معرفی
Professor Maggie Chen is a Personal Chair (Professor) in Financial Mathematics at Cardiff University, affiliated with the School of Mathematics and the Operational Research Group. She holds adjunct/visiting professorships at Columbia University and University College London. Her research focuses on interdisciplinary financial modeling using Hawkes processes and network approaches to address modern finance challenges, particularly in Fintech, market microstructure, and regulatory impacts. She co-leads the EPSRC UKFin+ Network for Financial Services and advises organizations such as the Royal Statistical Society and the Center for Research toward Advancing Financial Technologies (CRAFT).
Education: BSc in Computer Science from Lanzhou Jiaotong University (China), MSc in Finance & Investment Management and PhD in Finance from the University of Aberdeen (UK). Prior to academia, she worked in software engineering and management at China Telecom and Dell (China).
Research Interests: Liquidity provision, information dynamics in financial markets, Hawkes processes for modeling financial jumps, cryptocurrency analysis, ESG applications, and policy impacts. She collaborates with governments, companies, and start-ups to develop deployable solutions in Fintech.
Grants & Projects: Principal Investigator/Co-Investigator on projects funded by Wales Data Nation Acceleration Institute, Turing Institute, and Data Transformation Innovation Institute. Her work on jump detection has been adopted by U.S. regulators including the Commodity Futures Trading Commission (CFTC) and IMF.
Labs/Teams: Leads the Fintech theme at the Data Transformation Innovation Institute, Cardiff. Engages in collaborative networks like the UKFin+ Network and CRAFT.
