This Repository is used for saving some of my PDF of Projects and Articles
Resume
- Ruming Liu Resume: updated in Oct. 2021
Projects
- The Thoughts on the Internatinalization of Chinies RMB(EN): The dissertation of my Bachelor's Degree. It compares the development of RMB with other international currencies and forecasts the future of RMB from macro-economics and politics point of view.
- A Possible Way to Search Pairs Trading Arbitrage(EN): Directed Research of my Master's program. It finds a new possible way to search stock pairs which exist arbitrage opportunity and uses dynamic programming method to make trading strategy.
- Cointegration Method of Statistical Arbitrage(EN): Time Series and Econometrics course project. It applies cointegration method and ARMA-GARCH model to analyze spread in stock market, and forecasts the convergence situation of the spread.
Articles
- Interest Rate Term Structure Notes(EN)
- Variance Reduction Techniques(EN)
- Referee Report for th Paper A Bias of Screen(EN)
- Simulation of Short Rate Model and Forward Rate under H-J-M framework(CN)