Welcome to An An's Homepage

This Homepage provides my work on Financial Modelling using Markov Chain Monte Carlo ( MCMC ) methodology. My graduate thesis, entitled " The Efficient MCMC Estimation of Stochastic Volatility Model with Changing Regimes" is also available

An An Chen
Demonstrator & Research Assistant
Department of Information and Systems Management
The Hong Kong University of Science & Technology ( HKUST )

Office: Room 4351
Tel: + (852) 2358 - 8746
Email: imanan_hk@yahoo.com
URL:

Education:

    Bachelor of Science in Mathematics(Statistics), HKUST

    Master of Philosophy in Information & Systerms Management, HKUST

Research Interests:

    Financial Modelling, Time Series Analysis, Option Pricing, Econometrics, Marketing Research, Data Analysis and Beyesian Statistics

Working Research Projects:

    1.Bayesian Filterings and Comparison

    2.Financial Modelling and Diagnostics

MPhil Thesis Topics :

The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes


Contact me at: imanan

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