KUN LI - IIT Stuart School of Business

KUN LI
Stuart School of Business, Illinois Institute of Technology
565 West Adams Street, 4th Floor, Chicago, IL 60661 [email protected]
Faculty Page http: // stuart. iit. edu/ faculty/ kun-li
Updated on May 22, 2014
EDUCATION
Illinois Institute of Technology (IIT)
Ph.D. Candidate in Finance
Expected Dec. 2014
Lehigh University
M.S. Health & Bio-Pharmaceutical Economics,
M.S. Economics
2010
Nanjing University
Bachelor: Finance
2006
RESEARCH INTERESTS
High Frequency Finance; Capital Markets and Market Microstructure; Applied Microeconomics.
WORKING PAPERS
How Does High Frequency Trading Affect Low Frequency Trading? (with R. Cooper & B.
Van Vliet)
Demand Uncertainty and the Allocation Impressions via Prepaid Transactions (with Liad
Wagman)
Global Economic Perceptions of US and China: A Test for Investment Optimism (with
Siva Balasubramanian)
Sequential Information Acquisition and Trade (with Liad Wagman)
RESEARCH EXPERIENCE
Academic Presentations
“Global Economic Perceptions of US and China.” IIT Stuart Research Presentation Series, Fall
2012
“How Does High Frequency Trading Affect Low Frequency Trading?” Security Technology Analysis
Center (STAC) Summit, May 2014
Academic Paper Referee
The 8th Workshop on Internet and Network Economics (WINE), 2012
The 12th International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS),
2013
The 12th Workshop on the Economics of Information Security (WEIS), 2013
Research Assistant
Under Professor Liad Wagman, IIT, 2012 - 2013.
Under Professor Priyanka Sharma, IIT, 2013-2014.
Kun Li [email protected]
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TEACHING EXPERIENCE
Adjunct Professor
Undergraduate: “Computing Tools & Business Analysis” (BUS 102), IIT, Spring 2014
(Teaching Evaluation: 4.05/5);
Recitation Instructor
Undergraduate: “Principle of Economics” (ECO 001),
Master: “Valuation and Portfolio Management” (MSF 504),
Doctoral: “Theory of Finance” (MSC 631),
Lehigh, 2008-2010;
IIT, Spring 2011;
IIT, Fall 2013;
Teaching Assistant
MBA or Master: Marketing Management, Managerial Economics, Contemporary Economic
Analysis & Game Theory, Math with Financial Applications
PROFESSIONAL EXPERIENCE
The Smart Grid Cluster
Researcher
May 2013 - Present
Chicago, IL
· A research position funded and supported by US Small Business Administration and Dept. of Energy.
· Design business strategic plans and financial models of sustainability, connect innovative units in the
Cluster to market opportunities and capital funding.
Chicago Mercantile Exchange Group
Quant Researcher
Summer 2012
Chicago, IL
· Design smooth and consistent yield curves programming for Interest Rate Swap valuation.
· Data mining on Vanilla Swaptions in different currencies for new swaption products design.
· Explore the possibility of arbitrage for different maturities by SBAR dynamics.
Pennsylvania Small Business Development Center
Research Analyst
May 2007 - May 2008
Bethlehem, PA
· Assist small and medium enterprise in foreign market investigation, data analysis, and market report
writing.
United General Mortgage Corp
Research Analyst
June - August 2007
Bethlehem, PA
· Participate in their IPO project, and assist in financial forecast and new mortgage service pricing.
TECHNICAL STRENGTHS
Computer Skills
Databases
Language
EQS, Excel, LATEX, Mathematica, Matlab, SAS, SPSS, Stata, VBA
Bloomberg, Compustat, CRSP, WRDS
Chinese (Native); English (Fluent)
HONORS & AWARDS
Stuart School Dean Scholarship Recipient,
IIT, 2010 - 2014
Graduate Scholarship Recipient,
IIT, 2010 - 2014
Teaching Scholarship Recipient,
Lehigh University, 2008 - 2010
“15+10 – with EU Enlargement the development of the bilateral trade between China and EU in the
future”, awarded Yinxing Prize for Best Undergraduate Research Paper in Social Science,
Nanjing University, China, 2004
Kun Li [email protected]
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