Finance, 73, 251-271.Zhu, H., & Liu, Z. (2023). On bivariate time-varying price staleness. Journal of Business & Economic Statistics, 1-14.Working Papers:Liu, Z., & Zhu, H.^ (2023). Bias-corrected covariance estimation in presence of price staleness. Submitted. Available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4138067.Zhu, H., Liu, Q., & Liu, Z. (2023). Estimation of volatility functionals with time-varying price staleness. To be submitted.Zhang, T., Wang, C., Zhu, H., & Wong, G. (2023). piRNA target prediction using a Long short-term memory (LSTM)-attention model. To be submitted.Working in Progress:The leverage effect puzzle revisited: Zeros (with Xinbing Kong, Qiang Liu, Zhi Liu)Common or systematic staleness? (With Zhi Liu)
讲授课程
2023-2024 Fall: Quantitative Economics (Graduate) |
