博士生

博士生
丁寅泰

丁寅泰

研究方向:
Option Pricing Based Machine Learning Models
导师团队:
Principle Supervisor: Dr. Jia Zhai
IBSS Co-supervisor: Dr. Shimeng Shi

何苗

何苗

研究方向:
Impact of Financial Inclusion on Economic Growth: Evidence from China’s Small and Micro Enterprises
导师团队:
Principle Supervisor: Dr. Ye Bai
IBSS Co-supervisor: Dr. Fan Liu
UoL supervisor: Dr. Michalis P. Stamatogiannis

季皓珺

季皓珺

研究方向:
Path-Dependent Portfolio Theory and Asset Pricing: an integrated partial sample regression and machine learning approach
导师团队:
Principle Supervisor:Dr. Tony He
IBSS Co-supervisor: Dr. Jiatao Liu

梁爽

梁爽

研究方向:
The Causal Effects of Media Coverage: Evidence from Stock Price Reactions to Earnings Announcements of Dual-Listed A-H Shares
导师团队:
Principle Supervisor: Prof. Stephen Gong
IBSS Co-supervisor: Dr. Brian Wright

陆若晨

陆若晨

研究方向:
The Role of Investor Attention in Chinese Stock Market
导师团队:
Principle Supervisor:Dr. Qing Ye
IBSS Co-supervisor: Dr. Minjoo Kim(UoL)
UoL supervisor: Dr. Minjoo Kim(UoL)

单祎敏

单祎敏

研究方向:

A Comparative Study of US & China Stock Market Performances under Government Intervention against Public Health Crisis

导师团队:

Principle Supervisor:Dr. Yang Chen
IBSS Co-supervisor: Dr. Yajun Xiao

科研成果: 
  • Yimin Shan Shan, Y., Chen, Y. and Xiao, Y., 2023. Monetary policy as market stabilizer in the COVID-19 pandemic. Finance Research Letters, 55, p.103960.

杨傲

杨傲

研究方向:

Momentum Premium Research Proposal Empowered by Deep Reinforcement Learning

导师团队: 

Dr. Qing Ye
Dr. Jia Zhai

科研成果: 
  • Ao Yang Yang, A., Ye, Q., & Zhai, J. (2023). Volatility forecasting with Hybrid-long short-term memory models: Evidence from the COVID-19 period. International Journal of Finance & Economics, 1–21. https://doi.org/10.1002/ijfe.2805