Scholar
Xiyue Han
Google Scholar ID: PHovmxkAAAAJ
University of Waterloo
Citations & Impact
Citations
60
H-index
5
i10-index
0
Publications
17
Co-authors
0
Publications
Resume (English only)
Research Experience
- Currently a Postdoctoral Fellow in the Department of Statistics and Actuarial Science at the University of Waterloo under the supervision of Professors Alexander Schied and Ruodu Wang.
Background
- Research interests: financial mathematics, actuarial science, and applied probability. Particularly interested in model-free estimation of the degree of roughness of financial time series and related applications.
Co-authors