Gender: Marie-Skłodowska-Curie Individual Fellowship
Participation: Marie-Skłodowska-Curie Individual Fellowship
Dr. Rui REN together with Prof. Dr. Weining WANG, applied to the EU Framework Programme for Research and Innovation entitled "Horizon 2020".
They received the Marie-Skłodowska-Curie Individual Fellowship with a amount of 174 806.40 EUR. The type of action is Standard European Fellowship.
The project title is "Quantitative Financial Risk Network Analysis with Sentiment and Herd Behaviour Measures", which is expected to be of 24 months starting within 12 months after the signature of Grant Agreement.
Dr. Rui REN will conduct joint research with Prof. Dr. Weining WANG on tail event driven sentiment network, quantifying investor sentiment, calibrating the option pricing model and detecting herd behaviour in the financial market. It potentially contributes to inclusive, innovative and reflective societies by supporting financial decision-making processes and managing risks for investors and institutions.