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.