Professor | Lan Wu | Asia Growth Partners

Name

Lan Wu

Contact Information

lwu at pku dot edu dot cn

Language ability

Chinese, English

Province

Beijing

University/Lab Affiliation and Title	Peking University
Faculty	Mathematical Sciences
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

University/Lab Affiliation and Title

Peking University

Faculty

Mathematical Sciences

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

Areas of Focus	Actuarial Science Financial Risk Management
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

Areas of Focus

Actuarial Science
Financial Risk Management

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

Actuarial Risk Management Finance Quantitative Analysis Insurance Banking Models Data

Chunle Huang - Hunan University

Chunle Huang - Hunan University

Jingping Yang - Peking University

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