Ruixun Zhang 张瑞勋
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北京大学 数学科学学院 金融数学系 Hi, I am an Assistant Professor in the Department of Financial Mathematics, School of Mathematical Sciences at Peking University (PKU). I am also affiliated with the PKU Center for Statistical Science, the PKU Laboratory for Mathematical Economics and Quantitative Finance, and the MIT Laboratory for Financial Engineering. Prior to joining PKU, I obtained my Ph.D. in Applied Mathematics from MIT in 2015, under the supervision of Andrew W. Lo. I received my bachelor's degrees in Mathematics and Applied Mathematics, and Economics (double degree) from Peking University in 2011. I also worked at Google and Goldman Sachs in the past. My Google Scholar profile and CV. |
Recent news
I co-organize the Seminar series at the Peking University Laboratory for Mathematical Economics and Quantitative Finance
I am looking for PhD students and PostDocs with a strong background in applied math / statistics / machine learning / FinTech / quantitative finance. Please drop me an email with your CV if you are interested.
2021: Our working paper “Quantifying the Impact of Impact Investing” is now on SSRN.
We propose a quantitative framework for assessing the financial impact of any form of impact investing, including SRI, ESG, and even the Gamestop Phenomenon.
Institutional Investors has reported our work!
2021: The evolutionary origin of Bayesian heuristics and finite memory is now published in iScience.
Why are we Bayesians and only have finite memory? Evolution may provide some hint for the road towards AGI!
2021: To maximize or randomize? An experimental study of probability matching in financial decision making is now published in Plos One.
Are we “rational” in financial decision making? We conduct an experiment with real monetary payoffs to show that people engage in probability matching, also known as the “matching law” or Herrnstein’s Law.
Contact
Office: 理科一号楼 1426E
School of Mathematical Sciences
Peking University
5 Yiheyuan Road
Beijing, China 100871
Email: zhangruixun AT pku DOT edu DOT cn
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