1. 2019.9-2025.6，厦门大学，金融工程，博士

2. 2023.8-2024.8，澳大利亚国立大学，国家公派联合培养

3. 2015.9-2019.6，北京林业大学，统计学，本科

2025.8-至今 上海财经大学  经济学院  助理教授

Asterisk (*) denotes the corresponding author. Hash (#) denotes co-first authorship (in alphabetical order)

1.   Jilin Wu, Ruike Wu*, Zhijie Xiao. (2026+). Adaptive LAD-based Bootstrap Unit Root Tests under Unconditional Heterokskedasticity, Journal of Business & Economic Statistics.

2.       Ruike Wu, Yanrong Yang, Hanlin Shang, Huanjun Zhu. (2025). Making Distributionally Robust Portfolios Feasible in High Dimension, Journal of Econometrics. 252, 106118.

3. Jilin Wu, Ruike Wu#, Zhijie Xiao. (2025+). A Nonparametric Test for Instantaneous Causality with Time-varying Variances. Econometric Theory. Online.

4. Jilin Wu, Ruike Wu#, Zhijie Xiao. (2025+). Robust Tests for Changing Volatility. Statistica Sinica. 36(1): 1-26.

5.  Ruike Wu, Shuping Shi, Jilin Wu. (2025). Quantile Analysis for Financial Bubble Detection and Surveillance. Journal of Time Series Analysis. 46(5): 908-931.

6. Qingliang Fan, Ruike Wu#, Yanrong Yang, Wei Zhong. (2024). Time-varying minimum variance portfolio. Journal of Econometrics. 239(2), 105339.

7.  吴睿珂, 吴吉林. 2026. 基于实时泡沫监测技术的中国股市投资决策研究. 计量经济学报. 6(1): 90-116.
   

8.  张振环, 吴吉林, 吴睿珂. (2023). 厚尾数据的波动率结构变化检验及应用研究. 统计研究. 40(11): 136-147. 

1. 上海市教育发展基金会, 上海市教育委员会课题-晨光计划, 25CGA35, 自适应多部门高维投资组合模

2. 上海财经大学, 基本科研业务费项目-新进教师科研启动经费, 2025110563, 稳健高维投资组合模型,

1. Qingliang Fan, Ruike Wu*, Yanrong Yang. Adaptive Multi-task Learning for Multi-sector Portfolio Optimization. 

2. Jilin Wu, Ruike Wu*, Zhijie Xiao, Mengxi Zhang. A robust nonparametric test for structural changes in multivariate volatility.

3. Qingliang Fan, Ruike Wu*, Yanrong Yang. Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets,

4. Ruike Wu, Yonghe Lu, Yanrong Yang. Sustainable Investment: ESG Impacts on Large Portfolio.