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Professor Long Yonghong, tutor of financial time series analysis, master of financial engineering, deputy to the National People's Congress.
Professor Long Yonghong, Master of Financial Engineering, tutor of financial time series analysis, Master of Engineering course name of China Renmin University: Financial time series analysis Speaker: Professor Long Yonghong Course Description: This course mainly teaches the processing and analysis methods of financial time series data. The main content is to teach the latest financial time series methods and applications in the form of special topics, such as the statistical distribution characteristics of financial data, the test of market efficiency and predictability and its practical significance, the trend and cycle analysis of financial data, cointegration, the same trend and statistical arbitrage technology, causality analysis and its application in financial markets, nonlinear time series models and risk prediction.

Brief introduction of the speaker: Dr. Long Yonghong/Professor, doctoral supervisor is currently working in the Department of Mathematics, School of Information, Renmin University of China, and vice president of School of Information, Renmin University of China. He is the vice chairman of the National Society of Economic Mathematics and Management Mathematics, the director of the Mathematical Planning Branch of China Logistics Society and the director of Beijing Mathematical Society. In 2006 -2007, he was a visiting scholar in a big IDEI in Toulouse, France. The main research directions are: mathematical economy and mathematical finance, experimental economics, mathematical theory of auction, empirical finance and risk management. He has published more than 20 academic papers in the fields of stochastic process, information economics, financial theory and demonstration, experimental economics and auction theory in academic journals at home and abroad, and published more than 20 textbooks and works 10. Take the lead in carrying out economic experimental research in China and independently develop relevant experimental systems. He presided over and participated in 9 scientific research projects of the State and the Ministry of Education. 1994 won the "Baosteel Education Award". In 2006, he was awarded the title of "Excellent Teacher" by Beijing.

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