Summary

Ph.D. candidate in Statistics at Southern University of Science and Technology, with research interests in systemic risks, stochastic orders, and dependence structures.

Education

• Ph.D. candidate in Mathematics

  Present
  Southern University of Science and Technology

  GPA: 3.71/4
• Visiting Ph.D. student, Department of Quantitative Economics

  2025-09
  University of Amsterdam
• M.S. in Statistics

  2022-07
  Qufu Normal University

  GPA: 3.53/4
• B.S. in Mathematics and Applied Mathematics

  2018-07
  Qufu Normal University

  GPA: 80/100

Skills

Publications

• On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures

  2024
  Quantitative Finance

  This paper proposes the joint marginal expected shortfall (JMES) to measure systemic risk.

  View Publication
• Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons

  2023
  Communications in Statistics-Theory and Methods

  This paper introduces integral stochastic orderings of a class of asymmetric distributions.

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• An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings

  2023
  Communications in Mathematics and Statistics

  The characteristic function of matrix variate skew normal distribution is derived.

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• On multivariate contribution measures of systemic risk with applications in cryptocurrency market

  2025
  Probability in the Engineering and Informational Sciences

  This paper investigates multivariate contribution measures of systemic risk in cryptocurrency markets.

  View Publication

Teaching

• Teaching Assistant

  2022
  Southern University of Science and Technology

  Role: Teaching Assistant

  Teaching assistant for undergraduate courses in mathematics and statistics.
• Teaching Assistant

  2020
  Qufu Normal University

  Role: Teaching Assistant

  Teaching assistant for Advanced Probability course.
• Teacher

  2018
  Jieshi High School (Private High School)

  Role: Teacher

  Full-time mathematics teacher at Jieshi High School, Rizhao, Shandong.

Languages

• English

  TOEFL: Reading 27/30, Listening 28/30, Speaking 22/30, Writing 22/30. Total 99/120

Interests

• Awards

  National Scholarship of China (SUSTech) | 2025, BYD Scholarship | 2025, Third Prize and Outstanding Student Speaker, National Outstanding Graduate Students Workshop | 2024, Outstanding Dissertation Award of Shandong Province | 2023, Outstanding Teaching Assistant of SUSTech | 2023 & 2024, National Scholarship of China (Qufu Normal University) | 2021, Third Prize, 2020 National Graduate Statistical Modeling Competition of China | 2020, Honorable Mention, 2017 Mathematical Contest In Modeling | 2017, Third Prize, The Seventh Mathematics Competition of Chinese College Students | 2015