博士生

杨傲

研究方向：

Momentum Premium Research Proposal Empowered by Deep Reinforcement Learning

导师团队： 

Principle supervisor: Dr Qing Ye
IBSS co-supervisor: Dr Jia Zhai
UoL co-supervisor:

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

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谷承鑫

Research Interests: Empirical Asset Pricing, Machine Learning.

研究方向：

Empirical asset pricing of Stock and Option via machine learning

导师团队：

Principle supervisor: Dr Edwin Ruan
IBSS co-supervisor: Dr Jia Zhai
UoL co-supervisor: Professor Chardin Wese Simen

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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: Professor Xuezhong He
IBSS co-supervisor: Dr Jiatao Liu
UoL co-supervisor:

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丁寅泰

My research focuses on advancing option pricing models through machine learning techniques, particularly exploring neural networks and transfer learning to improve accuracy in pricing European and American Options. I serve as a teaching assistant for FIN 208 and FIN 406 TC, guiding students in Python-based pricing simulations and ML applications in finance.

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
UoL co-supervisor:

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陈宇峰

研究方向：

Advanced Informer and LSTM Integration for Precise Volatility Forecasting in China Petroleum Option Markets

导师团队：

Principle supervisor: Dr Edwin Ruan
IBSS co-supervisor: Dr Jia Zhai
UoL co-supervisor: Professor Chardin Wese Simen

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张毓琪

My research focuses on corporate strategic decision-making, particularly in cross-border M&A, CSR-driven governance frameworks, and the interplay between risk-taking behaviors and organizational resilience. I employ quantitative methods to analyze how these factors shape firm performance and stakeholder value. As a teaching assistant for finance courses, I designed case workshops and guided students in applying financial models to real-world scenarios. Beyond academia, I actively engage in sustainability-focused industry forums, bridging theory with ESG practices. My interdisciplinary approach combines strategic management insights with empirical finance methodologies to address evolving challenges in global business ecosystems.

研究方向：

Managers Utilize Voluntary Disclosure to Elicit Feedback Effects: Evidence from M&A deals.

导师团队：

Principle supervisor: Dr Chia-feng Yu
IBSS co-supervisor: Dr Shan Wu
UoL co-supervisor: Dr Sushil Sainani

学术发表:

Bai, M., Zhang, Y., & Yu, C.-F. (2024). Do Firms Gamble for Resurrection from COVID-19? Economics Letters, 241, Article 111835.

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宋雨桐

Research Interests: Corporate Governance Teaching Experience: Teaching Assistant for ECO 004 (Trends in Economics and Finance)

研究方向：

Diversified or Divided? An Examination of Faultlines in the Board and Corporate Investment Efficiency

导师团队：

Principle supervisor: Professor Stephen Gong
IBSS co-supervisor: Dr Zhaoran Gong
UoL co-supervisor: Professor Shantanu Banerjee

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蒋宗憓

My research centers on the intersection of transaction costs, asset pricing, and portfolio management, with a particular focus on the role of implicit frictions—such as market impact—in shaping optimal investment strategies and factor models. I am especially interested in how trading costs influence the design, implementation, and performance evaluation of factor-based strategies across different market environments.

研究方向：

Asset Pricing and Portfolio Management under Transaction Costs

导师团队：

Principle supervisor: Dr Yajun Xiao
IBSS co-supervisor: Professor Xuezhong He
UoL ccso-supervisor: Professor Chardin Wese Simen

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