教育背景

2014.09-2018.01，英国曼彻斯特大学金融数学专业，哲学博士学位

2011.09-2012.09，英国曼彻斯特大学经济学专业，经济学硕士学位

2008.09-2011.07，英国曼彻斯特大学经济学专业，经济学学士学位

 

工作经历

2021.01至今，太阳成集团tyc122cc，讲师

2018.09-2020.01，西班牙马德里卡洛斯三世大学太阳成集团tyc122cc，讲师

2017.10-2018.06，英国曼彻斯特大学数学公司，博士后

 

研究方向

金融风险和网络分析、区块链监管（数字资产价格波动预测、金融风险、异常检测等）、分布理论

 

荣誉奖励

1. 入选爱思唯尔（Elsevier）2024年度“中国高被引学者”（Highly Cited Chinese Researchers）榜单

 

科研项目

1. Anomaly detection methods for blockchain-based networks，国家自然科学基金项目外国青年学者研究基金项目，国家级，W2433186，主持，2025-2027

2. Graph-Theoretic Analysis for Consumer Credit Risk Assessment in Personal Lending，ETH Zurich Leading House Asia 2023 Applied Research Partnership Grant，ARP_112023_08，主持，2024-2025

3. 基于加密货币网络中的金融欺诈检测研究，北京市自然科学基金外籍学者项目，地市级，IS23126，主持，2023-2025

4. 基于区块链的风险评估和管理的研究，科技部国家外国专家项目-外国青年人才计划项目，QN2023103001L，外国专家，2023-2024

 

教改项目

1. 统计与数据科学拔尖人才培养《回归分析（英）》课程建设项目，太阳成集团tyc122cc，校级，项目主持人，2023

2. 《概率论》“123金课”专业核心课建设项目，太阳成集团122cc官网入口，校级，项目参与人，2021-2026

 

科研发表

1. Stephen Chan, Durga Chandrashekhar, Ward Almazloum, Yuanyuan Zhang, Nicholas Lord, Joerg Osterrieder, Jeffrey Chu* (2024). “Stylized Facts of Metaverse Non-Fungible Tokens. Physica A: Statistical Mechanics and its Applications”, 653, 130103.

2. Xin Liao*, Qin Li, Stephen Chan, Jeffrey Chu, Yuanyuan Zhang (2024). “Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network”, Physica A: Statistical Mechanics and its Applications”, 647, 129892.

3. Yuanyuan Zhang, Stephen Chan, Jeffrey Chu, Xin Liao, Min Helu (2024). “Stylized Facts of Decentralized Finance (DeFi)”, In La Torre, D. (ed.) Artificial Intelligence and Beyond for Finance, pp. 289-314, World Scientific Publishing Europe.

4. Jeffrey Chu*, Stephen Chan, Yuanyuan Zhang (2023). “An analysis of the return-volume relationship in decentralised finance (DeFi)”, International Review of Economics & Finance, 85, pp. 236-254.

5. Yuanyuan Zhang, Stephen Chan*, Jeffrey Chu, Shou-hsing Shih (2023). “The adaptive market hypothesis of Decentralized finance (DeFi)”, Applied Economics, 55(42), pp. 4975-4989.

6. Stephen Chan, Jeffrey Chu, Yuanyuan Zhang*, Saralees Nadarajah (2022). “An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies”, Research in International Business and Finance, 59, 101541.

7. Jeffrey Chu*, Stephen Chan, Yuanyuan Zhang (2021). “Bitcoin versus high-performance technology stocks in diversifying against global stock market indices”, Physica A: Statistical Mechanics and its Applications, 580, 126161.

8. Jeffrey Chu* (2021). “A statistical analysis of the novel coronavirus (COVID-19) in Italy and Spain”. PLoS ONE, 16, e0249037.

9. Stephen Chan, Jeffrey Chu, Yuanyuan Zhang, Saralees Nadarajah* (2021). “Count regression models for COVID-19”, Physica A: Statistical Mechanics and its Applications, 563, 125460.

10. Jeffrey Chu*, Yuanyuan Zhang, Stephen Chan, Saralees Nadarajah (2020). “Bias reduction in the population size estimation of large data sets”, Computational Statistics & Data Analysis, 145, 106914.

11. Jeffrey Chu, Stephen Chan*, Yuanyuan Zhang (2020). “High Frequency Momentum Trading with Cryptocurrencies”, Research in International Business and Finance, 52, 101176.

12. Jeffrey Chu, Oliver Dickin, Saralees Nadarajah* (2019). “A review of goodness of fit tests for Pareto distributions”, Journal of Computational and Applied Mathematics, 361, pp. 13-41.

13. Jeffrey Chu*, Yuanyuan Zhang, Stephen Chan (2019). “The adaptive market hypothesis in the high frequency cryptocurrency market”, International Review of Financial Analysis, 64, pp. 221-231.

14. Jeffrey Chu, Saralees Nadarajah* (2018). “Estimating order statistics of network degrees”, Physica A: Statistical Mechanics and its Applications, 490, pp. 869-885.

15. Jeffrey Chu, Saralees Nadarajah* (2017). “A statistical analysis of UK financial networks”, Physica A: Statistical Mechanics and its Applications, 471, pp. 445-459.wu

 

教学课程

1. 本科课程：数据挖掘（英）（秋，2021至今）、投资学B（英）（春，2022至今）、计量经济学（英）（秋，2022至今）、数据科学专题（秋，2022-2023）

2. 研究生课程：外语（春，2023至今）、统计学习（春，2022）

 

学术报告

1. “Digital Assets in War: A Double-Edged Sword”, The 4th International Conference on Mathematics and Statistics (AUS-ICMS’25), 20^th – 22^nd February 2025, American University of Sharjah, Dubai, United Arab Emirates.

2. “Digital Assets in War: A Double-Edged Sword”，区块链与去中心化金融会议（Workshop on Blockchain and Decentralized Finance），2^nd-3^rd November 2024，香港科技大学（广州），Guangzhou, China.

3. “Network Transitions in the Cryptocurrency Market: The Impact of Regional Conflicts”, The 7th International Conference on Econometrics and Statistics (EcoSta 2024), 17^th – 19^th July 2024, Beijing Normal University, Beijing, China.

4. “The financial impact of war on cryptocurrencies”, (Online) The 6th International Conference on Econometrics and Statistics (EcoSta 2023), 1^st – 3^rd August 2023, Waseda University, Tokyo, Japan.

5. “Network transitions in the cryptocurrency market: Evidence from military conflict”, Joint Conference on Statistics and Data Science in China (JCSDS 2023), 11^th – 13^th July 2023, Beijing, China.

6. “An analysis of the return-volume relationship in decentralised finance (DeFi)”, ICSA China Conference, 30^th June – 3^rd July 2023, Chengdu, China.

7. “An analysis of the return-volume relationship in decentralised finance (DeFi)”, (Online) Cryptocurrency Research Conference 2022, 22^nd – 23^rd September 2022, Durham University, Durham, UK.

8. “Bitcoin versus high-performance technology stocks in diversifying against global stock market indices”, The 4th International Conference on Econometrics and Statistics (EcoSta 2021), 24^th – 26^th June 2021, (Online) Hong Kong University of Science and Technology, Hong Kong, China.