
![]() | GU Gaofeng Associate Professor | Finance Tel. +86-21-64253634 | E-mail: gfgu@ecust.edu.cn |
SUMMARY
DISCIPLINE
Finance
FACULTY QUALIFICATION
Scholarly Academic (SA)
COURSES TAUGHT
Numerical Analysis
Introduction to Financial Engineering
Fixed Income Securities
Financial Engineering Practice
EDUCATION
East China University of Science and Technology, Ph.D., 2010, China
East China University of Science and Technology, Bachelor, 2005, China
WORK EXPERIENCE
East China University of Science and Technology, since 2010, China
SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)
JOURNAL ARTICLES
Power-law Tails in the Distribution of Order Imbalance, Physica A-Statistical Mechanics and its Applications, 2017, 483:201-208.
Stylized Facts of Price Gaps in Limit Order Books, Chaos, Solitons & Fractals, 2016, 88:48-58.
Empirical Properties of Inter-cancellation Durations in the Chinese Stock Market, Frontiers of Physics, 2014, 2:1-12.
Detrending Moving Average Analysis, Physical Review E, 2017, 96 (5)
Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns, Computational Economics, 2017, 50(4): 579-594
INDUSTRY/RESEARCH PROJECTS
Research on the Price Limits of China's Stock Market - Based on Agent-Based Computational Finance, General Program of National Natural Science, Research grants: ¥410,000, 2016-2019.
Study on Optimal Trading Strategy for Big Deals: A Study based on Agent-based Computational Finance, the National Natural Science Foundation of China for Young Scholars, Research grants: ¥200,000, 2011-2014.