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Jiang Chunfu

  • Educational level:

  • Professional titles: Professor

  • Telephone:

  • Email:jiangcf@szu.edu.cn

  • Address:Room 415,Huixing Buildin

Educational level Professional titles Professor
Professional titles Email jiangcf@szu.edu.cn
Address Room 415,Huixing Buildin Personal Profile
Educational experience Work experience
Research Field Financial Mathematics, Financial Engineering Honors obtained
Academic Programs Scientific research "1. Variable selection for Fisher linear discriminant analysis using the modified sequential backward selection algorithm for the microarray data .Applied Mathematics and Computation, 2014,238(1):132-140.  
2. Tail variance of portfolio under generalized Laplace distribution. Applied Mathematics and Computation, 2016,282:187-203.
3. Statistical test and empirical study of effective subset of securities portfolio. Chinese Journal of Management Science, 2012, 20(4):52-59.
4. Tail conditional variance of securities portfolio under mixed ellipsoid distribution. Chinese Journal of Management Science, 2013, 21(4):17-26.
5. Accurate testing method for effective subset of asset portfolio based on stochastic simulation. Systems Engineering-Theory & Practice, 2014,34(7):1648-1661."

Personal Profile

Jiang chunfu, male, Ph. D. , professor, his main research interests are: financial engineering, financial risk management, portfolio and quantitative finance, he has published more than 30 academic papers in major Chinese and foreign journals, including management science, systems engineering theory and practice, Applied Mathematics journals, Applied Mathematics and Computation, and has undertaken a number of national and provincial natural science foundation projects.

Educational experience

Work experience

Research Field

  • Financial Mathematics, Financial Engineering

Honors obtained

Academic Programs

Scientific research

  • "1. Variable selection for Fisher linear discriminant analysis using the modified sequential backward selection algorithm for the microarray data .Applied Mathematics and Computation, 2014,238(1):132-140. 2. Tail variance of portfolio under generalized Laplace distribution. Applied Mathematics and Computation, 2016,282:187-203. 3. Statistical test and empirical study of effective subset of securities portfolio. Chinese Journal of Management Science, 2012, 20(4):52-59. 4. Tail conditional variance of securities portfolio under mixed ellipsoid distribution. Chinese Journal of Management Science, 2013, 21(4):17-26. 5. Accurate testing method for effective subset of asset portfolio based on stochastic simulation. Systems Engineering-Theory & Practice, 2014,34(7):1648-1661."

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