RESEARCH/

YU Xiaojian ( Deputy Director in Department of Finance and Financial Engineering Research Center, South China University of Technology )

Deputy Director, Associate Professor, Master Instructor in Department of Finance, School of Economics and Trade, South China University of Technology,

Deputy Director of the Financial Engineering Research Center of South China University of Technology.

Dr.Yu has a wealth of scientific research capabilities and mainly engages in financial risk management, financial measurement and quantitative investment research. He has published many academic papers in academic journals such as Statistical Research, Systems Engineering Theory and Practice, Southern Economy, Shanghai Economic Research, Emerging Markets Finance & Trade, and other academic journals of SSCI, SCI and CSSCI. He hosts and participates in a number of national and provincial research projects as an important participant in the development planning of Guangdong's financial high-tech service area. Engaged in quantitative research for many years, he has theoretical and practical foundations in the fields of quantitative investment, investment portfolio and risk management. He has developed inter-temporal arbitrage strategies including commodity futures, trend trading strategies for stock index futures, multi-factor quantitative stock selection strategies and market timing strategies. Currently, he is a partner of private equity fund company and the director of quantitative research. He is in charge of the design and trade of quantified hedge funds and he has developed a futures program trading system, real-time monitoring system for market index strength, major market index timing system, and quantitative combination index tracking system.