Li Xu

Li Xu is an Associate Professor in the Finance Department at New Jersey City University. He holds a PhD in Management Science and Engineering from Stanford University, with prior industry experience as a Quantitative Analyst at State Street Bank where he developed financial models.

His research bridges finance and data science, with key interests including:

• Big Data analytics in financial markets
• Cryptocurrency volatility modeling
• Bayesian statistical methods
• Machine learning applications in asset pricing
• Econometric analysis of market behaviors

Dr. Xu teaches extensively in data science and finance, covering courses from introductory data programming (FINC 305) to advanced financial modeling (FINC 525) and experimental design (FINC 550). His publications in leading finance journals demonstrate consistent scholarly output, though no specific awards or lab affiliations are mentioned.