Lecturer, Master Supervisor

Address: No.5 Dongfeng Road, Zhengzhou University of Light Industry, Zhengzhou, Henan, China

E-mail: sunruili2009@163.com

Websites: https://orcid.org/0000-0003-0464-2281

Research Interests:

covariance matrix and its improved estimation, portfolio selection, asymmetric correlation, multimodal analysis, deep learning

Educational Background:

201309--201812, Southwestern University of Finance and Economics, School of Statistics, Doctor;

200909--201306, Zhengzhou University of Light Industry, College of Economics and Management, Bachelor.

Teaching Courses:

Probability Theory and Mathematical Statistics, Linear Algebra and Space Analytic Geometry, Sample Survey, Time Series, Financial Engineering, Financial Risk Management, Financial Econometrics

Publications:

[1] Ruili Sun, Qiongchao Xia, Shiguo Huang, Tiefeng Ma, Shuangzhe Liu. Enhancing Portfolio Optimization with Weighted Scoring for Return Prediction through Machine Learning and Neural Networks, International Journal of Advanced Computer Science and Applications, 16 (7), 826-840, 2025.

[2] Ruili Sun, Kunqi Wang, Tiefeng Ma, Shuangzhe Liu. Portfolio selection based on the spectral decomposition of the sample covariance matrix: A shrinkage-motivated basis-optimization strategy, Resultsin Applied Mathematics, 30:100720, 2026.

Fundings:

(1) 202301-202512, National Natural Science Foundation of China,12201579, PI.