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Jerome Yen

Professor
Business Administration
University of Macau
Macao

Professor Business and Management
Biography

Jerome Yen received his PhD in Systems Engineering and Management Information Systems, University of Arizona, USA.

Research Intrest

Internet finance, especially the financial supermarket as well as its business model, technologies, and services. Risk measurement and management: credit, market, operational, and tail (extreme event) risk Trading strategies, trade planning and execution of Algo Trading and High Frequency trading. Investment and portfolio management: equities, commodities, FX, fixed income, derivatives, and structured products. Pricing and risk assessment of structured products that built with derivatives and exotic options.

List of Publications
“Intraday Price Trend Forecasting – a Pattern Matching Approach”, X. T. Liu, K. K. Lai, and J. Yen, submitted to Mathematical Finance
“Modeling and Forecasting VHSI index using GARCH and HAR Approach” Y. H. Chen, K. K. Lai, and J. Yen, submitted to Asia-Pacific Financial Markets
“A Novel Term Structure-Based Stochastic Model with Adaptive Correlation” S. F. Zhou, K. K. Lai, and J. Yen, submitted to Expert Systems with Applications.

Global Scientific Words in Business and Management

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