Zijin Wang

Hello! I am a fifth-year PhD student in mathematic finance at Southwestern University of Finance and Economics (SWUFE) in Chengdu, China.

My research involves corporate default, volatility time series model, multi-factor models, portfolio optimization, and crypocurrency. My research interests include applying machine learning and statistical econometric methods to solving real-world problems, mainly but not limited in finance.

My current research focuses are multi-variate network models, deep learning. Hope to share my research findings and insights with you!