Dr. Lu Bojun

Research

Dr. Lu Bojun
Position:

Lecturer

Education Background:
Ph.D. – Systems Engineering and Engineering Management, The Chinese University of Hong Kong (CUHK).
B.S. – Mathematics and Applied Mathematics, University of Science and Technology of China (USTC).
Office Address

Rm 413, Chengdao Building; The Chinese University of Hong Kong, Shenzhen

Academic Area

Operations Research; Applied Mathematics

Research

Quantitative Finance, Methodologies in Multivariate Analysis, Operations Research.

Research List

Topics:

> Multivariate Dimensionality Reduction Techniques

> Studies on Correlation and Causation Analysis Techniques

> Studies on Double Spending Attacks in Blockchain Technology

> Studies on Copula Models of Credit Derivatives

> Momentum Trading Strategies in Equity Markets

> Applications with Simulation/Coding in NTL; NTL: https://www.shoup.net/ntl/

> Applications with Simulation/Coding in CVX; CVX: http://cvxr.com/cvx/