Jeffrey Chu
职称:讲师 职务: 邮箱:2008.09-2011.07学士,经济学,英国曼彻斯特大学
2011.09-2012.09硕士,经济学,英国曼彻斯特大学
2014.09-2018.01博士,金融数学,英国曼彻斯特大学
2018.09-2020.01讲师,统计学院,西班牙马德里卡洛斯三世大学
2017.10-2018.06博士后,数学学院,英国曼彻斯特大学
“The good, the bad, and the trendy: the role of sentiment-based trading in the cryptocurrency markets, and the case for a unique lexicon” (FRG20-M) 沙迦美国大学学院研究项目,2020-2022,外聘专家,在研中
“Understanding the role of active and passive portfolios in high frequency cryptocurrency trading” (FRG19-S135) 沙迦美国大学学院研究项目,2019-2021,共同项目负责人,在研中
“Actuarial Applications of Blockchain and Cryptocurrencies” (EFRG18-SCR-CAS-72) 沙迦美国大学EFRG Smart Cities项目,2018-2020,外聘专家,在研中
“Bias reduction in the size estimation of big data” (W911NF-12-R-0012-04) 美国陆军研究实验室创新研究项目,2017-2018,共同项目负责人,结题
“Cryptocurrencies and Blockchain Technology” 英国曼彻斯特大学Fintech Seedcorn 项目 ,2017,共同项目负责人,结题
加密货币和金融技术,分布理论,图论和网络理论
1. Chu, J., Chan S. and Zhang, Y., 2020. High Frequency Momentum Trading with Cryptocurrencies. Research in International Business and Finance, 52, 101176.
2. Chu, J., Zhang, Y., Chan, S. and Nadarajah, S., 2020. Bias reduction in the population size estimation of large data sets. Computational Statistics & Data Analysis, 145, 106914.
3. Chu, J., Zhang, Y. and Chan, S., 2019. The adaptive market hypothesis in the high frequency cryptocurrency market. International Review of Financial Analysis, 64, pp. 221-231.
4. Chu, J., Dickin, O. and Nadarajah, S., 2019. A review of goodness of fit tests for Pareto distributions. Journal of Computational and Applied Mathematics, 361, pp. 13-41.
5. Chu, J. and Nadarajah, S., 2017. A statistical analysis of UK financial networks. Physica A: Statistical Mechanics and its Applications, 471, pp. 445-459.
6. Chu, J., Chan, S., Nadarajah, S. and Osterrieder, J., 2017. GARCH modelling of cryptocurrencies. Journal of Risk and Financial Management, 10.
7. Nadarajah, S., Jiang, X. and Chu, J., 2017. Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters. Annals of Operations Research, 254, pp. 191-209.
8. Nadarajah, S. and Chu, J., 2017. On the inefficiency of Bitcoin. Economics Letters, 150, pp. 6-9.
9. Nadarajah, S., Chu, J. and Jiang, X., 2016. On moment based density approximations for aggregate losses. Journal of Computational and Applied Mathematics, 298, pp. 152-166.
10. Chu, J., Chan, S. and Nadarajah, S., 2015. Statistical Analysis of the Exchange Rate of Bitcoin. PLoS ONE, 10, e0133678.