Europass Curriculum Vitae
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1 Europass Curriculum Vitae Personal information Surname(s) / First name(s) Address(es) Palazzo Caetani, Via San Pasquale, SNC, Cisterna di Latina(LT), Italy Telephone(s) Mobile: (s) hao.wang@uniroma1.it Nationality(-ies) Chinese Date of birth 13/04/1987 Gender Male Membership Italian Association of Mathematics Applied to Economic and Social Sciences (AMASES) Education Period Position University Thesis Title Supervisor November at the moment PhD student in Mathematics for Economic-Financial Applications Department of Methods and Models for Economics, Territory and Finance (MEMO- TEF), Faculty of Economics, Sapienza University of Rome, Rome, Italy Dependence Methods for Financial Time Series with Application to Portfolio Diversification Prof Fabrizio Durante Period February June 2013 Position Visiting PhD student in Faculty of Mathematics, Informatics and Mechanics (MIM), University of Warsaw, Poland Supervisor Prof dr hab. Piotr Jaworski Period November December 2009 Title Master Degree in Finance University Faculty of Economics, University of Florence, Florence, Italy Thesis Title Multivariate Simulation With Copula and Application in Finance Supervisor Prof Emanuele Vannucci Graduating Date 18/12/2010 Final Mark 108/110 Period September June 2008 Title Bachelor Degree in Science University Department of Mathematics, School of Information, Renmin University of China, Beijing, China Supervisor Prof Jinwu Gao Graduating Date 06/2008 Final Mark 3.21/4.00 Page 1 / 5 - Curriculum vitæ of
2 Fellowships and Awards Scholarship Winner of a PhD scholarship in Mathematics for Economic-Financial Applications Academic Year 2010/2011 Granted by Sapienza University of Rome Awards Winner of the Beijing Excellence Graduate Academic Year 2007/2008 Granted by Beijing Municipal Education Committee Scholarship Winner of Academic Excellence Scholarship Academic Year 2006/2007 Scholarship Winner of Youth Strategy Development Scholarship Scholarship Winner of Excellent Student Cadre Scholarship Research Interests Publications Risk Management Financial Contagion Portfolio Optimization Dependence Models and Copulas Durante, F., Foscolo, E., Jaworski, P., Wang, H. (2014). A spatial contagion measure for financial time series, Experts Systems with Applications, 41(8): http: //dx.doi.org/ /j.eswa Papers Submitted to Refereed Journals Durante, F., Foscolo, E., Pappadà, R., Wang, H. (2013). A portfolio diversification strategy via tail dependence measures Contributed Talks Clustering methods for financial time series with application to portfolio selection, AMASES 2013, Stresa (Italy), 5 7 September 2013 A spatial contagion measure for financial markets, International Workshop on High- Dimensional Dependence and Copulas: Theory, Modeling, and Applications, Beijing (China), 4 5 January 2014 A spatial contagion measure for financial time series, XV Workshop on Quantitative Finance, Firenze (Italy), January 2014 Page 2 / 5 - Curriculum vitæ of
3 Talks to Contribute Research Projects Title Portfolio Optimization under extreme dependence(prot. C26N12T5XP) Principal Investigator Period November 2012 December 2014 Granted by Sapienza University of Rome Services Summer Schools, Seminaries, Workshops, and Conferences Referee for Scientific International Journals Mathematics and Computers in Simulation Conference XXVI EURO-INFORMS 26th EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH Location Rome,Italy Period 1st 4th July 2013 Mini course Quantitative Risk Management by Paul Embrechts Location Florence,Italy Period 4th 9th April 2013 Workshop GEOX day on Risk Management workshop for practitioners Location Florence,Italy Period 5th April 2013 Workshop XIV Workshop on Quantitative Finance Location Rimini,Italy Period 24th 25th January 2013 Summer School Systemic Risk and Quantitative Risk Management Location Ecole CEA EDF Inria, Paris, France Period 15th 17th October 2012 Lectures Risk Measures and Performance Measures by M. Frittelli Modeling Systemic Risk by R. Cont Workshop New Developments in Econometrics and Time Series Location EIEF, Rome, Italy Period 10th 11th September 2012 Summer School Location Scuola Matematica Interuniversitaria (SMI) Department of Mathematics and Computer Science, University of Perugia, Perugia, Italy Period 30th July 31st August 2012 Lectures Stochastic Differential Equation by P. Baldi Statistics by Y. Rinott Page 3 / 5 - Curriculum vitæ of
4 Summer School Credit Risk: main issues and derivative pricing Location University of Verona, Alba di Canazei, Trento, Italy Period 16th 20th July 2012 Lectures Credit Risk by S. Schaefer Workshop Risk and Dependence in Economics and Finance Location Free University of Bozen Bolzano, Bozen-Bolzano, Italy Period 13th Aprile 2012 Summer School Scuola Matematica Interuniversitaria (SMI) Location Scuola Normale Superiore di Pisa, Cortona, Arezzo, Italy Period 3rd 16th July 2011 Lectures Stochastic and Numerical Methods in Finance by W. Runggaldier and E. Platen PhD. s attended Probability, Prof B. Liseo, Faculty of Economics, Sapienza University of Rome Mathematics, Prof M. Chiarolla, Faculty of Economics, Sapienza University of Rome Microeconomics, Prof L.Ventura, Prof L. Spinesi Faculty of Economics, Sapienza University of Rome Macroeconomics, Prof G. Rodano, Faculty of Economics, Sapienza University of Rome Econometrics, Prof R. D Ecclesia, Faculty of Economics, Sapienza University of Rome Monte Carlo Markov Chain, Prof L. Tardella, Department of Statistical Sciences, Sapienza University of Rome Portfolio Selection Models, Prof S. Herzel, School of Economics, University of Rome Tor Vergata Methods and Models for Financial Market, Prof L. Caramellino, Department of Mathematics, University of Rome Tor Vergata Risk Management, Prof E. Barone, Department of Economics and Finance, LUISS Research Activities Academic Competition The 9th Innovation Cup Extracurricular Academic Science and Technology Work Competition of the Renmin University of China Awards Second Prize in Renmin University of China Academic Competition China Undergraduate Mathematical Contest in Modeling (CUMCM) Academic Year 2006/2007 Awards Second Prize in Beijing Contest District Granted by China Society for Industrial and Applied Mathematics (CSIAM) Social practice Survey of Local Agricultural Economy in Kumul (Hami) City of Xinjiang Uyghur Autonomous Region Page 4 / 5 - Curriculum vitæ of
5 Experience Organization J. & C. S.R.L. Location Sesto Fiorentino, Florence, Italy Period September 2009 June 2010 Description Assistant of Department of Production and of Department of Sales Organization Yulin Chinese Language School Location Prato, Italy Period August 2010 October 2010 Description Chinese Teaching Organization Beijing Century Investment Consulting Co. Ltd. Location Beijing, China Period September 2007 September 2008 Description Analyzing the economic data of the Beijing Zhongguancun Science Park and write the research report Organization Student Secretary, School of Information, Renmin University of China Location Beijing, China Period September 2007 June 2008 Description Assistant for Student Affairs Mother tongue(s) Other Tongues English Italian Computer Skills Operating systems Softwares Programming Languages Chinese Fluent, verbal and written Fluent, verbal and written Linux Ubuntu, Windows Office, Open Office, Latex, Eclipse C, R Roma,January 25, 2014 Page 5 / 5 - Curriculum vitæ of
Assistant Professor, Department of Economics and Finance, University of Rome Tor Vergata
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