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Shulan Hu
The title Professor, Ph.D. Office Address: Contact Information: Telephone: +86-27-88385285
Email: hu_shulan@yahoo.com

Shulan Hu

Professor, Ph.D.

Department of Mathematical and Financial Statistics

School of Statistics and Mathematics

Zhongnan University of Economics and Law

Office Address
Office #301, Department of Mathematical and Financial Statistics of Wenbo Floor

Contact Information:

Telephone: +86-27-88385285

Email: hu_shulan@yahoo.com

Personal Web Page: http://infoschool.znufe.edu.cn/content.asp?id=3567#

BIO

Professor Shulan Hu received her Ph.D. in 2008 from Wuhan University. She joined the School of Statistics and Mathematics at Zhongnan University of Economics and Law as Lecturer in 2008. From 2009 to 2010 she joined Institut national de recherche en informatique et en automatique (INRIA) as a visiting scholar and acquired post-doctor in INRIA in 2011. Her areas of specialization include the limit theory of the stochastic process and simulation and application of stochastic algorithm. 

Selected Publications

1. Shulan Hu, Nian Yao: Exponential convergence in probability for empirical means of Levy processes. Acta Mathematicae Applicatae Sinica£¨SCI£©  Vol.26, No.3, 481-488, 2010.

2. Shulan Hu, Liming Wu£ºLarge deviations for random dynamical systems and applications to hidden Markov models.Stochastic Processes and their Applications£¨SCI£¬5-year IF:1.38£©, Vol.121, Issue.1, P61-90, Jan. 2011. 
3. Shulan Hu: Transportation inequalities for hidden Markov chains and applications.Science China Mathematics£¨SCI£©, 2011,vol.54, No.5: 1027-1042. 

4. Pierre Del Moral, Shulan Hu, Liming Wu£ºModerate Deviations for Mean Field Particle Models. Statistica Sinica (SCI),  2015.

5. Zhang Hu, Shulan Hu: Algorithm of Markov Regime Switching Model¡¯s maximum likelihood estimation. Statistics & Decision£¨CSSCI£©, 2011.06 

6. Shulan Hu, Wei Jie, Huang Sheng: Forecasting of stock market¡¯s states in China based on Hidden Markov Model, Statistics & Decision£¨CSSCI£©, 2011.22 

7.  Shulan Hu, She Xingyun, Xiong Renxia£ºResearch on stock market volatility based on GARCH-Class Models and Markov Regime Switching Models, Statistics & Decision£¨CSSCI£©, Submitted.

8. Shulan Hu: Hidden Markov Model and its application in Finance, Central China Normal University Press, 2014

Currently Teaching

Applied Stochastic Processes,Economic Forecasting and Decision-making£¬Econometrics£¬Intermediate Econometrics£¬Statistics£¬Monte Carlo Simulation Methods£¬Applied Time Series Analysis¡£