Teaching

My teaching focuses on financial econometrics, time series analysis, quantitative finance, data science, and applied statistical methods for economic and financial data. I have taught undergraduate, postgraduate, and professional modules covering regression modelling, financial markets, risk modelling, volatility, forecasting, R/Python implementation, and empirical applications in finance and economics.

Across these courses, I emphasise clear quantitative reasoning, careful empirical design, and hands-on implementation with real financial and macroeconomic data.

Advanced Time Series Analysis

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2026

This course focuses on advanced time series analysis techniques, including cointegration, VAR models, and state-space models. The course also covers regression models, univariate and multivariate time series, volatility modeling, nonparametric and semiparametric methods, HAR inference, autoregressive filtering, and continuous-time finance, with an emphasis on real-world financial and macroeconomic data. As the lead instructor, I provided students with the skills to model complex financial and economic time series data.

Advanced Time Series Analysis

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2025

This course focuses on advanced time series analysis techniques, including cointegration, VAR models, and state-space models. The course also covers regression models, univariate and multivariate time series, volatility modeling, nonparametric and semiparametric methods, HAR inference, autoregressive filtering, and continuous-time finance, with an emphasis on real-world financial and macroeconomic data. As the lead instructor, I provided students with the skills to model complex financial and economic time series data.

Advanced Time Series Analysis

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2024

This course focuses on advanced time series analysis techniques, including cointegration, VAR models, and state-space models. The course also covers regression models, univariate and multivariate time series, volatility modeling, nonparametric and semiparametric methods, HAR inference, autoregressive filtering, and continuous-time finance, with an emphasis on real-world financial and macroeconomic data. As the lead instructor, I provided students with the skills to model complex financial and economic time series data.

Nonparametric Statistics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2023

This course focused on nonparametric statistics, including methods for rank tests, kernel density estimation, and bootstrap methods. I led lectures, assignments, and guided students through real data analysis, emphasizing the application of these methods in econometrics.

Financial Econometrics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2022

In this course, I taught financial econometrics with a focus on asset pricing models and volatility forecasting. Students were introduced to advanced econometric tools such as GARCH models, copulas, and machine learning methods. The course covers key topics like time series modeling, ARCH/GARCH models, nonparametric methods, asset pricing, volatility modeling, and risk management. As the lead instructor, I guided students through real-world applications using R programming.

Nonparametric Statistics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2021

As the lead instructor for this course, I taught nonparametric statistical methods, including hypothesis testing, the Mann-Whitney U test, and Kruskal-Wallis test. Students were trained in applying these methods to real data, with a focus on understanding their applications in economics and finance.

Nonparametric Statistics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2020

This course covers nonparametric statistical methods, focusing on the application of these methods to real-world data. As the lead instructor, I was responsible for delivering lectures, preparing materials, and guiding students through key concepts such as rank-based methods, the Wilcoxon test, and kernel density estimation.

Financial Econometrics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2020

In this course, I taught financial econometrics with a focus on asset pricing models and volatility forecasting. Students were introduced to advanced econometric tools such as GARCH models, copulas, and machine learning methods. The course covers key topics like time series modeling, ARCH/GARCH models, nonparametric methods, asset pricing, volatility modeling, and risk management. As the lead instructor, I guided students through real-world applications using R programming.

Financial Data Modeling and Analysis

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2020

This course explores methods used to model and analyze financial data, focusing on techniques such as time series modeling, ARIMA, and GARCH models. As the lead instructor, I guided students in analyzing real financial data and implementing modeling techniques using R and MATLAB.

Financial Economics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2019

This course provides an introduction to the field of financial economics, focusing on asset pricing, financial markets, and investment theory. As the lead instructor, I delivered lectures on economic models for understanding market behavior and portfolio management. The course also covered key concepts in financial decision-making.

Financial Data Modeling and Analysis

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2019

This course explores methods used to model and analyze financial data, focusing on techniques such as time series modeling, ARIMA, and GARCH models. As the lead instructor, I guided students in analyzing real financial data and implementing modeling techniques using R and MATLAB.

Financial Statistics and Econometrics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2018

This course focuses on financial statistics and econometrics, aimed at developing students’ ability to analyze and model financial data using both traditional econometric methods and time series models. As the lead instructor, I guided students through topics such as asset pricing models, market efficiency, volatility modeling (e.g., ARCH/GARCH), and the pricing of financial derivatives.

Financial Statistics and Econometrics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2017

This course focuses on financial statistics and econometrics, designed for postgraduate students. The aim is to equip students with the skills needed to analyze and model financial data using advanced econometric and time series methods. As the lead instructor, I guided students in applying these techniques to real-world financial datasets.

Financial Statistics and Econometrics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2015

This course focuses on financial statistics and econometrics, designed for postgraduate students. The aim is to equip students with the skills needed to analyze and model financial data using advanced econometric and time series methods. As the lead instructor, I guided students in applying these techniques to real-world financial datasets.

Financial Economics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2015

This course introduces the core theory of modern financial economics and financial management. It covers aspects such as portfolio choice, systems of financial markets, arbitrage, option pricing, credit rationing, deposit contracts, banking, and regulation of banks.

Financial Econometrics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2014

This course focuses on financial econometrics, covering the core theories and methodologies used to model and analyze financial data. As the lead instructor, I provided lectures on the key econometric techniques and their applications in finance, including asset pricing models, market efficiency, volatility forecasting, and derivative pricing.

Financial Economics

Postgraduate course, University of Chinese Academy of Sciences, School of Economics and Management, 2014

This course introduces the core theory of financial economics, with a focus on key topics such as asset pricing, market efficiency, and investment theory. As the lead instructor, I guided students through financial models and provided practical exercises in analyzing financial markets.

Guest Lecturer in Financial Time Series Analysis

Guest lecture, China University of Political Science and Law, Department of Economics, 2013

As a guest lecturer in the Financial Time Series Analysis course, I delivered lectures on the key methods for analyzing financial data, including autoregressive models (AR), GARCH models, and techniques for modeling market volatility. I guided students through real-world examples and provided insights into how econometric tools are applied in financial economics.

English for Finance (MBA)

MBA course, University of Chinese Academy of Sciences, School of Economics and Management, 2013

This MBA course is designed to improve students’ proficiency in business English, with a specific focus on financial terminology and business communication. The course covered key topics such as financial reports, investment strategies, and economic policy discussions. As the lead instructor, I focused on helping students use English in professional finance contexts, enabling them to engage with global financial literature and communicate effectively in international financial markets.

Corporate Finance (MBA)

MBA course, University of Chinese Academy of Sciences, School of Economics and Management, 2013

This MBA course covers the fundamental principles of corporate finance, including capital budgeting, financing decisions, and the cost of capital. As the lead instructor, I guided students through the application of these concepts to real-world corporate situations, helping them understand the financial decision-making process within firms. Topics such as financial leverage, dividend policy, and merger and acquisition (M&A) were also explored in-depth.

Introduction to Finance

Undergraduate course, University of Liverpool, Management School, 2011

As the Module Leader for Introduction to Finance, I delivered the course to undergraduate students, covering essential topics in financial markets, investment theory, and financial decision-making. I guided students through fundamental finance principles, including time value of money, capital budgeting, and risk management.