Xuan Sun

External address: 
Beijing, China
Graduation Year: 
2015

Employment Info

Associate
HuaTai Securities Co., Ltd.

Master's Thesis

Applications of Statistical and Economic Analysis in Finance and Health Industry

This paper intends to present my summary of internship and some academic individual and team projects, including a quantitative and statistical analysis of some important Macro factors and financial models, and a data analysis project in drug cost reduction. The first chapter discusses the mechanism and impact of pass-through from the dynamics of RMB exchange in China, and the method I used here is the basic econometrics regression analysis. The result is significant and coincides with our common sense when we make investment decisions. The second chapter is about the revised CCAPM model. Through a modified distribution of error terms, CCAPM model will show an improved explanation power. The third chapter is a data analysis project of drug cost reduction. I used Bayesian method to explore the relationship between drug cost and other predictors, and the result gives us advice on designing health plans to minimize the cost.