Xinyi Xu

Location

New York City, NY
Hefei, People's Republic of China
Education
    CUNY Graduate School and University Center
    August 2018 - May 2025
    degree
    Ph.D
    major
    Economics
    CUNY Graduate Center
Work Experience
    Implications for Long
    January 2008 - December 2023
    company
    Implications for Long
    overview
    - Focusing on cointegration dynamics and their implications for long-term portfolio management - Employing tests of normality, stationarity, cointegration, and Vector Error Correction - Modeling (VECM), the research uncovers long-term relationships among selected - A Study On The Relationship Among Oil Prices, Exchange Rates, Stock Prices, and Interest Rates Using an SVAR approach - This paper takes a financial market perspective in examining the relationship among oil - Multilevel Monte Carlo Method in Computational Finance - A Case Study in Option - Valuation - This paper aims to briefly review the key ideas and describe the methodology of the multilevel Monte Carlo method. A comparison on the computational cost of standard and multilevel Monte Carlo method in this setting is addressed - Language and Skills - English (Fluent), Chinese (Native - Programming: Proficient in Python, R, MATLAB, STATA, EViews, LaTex, MS Office, etc
    Implications for Long
    January 2008 - December 2023
    Columbia University School Of Professional Studies
    Adjunct Associate Faculty
    January 2019 - December 2021
    Fordham University Gabelli School of Business
    Adjunct Lecturer
    January 2019 - December 2021
    CUNY Graduate Center
    Graduate Research Assistant
    January 2018 - December 2019
    See 2 More
Skills
Languages
ChineseEnglish
Skills
AdaptabilityAnomaly DetectionApplied MathematicsArtificial IntelligenceArtificial Neural NetworksCapital MarketsComputational FinanceComputer ProgrammingCultural ActivitiesData AnalysisDecision Making SkillsEconomyEViewsFault Detection and IsolationFinancial ModelingForecasting SkillsInvestment StrategiesKnowledge of FinanceKnowledge of MathematicsKnowledge of StatisticsLaTeXMachine LearningMacroeconomicsMATLABMicroeconomicsMicrosoft ExcelMicrosoft OfficeMonte Carlo MethodsPortfolio ManagementPython (Programming Language)Quantitative ResearchReactJSStataStock MarketsStrategic ThinkingStrategies of PricingTeachingTime SeriesTrading