Shujin Wu ,  

CPC member, 

Doctorate degree, 

Professor, 

Master's Supervisor

Education Experience

September 1991 - June 1995: Bachelor's degree in Mathematics Education, Anhui Normal University

September 1998 - February 2001: Master's degree in Pure Mathematics, Shanghai Jiao Tong University

March 2001 - February 2004: Doctorate degree in Applied Mathematics, Shanghai Jiao Tong University

Work Experience

July 1995 - August 1998: Assistant Teacher, Basic Department, Anhui University of Finance and Economics

March 2004 - December 2006: Lecturer, Department of Statistics, East China Normal University

July 2004 - August 2004: Visiting Scholar, Business School, University of Macau

January 2007 - present: Associate Professor, School of Statistics, East China Normal University

September 2007 - August 2008: Visiting Scholar, Department of Statistics and Insurance, University of Waterloo, Canada

March 2011 - July 2011: Assistant to the Director, Zhabei District Statistics Bureau, Shanghai

July 2014 - August 2014: Visiting Scholar, Department of Mathematics, University of Oxford, UK

July 2015 - August 2015: Visiting Scholar, Department of Mathematics, University of Oxford, UK

July 2017 - August 2017: Visiting Scholar, Department of Statistics, University of Wisconsin-Madison, USA

December 2022 - present: Associate Professor, Department of Mathematics, School of Humanities and Sciences, Karamay Campus, China University of Petroleum (Beijing)

Courses Taught

1. Financial Modeling and Computation (Bachelor's Degree)
2. Time Series Analysis (Bachelor's Degree)
3. Financial Mathematics (Bachelor's Degree)
4. Stochastic Process (Bachelor's Degree)
5. Programmatic Trading (Bachelor's Degree)
6. Advanced Time Series Analysis (Graduate Degree)
7. Data, Models, and Decision-Making (MBA)
8. Quantitative Analysis: Models and Methods (MEM)

Research Directions

1. Time Series Analysis
2. Financial Engineering

Research Projects

1. October 2008 - September 2010: (Principal Investigator) Stochastic Delay Differential Equations with Jumps and Their Applications in Optimal Investment of Insurance Surplus, Shanghai Natural Science Foundation Project.

2. January 2015 - December 2018: (Principal Investigator) Approximate Periodic Time Series Analysis and Its Application in Programmatic Trading, National Natural Science Foundation of China General Project.

3. July 2014 - June 2017: (Participant) Frontier Theories and Methods of Statistics and Their Applications, Shanghai Science and Technology Commission Project.

4. January 2019 - December 2022: (Participant) Research on Several Issues of Gaussian Process Nonlinear Functional Limit Theory, National Natural Science Foundation of China Project.

Representative Papers (translated from Chinese titles)

1. 2002, "Stability analysis in terms of two measures for impulsive differential equations", Journal of the London Mathematical Society, third author, SCI indexed.

2. 2004, "p-Moment stability of stochastic differential equations with jumps", Applied Mathematics and Computation, first author, SCI and EI indexed.

3. 2004, "Boundedness of nonlinear differential systems with impulsive effect on random moments", Acta Mathematicae Applicatae Sinica, first author, SCI indexed.

4. 2005, "Exponential stability of impulsive functional differential systems with random impulsive moments", Computers & Mathematics with Applications, first author, SCI and EI indexed.

5. 2005, "Oscillation, stability, and boundedness of second-order differential systems with random impulses", Computers & Mathematics with Applications, first author, SCI and EI indexed.

6. 2006, "p-Moment stability of functional differential equations with random impulses", Computers & Mathematics with Applications, first author, SCI and EI indexed.

7. 2006, "Existence and uniqueness of solutions to random impulsive differential equations", Acta Mathematicae Applicatae Sinica, first author, SCI indexed.

8. 2007, "A one-sided EWMA control chart for monitoring process means", Communications in Statistics—Simulation and Computation, third author, SCI indexed.

9. 2007, "The Euler scheme for random impulsive differential equations", Applied Mathematics and Computation, sole author, SCI and EI indexed.

10. 2007, "Algorithm analysis of Euler scheme for stochastic differential equations with jumps", Statistics & Probability Letters, first author, SCI indexed.

11. 2011, "The existence and exponential stability of semilinear functional differential equations with random impulses under non-uniqueness", Nonlinear Analysis: Theory, Methods & Applications, second author, SCI indexed.

12. 2011, "Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions", Acta Mathematica Sinica, English Series, first author, SCI indexed.

13. 2021, "European option pricing formula in risk-averse markets", Mathematical Problems in Engineering, first author, SCI and SSCI indexed.

14. 2022, "Poisson-Gamma mixture processes and applications to premium calculation", Communication in Statistics - Theory and Methods, sole author, SCI indexed.

Major Honors and Awards:

1. In 2017, East China Normal University, Excellent Teaching Contribution Award

2. In 2018, Shanghai Municipal Education Commission, First Prize for Teaching Achievements

3. In 2018, East China Normal University, The Most Beloved Teacher Award by Students