Academic Profile

Academic Profile

Assoc Prof Wu Yuan

Associate Professor, College of Business (Nanyang Business School)

Email: aywu@ntu.edu.sg
Assoc Prof Wu Yuan

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 Nanyang Business School (1999), Best Teacher Award for Actuarial Science Programme (1998, 1999, 2001), Best Teacher Award for Master of Science in Financial Engineering Programme (2002, 2004, 2010, 2013, 2018), Best Teacher Award for Master of Science in Finance Programme (2016, 2019), and Best Teacher Award for Divison of Banking and Finance, NBS (2017). In 2019, Dr Wu was awarded the prestigious Nanyang Education Award (School).
Research Interests
Prof Wu's research interests are in Actuarial Science, Big Data and 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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