Min Shu

Assistant Professor-in-Residence

Office: Stamford Campus – 372
Phone: (203) 251-8426
E-Mail: min.shu@uconn.edu

Research Interests

Statistical Modeling, Time Series Analysis, Quantitative Finance, Financial Market Crash, Machine Learning.

Selected Publications

  • (With W. Zhu) 2019. Real-time Prediction of Bitcoin bubble Crashes. arXiv:1905.09647.
  • (With W. Zhu) 2019. Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator. arXiv:1905.09640.
  • (With A. Artemiou) 2014. A Cost Based Reweighed Scheme of Principal Support Vector Machine. Topics in Nonparametric Statistics, Springer, New York. 1-12.