Research Topic
Unravelling Financial Complexity: A Temporal Complex Network and Nonlinear Dynamic Approach
Research Summary
Cindy Yang’s PhD specialising in modelling financial markets as temporal complex networks. Her interdisciplinary research integrates complex systems theory, market microstructure, and deep learning to analyse high frequency trading data, uncovering non-linear relationships and dynamic behavioural patterns that influence market quality. By combining complex network modelling with advanced non-linear simulations, she aims to generate innovative insights into market dynamics, risk assessment, investor behaviour, and data-driven regulatory strategies.
Supervisor(s)
Research Area
Background
Cindy is a first year FinTech PhD student at the University of Edinburgh Business School.
Education and Qualifications
| Institute | Award | Dates |
|---|---|---|
| University of Edinburgh Business School | MSc Finance | 2022-2023 |