معرفی
Professor Ruijun Bu is a Professor of Econometrics at The University of Liverpool Management School (ULMS). He holds a Bachelor’s degree in Engineering from Tongji University, China, and a Master’s in Finance and a Ph.D. in Economics and Finance from The University of Liverpool. His research focuses on financial econometrics, time series analysis, large-dimensional data, nonparametric statistics, quantitative finance, and energy economics. He has held significant roles, including Director of Research for the Economics Group at ULMS and Founder/Director of the Econometrics and Big Data research cluster (2012–2021). He has secured grants from the ESRC, British Academy, and others. His work has been published in top journals like the Journal of Econometrics and Energy Economics. Bu has collaborated with institutions such as Princeton University (as a Visiting Research Fellow) and international universities on topics like regime-switching models and energy economics. He is an Associate Editor of Economic Modelling (2020–present) and has contributed to academic committees and teaching modules in econometrics and financial economics.
Education:
- Bachelor’s in Engineering, Tongji University
- Master’s in Finance, University of Liverpool
- Ph.D. in Economics and Finance, University of Liverpool
Research Interests:
- Financial Econometrics
- Time Series Analysis
- Large-Dimensional Data Analysis
- Non- and Semi-Parametric Statistics
- Quantitative Finance
- Empirical Finance
- Energy Economics
Grants and Awards:
- Dissecting Systemic Risks in Large Economic Sectors (British Academy, 2022–2024)
- Modelling Interest Rate Dynamics (ESRC, 2012–2014)
Teaching and Advising:
- Supervised theses on econometric models and transformed diffusion applications.
- Teaches modules like ECON311 (Time Series Econometrics) and ECON308 (Quantitative Financial Economics).
Labs and Collaborations:
- Led the Liverpool Advanced Methods for Big Data Analytics (LAMBDA) Research Centre.
- Collaborations with Professors at institutions like Keele University, University of Lille, and Sungkyunkwan University.
