Department of Information Management
Lei Lei
Wed, Feb 13 2019 10:42 AM click:

Name : Lei Lei

Department : Department of Information Management

Title : Lecturer

Degree : Ph.D.

Phone :

Email :leilei312@cqu.edu.cn


Education Background

2018.04 - 2018.10: City University of Hong Kong, Research Assistant

2012.09 - 2018.05: Fudan University Shanghai, China. Ph.D in Management Science, Supervisor: J. Q, Hu
2016.09 - 2017.09: University of Maryland Maryland, USA. Visitor in Robert H. Smith School of Business,

Supervisor: Micheal, Fu
2008.09 - 2012.06: Sun-Yat-sen University Guangzhou, China. Bachelor in Mathematics and applied mathematics


Research

Journal Articles

Lei Lei, Yijie Peng, Micheal C. Fu, & Jianqiang Hu (2018). Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Discrete Event Dynamic Systems, 28(1), 109-125.

Conferences Articles

Lei Lei, Yijie Peng, Micheal C. Fu, & Jianqiang Hu (2018). Estimating sensitivities of portfolio credit derivatives and portfolio credit risk using Monte Carlo. The 9th POMS-HK International Conference (POMS-HK 2018).

Lei Lei, Yijie Peng, Micheal C. Fu, & Jianqiang Hu (2018). Copula sensitivity estimation by Monte Carlo simulation. 2018 Informs International Conference (Informs Taipei 2018).



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