研究项目

• 上海自然科学基金：扭曲风险度量优化，2016/07-2019/06
• 国家自然科学基金：用方差减小技术估计协方差矩阵可变时投资组合的VaR和CVaR，2011/01-2013/12
• 上海市人力资源与社会保障局：用方差减小法定价高维价外美式期权，2012

部分出版物

• Lihua Sun, L. Jeff Hong, Zhaolin Hu, Balancing Exploitation and Exploration in Discrete
  Optimization via Simulation Through a Gaussian Process- Based Search, Operations
  Research, 2014, Vol.62 No.6: 1416-1438
• N. Cai, L. Sun, Valuation of Stock Loans with Jump Risk, Journal of Economic Dynamics
  and Control, 2014, 40(3): 213-214
• Guiyun Feng, Guangwu Liu, Lihua Sun, A Nonparametric Method for Pricing and Hedging
  American Options, Proceedings of the 2013 Winter Simulation Conference, 2013
• Sun, L. and L. J. Hong, Asymptotic Representations for Importance-sampling Estimators
  of Value-at-Risk and Conditional Value-at-Risk, Operations Research Letters, 38,
  246-251
• Sun, L., L. J. Hong and Z. Hu, Optimization via Simulation using Gaussian Process-based
  search, Proceedings of the 2011 Winter Simulation Conference, 4134-4145
• Sun, L. and L. J. Hong, A general Framework of Importance Sampling for Value-at-Risk and Conditional Value-at-Risk, Proceedings of the 2009 Winter Simulation Conference, 415-422

海外经历

• 2014/11/06-2014/11/18：美国运筹与管理学会，Yingdi公司，参加会议及学术交流
• 2014/10/02-2014/10/14：芬兰阿尔托大学，学术交流
• 2013/08：香港East Asian Simulation Workshop，发言
• 2010/11-2011/02：香港科技大学，访问教授
• 2011/12：Winter Simulation Conference美国亚利桑那州凤凰城，会议发言
• 2009/12：Winter Simulation Conference美国德克萨斯州奥斯丁市，会议发言
• 2006/09-2010/09：香港科技大学，博士在读