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    Hu Jinjin

    Assistant Professor

    Statistics and Data Science

    Add: Guoshun Road Siyuan Building Room 715, Siyuan Building

    Tel: 25011230(TEL)

    E-mail: hujj@fudan.edu.cn

    Research Field: Actuarial Science, Financial Statistics, Bio-statistics

    Website:

    Teacher information
    Achievements in scientific research
    Academic activities and community service

    Journal Papers


    1.Jinjin Hu. 2022. Portfolio selection with sparse inverse covariance matrices. Journal of Quantitative Finance and Economics 4(1) 115-132.  



    2.Xin Xing, Jinjin Hu, and Yaning Yang. 2014. Robust minimum variance portfolio with L-infinity constraints. Journal of Banking and Finance 46 107-117.  



    3.Hu, Taizhong and Jinjin Hu. 1999. Sufficient conditions for negative association of random variables. Statistics & Probability Letters 45(2) 167-173.  



    4.Hu, Taizhong and Jinjin Hu. 1998. Comparison of order statistics between dependent and independent random variables. Statistics & Probability Letters 37(1) 1-6.  



    5.Zhiguang Cao, Junmin Yang, and Jinjin Hu. 2021. Study on the performance of technical trading rules and data snooping bias. Financial Science (2) 59-77. (in Chinese) 



    6.Hu, Jinjin and Miaoyao Chen. 2011. Parametric and nonparametric analysis of the short interest rate in Chinese bond market. Journal of Fudan University (Natural Science) 50(1) 95-102. (in Chinese) 



    7.JIN Yuexian, HU Jinjin. 2005. Credit risk analysis of listed companies----The application of multivariate statistical analysis for the prediction of financial distress. World Economic Outlook 20 10-15. (in Chinese) 



    8.Jinjin, Hu and Jin Xu. 2004. The statistical analysis of the specific indexes of the outstanding professional forwards. Application of Statistics and Management 23(2) 35-40. (in Chinese) 


    Conference Proceedings


    1.Jinjin Hu. 2010. Fair Valuation of Participating Life Insurance Contracts.  Wuhan 1-4.  



    2.Jinjin Hu,Guoxing Tang. 2008. A New Model for Generating Scenarios in ALM.  Dalian, China 1-4.  


    Academic Works

    Jinjin Hu. 2011. Research on Interest Rate Risk Management by Life Insurers. Shanghai University of Finance & Economics Press, Shanghai. 

    Translated Works

    ZHENG Ming, XU Qinfeng, HU Jinjin, Regression Analysis by Examples (Third edition),Beijing,China Statistics Press,2004.12 (in Chinese)

    Research Projects

    2017.11—2018.03, Principal Investigator, Consulting for Zensun Sci & Tech Co., Ltd., Zensun (Shanghai) Sci & Tech Co., Ltd.

    2013.01—2015.12, Principal Investigator, A Study on Robust Portfolio Management, Fudan Young Scholar Research Enhancement Program

    2013.01—2015.12, Principal Investigator, Research on Jumps of the Interest Rate Dynamics, National Natural Science Foundation of China

    2011.12—2013.12, Principal Investigator, Research on the Parametric Estimation and Hypothesis Testing Problems of Interest Rate Models with Stochastic Jumps, Key Program Supported by National Bureau of Statistics of China


    Journal Papers


    1.Jinjin Hu. 2022. Portfolio selection with sparse inverse covariance matrices. Journal of Quantitative Finance and Economics 4(1) 115-132.  



    2.Xin Xing, Jinjin Hu, and Yaning Yang. 2014. Robust minimum variance portfolio with L-infinity constraints. Journal of Banking and Finance 46 107-117.  



    3.Hu, Taizhong and Jinjin Hu. 1999. Sufficient conditions for negative association of random variables. Statistics & Probability Letters 45(2) 167-173.  



    4.Hu, Taizhong and Jinjin Hu. 1998. Comparison of order statistics between dependent and independent random variables. Statistics & Probability Letters 37(1) 1-6.  



    5.Zhiguang Cao, Junmin Yang, and Jinjin Hu. 2021. Study on the performance of technical trading rules and data snooping bias. Financial Science (2) 59-77. (in Chinese) 



    6.Hu, Jinjin and Miaoyao Chen. 2011. Parametric and nonparametric analysis of the short interest rate in Chinese bond market. Journal of Fudan University (Natural Science) 50(1) 95-102. (in Chinese) 



    7.JIN Yuexian, HU Jinjin. 2005. Credit risk analysis of listed companies----The application of multivariate statistical analysis for the prediction of financial distress. World Economic Outlook 20 10-15. (in Chinese) 



    8.Jinjin, Hu and Jin Xu. 2004. The statistical analysis of the specific indexes of the outstanding professional forwards. Application of Statistics and Management 23(2) 35-40. (in Chinese) 


    Conference Proceedings


    1.Jinjin Hu. 2010. Fair Valuation of Participating Life Insurance Contracts.  Wuhan 1-4.  



    2.Jinjin Hu,Guoxing Tang. 2008. A New Model for Generating Scenarios in ALM.  Dalian, China 1-4.  


    Academic Works

    Jinjin Hu. 2011. Research on Interest Rate Risk Management by Life Insurers. Shanghai University of Finance & Economics Press, Shanghai. 

    Translated Works

    ZHENG Ming, XU Qinfeng, HU Jinjin, Regression Analysis by Examples (Third edition),Beijing,China Statistics Press,2004.12 (in Chinese)

    Research Projects

    2017.11—2018.03, Principal Investigator, Consulting for Zensun Sci & Tech Co., Ltd., Zensun (Shanghai) Sci & Tech Co., Ltd.

    2013.01—2015.12, Principal Investigator, A Study on Robust Portfolio Management, Fudan Young Scholar Research Enhancement Program

    2013.01—2015.12, Principal Investigator, Research on Jumps of the Interest Rate Dynamics, National Natural Science Foundation of China

    2011.12—2013.12, Principal Investigator, Research on the Parametric Estimation and Hypothesis Testing Problems of Interest Rate Models with Stochastic Jumps, Key Program Supported by National Bureau of Statistics of China