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靳立偉

職稱:講師
研究方向:量化投資、實證資産定價、金融衍生品
電子郵件:jinliwei@tyut.edu.cn
  • 個人簡介
  • 教學
  • 科研
  • 社會服務
  • 學生服務與工作

    基本情況

    專業:應用經濟學

    研究方向:量化投資、實證資産定價、金融衍生品



    學曆:研究生

    學位:博士

    職稱:講師

    聘任時間:2024年7月

    電子郵箱:jinliwei@tyut.edu.cn

    社會兼職:擔任International Review of Financial Analysis (ABS3/SSCI)、Finance Research Letters (ABS2/SSCI)等期刊匿名審稿人

    學習經曆

    2017.09-2024.06    西安交通大學 經濟與金融學院     應用經濟學專業             經濟學博士

    2020.03-2024.06    西安交通大學                              應用經濟學&自動化      交叉培養博士生

    2013.09-2017.07    伟德国际1946bv官网 信息工程學院         自動化專業                   工學學士

    工作經曆

    2024.07-至今   伟德国际1946bv官网經濟與管理學院


    【科研論文】
    1.Liwei Jin, Xianghui Yuan, Keji Lu, Shihao Wang, Zhichao Li. (2024). The lead lag relationship between convertible bonds and stocks: A perspective based on trading mechanism. Applied Economics. (SSCI、ABS2)
    2.Jin, L., Yuan, X., Peiran, L., Xu, H., & Lian, F. (2023). Option features and price discovery in convertible bonds. The Journal of Futures Markets. (SSCI、ABS3)
    3.Jin, L., Yuan, X., Long, J., Li, X., & Lian, F. (2022). Price discovery in the CSI 300 index derivatives markets. Journal of Futures Markets. (SSCI、ABS3)
    4.Liwei Jin, Xianghui Yuan, Xiang Li, Huanglong Ma, Feng Lian. (2022). Would widening price limits improve the efficiency of price discovery? Finance Research Letters. (SSCI、ABS2)
    5.Jin, L., Yuan, X., Wang, S., Li, P., & Lian, F. (2022). Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets. Journal of Futures Markets. (SSCI、ABS3)
    6.Yuan, X. H., Jin, L. W., & Lian, F. (2021). The lead-lag relationship between Chinese mainland and Hong Kong stock markets. Physica A-Statistical Mechanics and Its Applications. (SCI、SSCI)
    7.Peiran Li, Xianghui Yuan & Liwei Jin. (2022). Government direct intervention and stock market concentration, Applied Economics. (SSCI、ABS2)
    8.Jun Long, Xianghui Yuan, Liwei Jin, Chencheng Zhao & Bowen Guan. (2023). Systematic extreme correlation of Chinese stock market, Applied Economics. (SSCI、ABS2)
    9.Peiran Li, Xianghui Yuan & Liwei Jin. (2023). National team intervention and price efficiency differentiation under the impact of COVID-19, Applied Economics. (SSCI、ABS2)
    10.Chencheng Zhao, Xianghui Yuan, Jun Long, Liwei Jin, Bowen Guan. (2023). Financial indicators analysis using machine learning: Evidence from Chinese stock market. Finance Research Letters. (SSCI、ABS2)
    11.Keji Lu, Xiaofang Wang & Liwei Jin. (2023). The impact of China’s bilateral currency swap agreements on bilateral direct investments, Applied Economics. (SSCI、ABS2)
    12.Jun Long, Xianghui Yuan, Chencheng Zhao, Liwei Jin. (2024). Quantile connectedness of the Chinese commodity sectors. Applied Economics Letters. (SSCI)
    13.Xiang Li, Xianghui Yuan, Liwei Jin. (2024). The impact of margin-trading and short-selling mechanism on left-tail risk: Evidence from the Chinese stock market. Pacific-Basin Finance Journal. (SSCI、ABS2星)
    14.Jun Long, Xianghui Yuan, Liwei Jin, Chencheng Zhao. (2023). Connectedness and risk spillover in China’s commodity futures market sectors. Journal of Futures Markets. (SSCI、ABS3星)
    15.Zhichao Li, Xianghuiyuan, Liwei Jin. Stock Trend Prediction: An Effective Hybird Deep Model Based on Lead and Lag Correlation Graphs [C]. CSCWD 2024. (EI)
    16.Guangwei Yang, Xianghui Yuan, and Liwei Jin*. (2022). An Adaptive Differential Evolution Algorithm with Hierarchical Mutation Strategy and Opposition Learning [C]. ICITEE 2022. (EI)
    【獲獎情況】
    1.西安交通大學 優秀畢業生 2024
    2.西安交通大學 優秀研究生 2023、2022
    3.西安交通大學 劍冰校友勵志獎學金 2022
    4.西安交通大學 博士研究生國家獎學金 2022
    【橫向課題】
    1.西安蒙特卡羅基金管理有限公司合作項目,期貨量化交易投資策略,2020.10-2022.10,250萬,參與。
    2.西安九色數字人工智能科技有限公司合作項目,股票期貨程序化交易策略軟件開發,2019.05-2020.05,10萬,參與。
    3.浙江同花順智能科技有限公司(教育部協同育人項目),金融科技實驗室平台建設 ,2020.12-2021.12,20萬,參與。
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