Research output per year
Research output per year
Accepting PhD Students
PhD projects
Central Bank Digital Currency (CBDC)
Research activity per year
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.
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.
Mathematical Sciences, Doctorate, Essays in Quantitative Investments, 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
Product Manager, Shanghai Clearing House
13 Aug 2018 → 1 Jul 2022
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding › peer-review
Yurun Yang (Peer Reviewer)
Activity: Publication peer-review and editorial work › Publication peer-review
Yurun Yang (Contributor)
Activity: Participating in or organising an event › Public Engagement Event
Yurun Yang (Peer Reviewer)
Activity: Publication peer-review and editorial work › Publication peer-review
Yurun Yang (Member of Programme Committee) & Yurun Yang (Speaker)
Activity: Participating in or organising an event › Participation in workshop, seminar, course
Yurun Yang (Speaker)
Activity: Participating in or organising an event › Participation in workshop, seminar, course