Contact
- +44 (0)20 7040 5060
- Zhuangyan.Li@bayes.city.ac.uk
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, October 2021 - September 2022
- BSc Physics, Fudan University, China, 2017 - September 2021
Employment
- Intern, Bank of China International (BOCI), China, August - October 2020
Languages
Chinese (Mandarin) and English