Xiaomeng Liu, visiting PhD student
Xiaomeng Liu is visiting the Department’s Section for Insurance and Economics for a year with Rolf Poulsen as his host.
Xiaomeng comes from the School of Finance, Nankai University, China. His research interest lies in the volatility and its long memory in financial time series.
The preliminary goal of his PhD project is to estimate the volatility combining with statistical learning methods (LASSO etc.).
When staff and students return to the MATH building, you may find Xiaomeng in office 04.4.11