王缘
副教授
王缘博士2019年加入南方科技大学金融系,任长聘副教授、正研究员。
此前,他是加拿大康考迪亚大学约翰莫森商学院金融学终身副教授。他于2012年在宾夕法尼亚州立大学获得金融学博士学位。王缘博士的科研横跨金融学,信息管理,人工智能多个领域。他的研究论文发表于 Management Science Journal of Banking and Finance Decision Support Systems Journal of Pattern Recognition and Artificial Intelligence 等等。
量化实验室简介:
南科大-中量投联合量化实验室是以量化投资科研为主的实验室。实验室由王缘、王苏生、栗沛沛、张锋巍等教授联合创立的,志在成为国内超一流的量化实验室。实验室研究方向包括:公司基本面对股市影响、期权以及波动率、行为金融学、机器学习、宏观经济周期、以及信息论等方面的研究。如果你对量化策略有浓厚的兴趣,请加入我们!
研究领域
资产定价,信用风险,流动性,股票回报率,与人工智能。
教学
公司财务、金融英文写作与交流
论文发表
- Debt Covenants and Cross-Sectional Equity Returns? with Jean Helwege and Jingzhi Huang. Management Science Vol. 63 No. 6 June 2017 pp. 1835-1854
- How do corporate governance decisions affect bond holders? with Hong Li. Quarterly Journal of Finance September 2016. Vol. 06. No. 03
- Separating credit risk and liquidity. with Jean Helwege and Jingzhi Huang. Creditflux Magazine March 2015 pp. 16-17.
- Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis with Jingzhi Huang and Marco Rossi. Journal of Fixed Income Vol. 25 2015 pp. 34-57
- Liquidity effects in corporate bond spreads with Jean Helwege and Jingzhi Huang. Journal of Banking and Finance Vol. 45 2014 pp. 105-116
- Credit Default Swap Auctions and Price Discovery with Jean Helwege Samuel Maurer and Asani Sarkar. Journal of Fixed Income Vol. 19 No.2 2010 pp. 34-42
- Enhancing Border Security: Mutual Information Analysis to Identify Suspect Vehicles with Siddharth Kaza and Hsinchun Chen. Decision Support Systems Vol. 43 No.1 2007 pp. 199-210
- Non-negative Matrix Factorization Framework for Face Recognition with Yunde Jia Changbo Hu and Matthew Turk. International Journal of Pattern Recognition and Artificial Intelligence Vol. 19 No.4 2005 pp. 495-511
- Face Recognition Based on Kernel Radial Function Networks with Yunde Jia Changbo Hu and Matthew Turk. Published in the Proceeding of Asia Conference on Computer Vision 2004
- Fisher Non-Negative Matrix Factorization for Learning Local Features with Yunde Jia Changbo Hu and Matthew Turk. Special issue paper in the Proceeding of Asia Conference on Computer Vision 2004.
科研经费
- SUSTech research fund1million RMB. (2019)
- Social Sciences and Humanities Research Council of Canada (SSHRC) $88750 (2017)
- Petro-Canada Young Innovators Award $10000 (Concordia University 2015)
- Fonds de recherche sur la société et la culture (FRQSC) $36810 (Quebec Government 2014)
- Faculty Research Development Program (FRDP) $15000 (Concordia University 2012)
研究生指导
- 硕士:课题组招资产定价、人工智能、金融科技研究方向硕士
- 博士 :招收2020级博士生1名(可申请南科大培养项目或香港联合培养留学项目)
- 研究方向:债券风险、股票回报率、金融科技
个人主页:https://faculty.sustech.edu.cn/wangy36/