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PhD in Applied Mathematics, Paris-Dauphine University, 2015 (supervisor: Christian Gouriéroux)
Ecole Normale Supérieure, Paris, 2012
Associate professor, Department of Mathematics and Statistics, Concordia University (Montreal, QC, Canada)
Associate professor, Department of Mathematics and Statistics, Concordia University (Montreal, QC, Canada)
Contact: yang.lu@concordia.ca
Contact: yang.lu@concordia.ca
My research interest is time series models motivated by insurance and finance applications.
You can read my papers here.
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