Ye Zeng is based at Aarhus University 2016-2019, and his research project is Modelling and Forecasting the Joint Distribution of Asset Returns with News (WP3)
” I am looking forward to becoming not only a well-trained econometrician, but dexterous in employing fundamental tools of data science”
I am a Chinese PhD student at CREATES, Aarhus University, enrolled in spring 2016. Before that I was awarded Bachelor degree of Statistics and Master degree of Finance, by Sun Yat-Sen University and Peking University respectively. The reason that I apply to the BigDataFinance project is basically two-fold. First of all, the project has a work package targeting at development of econometric tools exploiting high-frequency data and news annoucement, which will benefit market participants in risk management as well as pricing, and I have always been interested in research on such field.
Moreover, rather than focusing merely on econometrics, extensive knowledge such as data science and finance theory are to be input to produce comprehensive instruments for both researchers and practitioners, which raises my expectation on benefits from knowledge exchange and thereby leads to decision on applying to the program. In a nutshell, I am looking forward to becoming not only a well-trained econometrician, but dexterous in employing fundamental tools of data science.
I spend most of my spare time reading, especially classical Chinese literature. I also travel from time to time, which is one of my favorite ways to get relaxed.