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姓名:陈煜之 |
讲师 |
所属系: 金融系 |
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电子邮箱:sizenchen2008@126.com |
办公室: |
一、个人简介(Introduction)
Dr. Yuzhi Chen is a Lecture of Economics at the School of Economics and Management at Inner Mongolia University. He has been engaged in the teaching and scientific research of Finance for a long time, and has published approximate 10 teaching and academic papers. Some papers have received widespread attention and have been reprinted by the China economic information network and the National People's Congress, which has a certain social influence. He has research interests on assets pricing, volatility modelling, Green Finance and Machine learning, and green finance. His research has been published in renowned academic journals like International Review of Economics and Finance, Humanities & Social Sciences Communications et al.
陈煜之,内蒙古大学经济与管理学院经济学讲师。长期从事金融学教学和科研工作,发表教学和学术论文10余篇。一些论文受到广泛关注,并被中国经济信息网和全国人大转载,具有一定的社会影响。他对资产定价、波动率建模、绿色金融和机器学习以及绿色金融有研究兴趣。他的研究成果已发表在International Review of Economics and Finance、Humanities & Social Sciences Communications、现代经济探讨、统计与决策,工业技术经济、浙江社会科学等期刊。
二、教育背景与工作经历(Education background)
Dr. Chen graduated from Guangxi University with a bachelor's degree in economics, majoring in finance; He graduated from the University of Southampton with a Master of Science Degree in management science and finance; It mainly studies the combination of computer science and financial practice, such as quantitative investment, portfolio optimization, etc. He graduated from Jilin University majoring in quantitative economics with a doctorate degree in economics; Main research: asset pricing, machine learning, application of artificial intelligence in stock investment, portfolio analysis, etc.
本科毕业于广西大学金融学专业,获经济学学士学位;硕士毕业于英国南安普顿大学管理科学与金融专业,获理学硕士学位;主要研究计算机科学与金融实践结合:量化投资,资产组合最优化等。博士毕业于吉林大学数量经济学专业,获经济学博士学位;主要研究:资产定价,机器学习、人工智能在在股票投资的应用,投资组合分析等。
三、主讲课程(Main courses)
Finance; Artificial intelligence and stock investment
金融学;人工智能与股票投资等
四、科研成果(Publications)
[1] A factor pricing model based on machine learning algorithm. International Review of Economics & Finance.(SSCI, Q1)
[2] A factor pricing model based on double moving average strategy. Humanities & Social Sciences Communications. (SSCI, Q1)
[3] 中国股市的移动均线异象--基于投机和套利限制视角. 现代经济探讨. (CSSCI).
[4] 基于小波变频的资产定价模型(人大复印资料全文转载). 统计与决策. (CSSCI).
[5] 中美市场投资者惯性和反转交易偏好的实证研究. 工业技术经济(AMI核心).
[6] 基于频率分解下机器学习模型的样本外预测性能比较. 统计与决策. (CSSCI).
[7] 人工智能与中国股票市场——基于机器学习预测的投资组合量化研究. 工业技术经济(AMI核心).
[8] 基于收入结构视角的我国城乡收入差距影响因素研究. 浙江社会科学.(CSSCI).
[9].集中带量采购政策对医药公司创新的影响研究——基于文本分析法的实证分析[J].价格理论与实践. (北核).