My CV

Papers

* Microstructure Noise in the Continuous Case: The Pre-Averaging Approach, with Jean Jacod, Per A. Mykland, Mark Podolskij and Mathias Vetter; submitted

*. Are Volatility Estimators Robust with Respect to Modeling Assumptions? , Bernoulli, 13(3), 2007, 601-622. With Per A. Mykland. slides

*. Determining the volatility of a price process in the presence of rounding errors. (Sep, 2006) TR 573, Dept of Statistics, The Univ. of Chicago. With Per A. Mykland

*. On Euler's Constant--Calculating Sums by Integrals. Amer.math. Monthly, Sep.2002, 845-850 

*. The Influence Analysis of Parameter Estimation in Linear Errors-in-Variables Modle. Undergraduate Paper, Beijing Normal University (2003)

*. The Magic of Lottery VS the Power of Mathematics (in Chinese, First price in the China Undergraduate Mathematical Contest in Modeling (CUMCM) 2002), with Dejun Luo, Yong Zhang

*. Three-Dimensional Reconstruction of a Blood Vessel (in Chinese, First price in CUMCM 2001), with Xihan Mu, Yan Li

Meetings & Presentations

Invited:

* The Tenth Annual Financial Econometrics Conference, the Institute for Quantitative Finance & Insurance (IQFI), (University of Waterloo, March 2008, upcoming)
* Seminar, The Department of Statistics, Carnegie Mellon University (Feb. 2008, upcoming)
* Seminar, The Department of Applied Mathematics and Statistics, The Johns Hopkins University (Jan. 2008, upcoming)
* ORFE Colloquia, (Princeton University, Nov. 2007)007)
* Conference on Volatility and High Frequency Data, (University of Chicago, Apr 2007)
* The 2006 International Workshop on Applied Probability, (IWAP) (University of Connecticut, May 2006)

Contributed/Others
* The 32nd Conference on Stochastic Processes and their Applications (SPA07), contributed speaker, (the University of Illinois at Urbana-Champaign, Aug 2007)
* 2007 Joint Statistical Meetings (JSM 2007), topic contributed speaker, with Laha Award, (Salt Lake City, Aug 2007)
* International Symposium on Financial Engineering and Risk Management, (Beijing, June 2007)
* S¨¦minaire Europ¨¦en de Statistique 2007, contributed speaker , with travel award, (Cartagena, Spain, May 2
* Seminars for Fourth Year PhD Students (University of Chicago, Oct 2006)
* CIREQ Conference on Realized Volatility, Poster, with travel award, (University of Montreal, April 2006)
* The Joint Meeting of CSPS and IMS, Poster, with IMS travel award, (Beijing Normal University & Peking University, July 2005)
* Mini-seminars for Second Year Ph.D. Students (University of Chicago, Feb 2005)
* Mini-seminars for First Year Ph.D. Students (University of Chicago, May 2004)