Zezhun  Chen

Zezhun Chen

PhD student

Department of Statistics

Room No
COL 8.13
Languages
English
Key Expertise
Dynamic contagion point process; Integer-valued autoregressive model.

About me

Research Group
Probability in Finance and Insurance

Supervisors
Professor Angelos Dassios, Dr George Tzougas

Zezhun is a PhD student in Probabiltiy in Finance and insurance, statistics department. His research mainly focuses on Point processes, which includes Hawkes Process, shot-noise Cox process and dynamic contagion process, and Intege-value autoregressive model. He holds an Msc inquantitative methods of risk management from LSE and joint BSc in Actuarial Science from Heriot-Watt University and Tianjin University of Finance and Economics.

My research