Contact
- +44 (0)20 7040 5060
- +44 (0)75 3694 7112
- +44 (0)75 3694 7112
- zhuangyan.li@bayes.city.ac.uk
Visit Zhuangyan Li
Bunhill Row
Postal address
Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Zhuangyan Li is a PhD student in Finance at Bayes Business School. His research area is financial econometrics, with particular focuses on testing for asset price bubbles and realized volatility forecasting. His current research projects include:
- Real-time Common Bubble Detection in Large Dimensional Financial System;
- Testing for Pointwise Predictive Ability with an Application to Realized Volatility Forecasting.
Zhuangyan Li has a highly quantitative background: BSc in Physics and MSc in Quantitative Finance. Furthermore, he has worked extensively with high frequency time series data, e.g. tick-by-tick FX transaction data.
Qualifications
- MSc Quantitative Finance, Bayes Business School, United Kingdom, Oct 2021 – Sep 2022
- BSc Physics, Fudan University, China, Sep 2017 – Sep 2021
Employment
- Intern, Bank of China International (BOCI), Aug – Oct 2020
Languages
Chinese (Mandarin) and English.