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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

  1. Debt Covenants and Cross-Sectional Equity Returns? with Jean Helwege and Jingzhi Huang. Management Science Vol. 63 No. 6 June 2017 pp. 1835-1854
  2. How do corporate governance decisions affect bond holders? with Hong Li. Quarterly Journal of Finance September 2016. Vol. 06. No. 03
  3. Separating credit risk and liquidity. with Jean Helwege and Jingzhi Huang. Creditflux Magazine March 2015 pp. 16-17.
  4. 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
  5. Liquidity effects in corporate bond spreads with Jean Helwege and Jingzhi Huang. Journal of Banking and Finance Vol. 45 2014 pp. 105-116
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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/