Yurun Yang

Dr, CFA, FRM

    • Source: Scopus
    • Calculated based on number of publications stored in Pure and citations from Scopus
    20172020

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    Personal profile

    Biography

    Dr Yurun YANG is a quantitative researcher who focuses on solving real-world problems. He obtained a PhD in Mathematical Sciences from University of Liverpool and an MSc in Mathematics, Operational Research, Statistical and Econometrics (MORSE) from University of Birmingham. Meanwhile, he is a CFA Charterholder and a Certified FRM.

    Prior to joining CBiS, Yurun worked as a product manager at Shanghai Clearing House, designing financial derivatives structure, pricing model and central counter-party clearing system. Additionally, he completed several projects such as creating economic databases, implementing algorithmic trading strategies, and publishing financial market reports, for hedge/mutual funds, investment banks and other financial institutions in China. 

    Research Interests

    Yurun's past research explores commodity investors' behavior and macroeconomic prediction in emerging economies by statistical and machine learning techniques, the outcome appears in International Review of Financial Analysis and other peer-reviewed journals. Currently, his research interests include but not limited to data science, quantitative finance and econometrics. 

    Education/Academic qualification

    Mathematical Sciences, Doctorate, University of Liverpool

    Award Date: 12 Jul 2018

    Mathematics, Statistics, Operational Research and Econometrics (MORSE), MSc, University of Birmingham

    Award Date: 10 Dec 2014

    Statistics, Degree, Northeast Forestry University

    Award Date: 31 Jul 2013

    External positions

    Product Manager, Shanghai Clearing House

    13 Aug 20181 Jul 2022

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