教育背景:
2015-2021德克萨斯农工大学博士
2013-2015德克萨斯农工大学硕士
2009-2013西南财经大学学士
工作经历:
2021-浙江工商大学国际商学院助理教授
2020-2021德克萨斯农工大学Graduate Instructor(独立教学)
研究领域:
虚拟货币市场分析、金融时间序列预测、风险管理、能源经济
所授课程:
金融时间序列分析、金融市场与衍生品、微观经济学
1. Ze Shen, Qing Wan, David J. Leatham, Bitcoin Return Volatility Forecasting: A Comparative Study of GARCH Model and Machine Learning Model, Agricultural & Applied Economics Association Annual Meeting 2019, Atlanta, Session Moderator & Presenter
2. Ze Shen, David J. Leatham, How Cryptocurrencies Prices Affect Each Other, Southern Agricultural Economic Association Annual Meeting 2019, Birmingham, Presenter
在研论文:
1. Tail Risk of Coal Futures in China
2. Multivariate Density Forecasts in Commodity Futures Market
3. On the Factors of Bitcoin Tail Risk: a LASSO Approach
4. Estimation of Tail Risk Measures in Cryptocurrency Market
5. Pension System Reform and Labor Supply