Zuming Sun

Cohort 2022
University of Calgary

Program of study



University of Calgary

Academic degree


Academic background

I graduated from Sichuan University with a B.S. in Statistics in 2016. During my undergraduate study, I visited the University of Tennessee in 2014 as an exchange student. My undergraduate thesis is an empirical study of 50ETF based on classic BSM model. That inspire my interests in applying mathematical model in financial market. I have been studying in University of Calgary since 2017 and I have been a PhD candidate since the end of 2019. I'm quite interested in polynomial processes and their application for energy markets. My research is mainly about polynomial map of polynomial processes (PMPP) model and its application in natural gas and oil market and polynomial processes and polynomial regression for French electricity markets. Now I'm curious about what would happen if I combine machine learning and classic stochastic process and how they could be applied in financial market.

About me

I'm a PhD Candidate enjoying my research work and I'm an energetic young man enjoying my life. I'm open to the new trend in academic area and I enjoy keeping curious about the new staff. Sport is part of my life, soccer, hiking and camping in summer and skiing during the winter.

Internships Details

Currently looking for an internship

Prefered Starting Date: 01/06/2022

Prefered Theme: Machine learning and stochastic model in financial market.

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