Academic Profile

Dr Wu is an Associate Professor at Nanyang Business School, Nanyang Technological University (NTU) in Singapore. Previously he was a member of the faculty of the University of Sydney, and also worked in the University of New South Wales in Australia.

Prof Wu has taught various statistical courses for undergraduates and postgraduates in Australia and Singapore. He has won several teaching awards over the years including: NTU’s Teacher of the Year Award (now renamed the Nanyang Education Award) for Nanyang Business School (1999), Best Teacher Award for Actuarial Science Programme (1998, 1999, 2001), Best Teacher Award for Master of Science in Financial Engineering Programme (2002, 2004, 2010, 2013, 2018), Best Teacher Award for Master of Science in Finance Programme (2016, 2019), and Best Teacher Award for Division of Banking and Finance, NBS (2017). Prof Wu was awarded the prestigious Nanyang Education Award (School) in 2019. In 2020, he was awarded the Nanyang Education Award (College) and conferred a Fellow of the Teaching Excellence Academy.

Prof Wu currently is the Academic Director for Master of Science (Finance) Programme and Director for the Executive MBA (Chinese) Programme at Nanyang Business School, NTU.
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Assoc Prof Wu Yuan
Associate Professor, College of Business (Nanyang Business School) - Division of Banking & Finance

Prof Wu's research interests are in Actuarial Science, Big Data and Data Mining, Application of Statistics to Business and Finance, and Traffic Accidents Analysis.
 
  • Zhu, L., Lim M. L., Xie, W., and Wu Yuan. (2017). Analysis of Tourism Demand Serial Dependence Structure for Forecasting. Tourism Economics, 23(7), 1419-1436.

  • Xie Wenjun, Toh Zhao Zhi and Wu Yuan. (2016). Copula-Based Pairs Trading in Asia-Pacific Markets. Journal of Financial Studies , 24(4), 1-18.

  • Xie Wenjun, Liew Rong Qi, Wu Yuan, and Zou Xi. (2016). Pairs Trading with Copulas. Journal of Trading, Volume 11(3), 41-52.

  • Zhu, L., Lim M. L., Xie, W., and Wu Yuan. (2016). Modelling Tourist Flow Association for Tourism Demand Forecasting. Current Issues in Tourism, Forthcoming.

  • Liew Rong Qi, Wu Yuan. (2013). Pairs trading: A copula approach. Journal of Derivatives and Hedge Funds, Volume 19(1), 12-30.