计算经济与金融实验室

概述

计算经济与金融实验室为西交利物浦大学国际商学院（IBSS）的教学与科研提供专用计算资源。实验室位于BS429室，配备四台戴尔OptiPlex 7000台式计算机，其中三台配置32GB DDR4内存，一台配置128GB DDR4内存。该设施支持本地处理中小规模计算密集型任务，无需申请校级集中算力资源。教职人员可通过员工卡进入实验室，并使用大学账号登录终端。博士研究生、硕士生及参与夏季本科生研究奖学金（SURF）或毕业设计（FYP）项目的学生，经导师批准后亦可使用本实验室。

研究项目

邬莹莹

1. Intraday Dynamic Relationship Between Commodity Futures and Stock Returns of Companies Along the Supply Chain, with Financial Math colleague

2. Climate policy uncertainty affect the Carbon emission trading market – evidence from analysis of Chinese cities, SURF project

翟佳

1. Probability Momentum (with Qing Ye and PhD candidate Ao Yang) – Ongoing.
2. Green Bonds in China (with Shimeng Shi) – SURF project, ongoing.
3. ESG Metrics and Investment Strategies (with Shimeng Shi and Juan Tao) – Planned from September 2023.
4. Sentiment Analysis in Derivatives Markets (with Shimeng Shi, Financial Mathematics colleagues, and PhD candidates) – Planned from September 2023.

肖亚军

1. Cybercrime News and Hedging in an ICAPM Framework (with Jiatao Liu and Ian W. Marsh).
2. Political Uncertainty and Bank Lending: Evidence from China’s Anti-Corruption Campaign (with Bo Jiang and Huajin Liu).
3. Corporate Social Responsibility and Firm Borrowing Behaviour (with Huajin Liu and Wei Zhang).
4. Fintech’s Impact on Banking: Evidence from Bank Partnerships with Zelle (with Sheng Huang and Bo Jiang).
5. Transitory vs. Permanent Cash Flow in Debt Contracts (with Anywhere Sikochi and Le Ma).
6. Interfirm Lending: Determinants and Consequences (with Sihan Chen and Huajin Liu).
7. Information Transmission from Capital Markets to Macroeconomics (SURF project co-supervised with Jiatao Liu).

张宁

1. High-Dimensional PCA Applications (with Yujing Gong and Xiaohan Xue).
2. Model Risk and Cross-Sectional Return Predictability (with Emese Lazar and Radu Tunaru).
3. Political Alignment Mechanisms (with Yongyi Xue).
4. Enhancing Financial Risk Prediction via Generative AI-Driven Text Mining (Planned SURF project, Summer 2025; co-supervised with Xingzhi Yao).

实验室负责人

肖亚军 博士
邮箱：Yajun.Xiao@xjtlu.edu.cn

江波 博士
邮箱：Bo.Jiang@xjtlu.edu.cn