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Li Xu's research interests includes Big Data Analysis, Empirical Asset Pricing, Financial Econometrics, Bayesian Analysis, Machine Learning algorithm, and Cryptocurrency Market. His research articles have appeared in journals such as Quarterly Journal of Finance, Journal of Finance and Data Science, etc. Prior to coming to NJCU, he worked as a quantitative analyst at State Street Bank in Boston. While there he developed various quantitative models. Dr. Xu received his Ph.D. in Management Science and Engineering with specialization in Finance from Stanford University.
   
Courses Taught

• Introduction to Data Science (FINC 305)
• Managerial Finance (FINC 371)
• Programming Data Science (FINC 405)
• Intro Forecasting Models (FINC 410)
• Quantitative Methods for Business Decisions (FINC 503)
• Decision Analysis (FINC 513)
• Programming for Data Science (FINC 515)
• Financial Modeling (FINC 525)
• Experimental Design (FINC 550)
• Regression Analysis (FINC 565)  

Selected Publications

• Huang, Z., Xu, L. Negative Conversion Premium, Journal of Finance and Data Science
• Huang, Z., Huang, J., Xu, L. Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on A Stochastic Volatility Model with Jumps in Returns and Volatility, forthcoming, Quarterly Journal of Finance

Schools Attended/Degrees

• Stanford University, Stanford, CA 
  • Ph.D., Management Science and Engineering, 2013 
  • M.S., Financial Mathematics, 2011 
• The Pennsylvania State University, State College, PA 
  • M.A., Mathematics, 2006
  • M.A., Computer Science, 2005