Projects per year
Personal profile
Personal profile
Prof. Hefei Wang (王鹤菲) joined the International Business School Suzhou in 2022. She is currently serving as the Associate Dean for Academic Engagement at IBSS. Before joining XJTLU, Dr. Hefei Wang was a Professor of Finance and Director of the Financial Big Data Lab at the Renmin University of China. Dr. Wang holds a Ph.D. in Finance from Stanford Graduate School of Business. Dr. Wangs research interests include theoretical corporate finance, dynamic asset allocation and Financial Big Data. She has single-authored and co-authored papers published in ABDC A*/A journals, including Journal of Financial Intermediation, Journal of Economic Dynamics and Control, and top Chinese academic journals including Economic Perspectives and Economic Theory and Business Management. She was co-PI for a number of research grants, including the Chicago Mercantile Exchange research grant, China National Natural Science Foundation Key Program and Youth Program. She was invited to present her research at American Economic Association (AEA) annual meetings, Society of Financial Econometrics (SOFIE), Financial Intermediation Research Society (FIRS), the US Federal Reserves, US Office of the Comptroller of the Currency, Asian Development Bank Institute, etc. Dr. Wang has been awarded Renmin University Excellent Youth Scholar, Excellent Teaching Award at University of Illinois at Chicago, Stanford Graduate School of Business Jaedicke Merit Scholarship, Wellesley College Trustee Scholar, and received recognitions from the city of Suzhou including Jinji Lake Leading Talent Award and the Suzhou Industrial Park Excellent Educator Award. She is currently an independent director and risk committee member for Pengyang Asset Management Corporation, and on the board of directors for the Cambricon Fintech Research Institute and China Society for Industrial and Applied Mathematics (CSIAM) Algorithms and Fintech committee.
Research interests
Corporate Finance Theory/Contract Theory/Information Economics
Market Microstructure
Dynamic Asset Allocation
Financial Big Data
Experience
Professor of Finance, IBSS, XJTLU, 2022 - present
Director of Financial Big Data Lab, Renmin University of China, Suzhou Campus, 2019 - 2022
Professor of Finance, International College, Renmin University of China, 2017 - 2022
Associate Professor of Finance, Hanqing Advanced Institute of Economics and Finance, Renmin University of China, 2013 - 2017
Assistant Professor of Finance, Liautaud Graduate School of Business, University of Illinois, Chicago, 2005 - 2013
Chief Risk Officer, Beijing Chief Investment, 2019
Chief Research Scientist, Beijing Motou Technology Corp. 2018
Quantitative Researcher, Risk Management, China Investment Corporation, 2012
Visiting Economist, Federal Reserve Bank of Chicago, 2009
Teaching
Corporate Finance Theory (Ph.D.)
Hedge Fund Strategies (MS)
Managerial Finance (BA, MBA)
Awards and honours
Suzhou Industrial Park Excellent Educator, 2020
Best Faculty Advisor for the China International Quantitative Finance Competition, 2018, 2020
Jinji Lake talent award for academics, 2017
Renmin University Excellent Youth Scholar, 2017
Excellent Teaching Award at University of Illinois at Chicago, 2006
Stanford Graduate School of Business -- Jaedicke Merit Scholarship, 2001, 2002
Stanford Graduate School of Business Knight Scholar, 2000 - 2005
Wellesley College Trustee Scholar, 2000
Lewis Atterbury Stimson Prize in Mathematics, 2000
Hughes Research Award; Fairchild Research Award, 1999
Top ten finalist in China National Programming Competition (NOI); One of 15 members of the China National Olympic Training Team in Information Science., 1993-1996
Education/Academic qualification
Ph.D Department of Finance, Stanford Graduate School of Business, 2000 - 2005
MS Department of Statistics, Stanford University, 2002 - 2003
BA Mathematics, Computer Science (Summa Cum Laude), Wellesley College, 1997 - 2000
Freshman Year, Department of Computer Science, Peking University, 1996 - 1997
Person Types
- Staff
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Collaborations and top research areas from the last five years
Projects
- 1 Active
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Trading Behavior and Stock Market Risk Based on High Frequency Limit Order Book
1/07/24 → 30/06/27
Project: Internal Research Project
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A Hybrid Model Integrating Deep Learning with Investor Sentiment Analysis for Stock Price Prediction
Wang, H., Jing, N. & Wu, Z., 2021, In: Expert Systems with Applications. 178Research output: Contribution to journal › Article › peer-review
198 Citations (Scopus) -
A model of delegation with a VaR constraint
Guo, R., Jiang, Y., Li, A., Qiu, Z. & Wang, H., Oct 2021, In: Finance Research Letters. 42, 101895.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
A Model of Delegation with VaR Constraint
Wang, H., Guo, R., jiang, Y., li, A. & qiu, Z., Oct 2021, In: Finance Research Letters. 42Research output: Contribution to journal › Article › peer-review
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Predicting Digital Currency Price Using Broad Learning System and Genetic Algorithm
Wang, H., Jing, N., Zhou, Z. & Hu, Y., 2021, Communications in Computer and Information Science. p. 476 488 p. (communications in computer and information science).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Stock Price Prediction Based on Stock Correlation Analysis and Deep Learning Models
Wang, H., Jing, N. & liu, Q., 2021, In: international journal of financial engineering. 8, 2Research output: Contribution to journal › Article › peer-review
Activities
- 1 Consultancy
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Suzhou Trust Grant FOF Project
Jiatao Liu (Consultant), Hefei Wang (Consultant), X.-Z. He (Consultant), Yajun Xiao (Consultant) & Stephen Gong (Consultant)
20 Jul 2023 → 30 Nov 2023Activity: Consultancy