Academic Profile

Academic Profile

Assoc Prof Wu Yuan


Associate Professor
Division of Banking & Finance
College of Business (Nanyang Business School)

Email: AYWU@ntu.edu.sg
Phone: (+65)6790 4651
Office: S3-01B-61

Education
  • MActSt University of New South Wales 2009
  • PhD University of New South Wales 1993
  • MStats University of New South Wales 1989
  • BS Wuhan University 1982
Biography
Dr Wu joined the academic staff of NTU in 1994. Previously he was a member of the faculty of the University of Sydney, and also worked in the University of New South Wales in Australia. He has taught various statistical courses for undergraduates and postgraduates in Australia and Singapore. He won NTU’s Teacher of the Year Award for the Nanyang Business School (1999), Best Teacher Award for the Actuarial Science Programme (1998, 1999, 2001), Best Teacher Award for the Master of Science in Financial Engineering Programme (2002, 2004, 2010, 2013), and Best Teacher Award for the Master of Science in Finance Programme (2016).
Research Interests
Prof Wu's research interests are in Actuarial Science, Data Mining, Application of Statistics to Business and Finance, and Traffic Accidents Analysis.
Selected Publications
  • Zhu, L., Lim M. L., Xie, W., and Wu Yuan. (2017). Analysis of Tourism Demand Serial Dependence Structure for Forecasting. Tourism Economics, Forthcoming.
  • Xie Wenjun, Toh Zhao Zhi and Wu Yuan. (2016). Copula-Based Pairs Trading in Asia-Pacific Markets. Journal of Financial Studies , 24(4), 1-18.
  • Xie Wenjun, Liew Rong Qi, Wu Yuan, and Zou Xi. (2016). Pairs Trading with Copulas. Journal of Trading, Volume 11(3), 41-52.
  • Zhu, L., Lim M. L., Xie, W., and Wu Yuan. (2016). Modelling Tourist Flow Association for Tourism Demand Forecasting. Current Issues in Tourism, Forthcoming.
  • Liew Rong Qi, Wu Yuan. (2013). Pairs trading: A copula approach. Journal of Derivatives and Hedge Funds, Volume 19(1), 12-30.

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