Jeffrey Chu
Assistant Professor, Department of Mathematical Statistics at Renmin University of China
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Biography
Education
The University of Manchester
Doctor of Philosophy (Ph.D.), Financial MathematicsThe University of Manchester
MA Economics, EconomicsThe University of Manchester
2:1, BA (Hons) Economics, Economics
Companies
- Assistant Professor Renmin University of China (2021)
- Assistant Professor Universidad Carlos III de Madrid (2018 — 2021)
- Postdoctoral Research Associate The University of Manchester (2017 — 2018)
Proceedings
- Chu, J., Chan S. and Zhang, Y., 2020. High Frequency Momentum Trading with Cryptocurrencies. Research in International Business and Finance, 52, 101176.
- Chu, J., Zhang, Y., Chan, S. and Nadarajah, S., 2020. Bias reduction in the population size estimation of large data sets. Computational Statistics & Data Analysis, 145, 106914.
- Chu, J., Zhang, Y. and Chan, S., 2019. The adaptive market hypothesis in the high frequency cryptocurrency market. International Review of Financial Analysis, 64, pp. 221-231.
- Chu, J., Dickin, O. and Nadarajah, S., 2019. A review of goodness of fit tests for Pareto distributions. Journal of Computational and Applied Mathematics, 361, pp. 13-41.
- Chu, J. and Nadarajah, S., 2017. A statistical analysis of UK financial networks. Physica A: Statistical Mechanics and its Applications, 471, pp. 445-459.
- Chu, J., Chan, S., Nadarajah, S. and Osterrieder, J., 2017. GARCH modelling of cryptocurrencies. Journal of Risk and Financial Management, 10.
- Nadarajah, S., Jiang, X. and Chu, J., 2017. Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters. Annals of Operations Research, 254, pp. 191-209.
- Nadarajah, S. and Chu, J., 2017. On the inefficiency of Bitcoin. Economics Letters, 150, pp. 6-9.
- Nadarajah, S., Chu, J. and Jiang, X., 2016. On moment based density approximations for aggregate losses. Journal of Computational and Applied Mathematics, 298, pp. 152-166.
- Chu, J., Chan, S. and Nadarajah, S., 2015. Statistical Analysis of the Exchange Rate of Bitcoin. PLoS ONE, 10, e0133678.
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