Areas of Focus
- Actuarial Science
- Financial Risk Management
Work Experience
- 2014- Present - Peking University, School of Mathematical Sciences - Professor
- 1998-2014 - Peking University, School of Mathematical Sciences - Associate Professor
- 1990-1998 - Peking University, Department of Probability and Statistics - Assistant Professor
Publications
- Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates, Chaoyi Zhao, Zijian Jia, Lan Wu, 2024
- Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm, Xin Zhang, Lan Wu & Zhixue Chen, 2022
- Order types and natural price change: Model and empirical study of the Chinese market, Siyu Liu, Chaoyi Zhao and Lan Wu, 2022
- The success of AdaBoost and its application in portfolio management, Yijian Chuan, Chaoyi Zhao, Zhenrui He and Lan Wu, 2021
- Regime-switching herd behavior: Novel evidence from the Chinese A-share market, Jingxue Fu, Lan Wu, 2021
