Department of Financial and Actuarial Mathematics

Activities

Activities per year 1997 2023 2024 2024

• 77 Master Dissertation Supervision
• 53 Presentation at conference/workshop/seminar
• 42 Invited talk
• 29 Organising an event e.g. a conference, workshop, …
• 168 More
  • 27 Completed SURF Project
  • 25 Publication Peer-review
  • 23 Participating in an event e.g. a conference, workshop, …
  • 22 Editorial work
  • 21 PhD Supervision
  • 15 Membership of committee
  • 15 Other
  • 8 Keynote Speech
  • 3 External examiner for PhD thesis
  • 3 Honorary Position
  • 2 Further study／education
  • 2 Research visit
  • 1 other membership
  • 1 Apointed Visiting Scholar

Activities per year

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• Assistive App Based on Eye Tracking

  Arodh Lal Karn (Supervisor)

  1 Aug 2024 → 30 Jul 2025

  Activity: Supervision › Master Dissertation Supervision

• Database Support for Emerging Applications

  Arodh Lal Karn (Supervisor)

  1 Aug 2024 → 30 Jul 2025

  Activity: Supervision › Master Dissertation Supervision

• Self-defined master thesis in optimization

  Arodh Lal Karn (Supervisor)

  1 Aug 2024 → 30 Jul 2025

  Activity: Supervision › Master Dissertation Supervision

• Research on Machine Learning-Based Bond Default Risk Prediction

  David Liu (Supervisor)

  Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Study on the impact of the level of financial development on the urban-rural income gap

  David Liu (Supervisor)

  Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Deep Learning for Portfolio Risk Management

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Machine Learning for Stock Market Risk: Volatility Prediction

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Operational Risk Identification for Financial Institutions

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Graph Neural Networks for Credit Card Fraud Detection

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• AI and Machine Learning for Credit Risk

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Credit Risk Measurement and Optimization of Listed Companies Using Machine Learning Methods

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Risk Analysis for Financial Derivatives

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Stock Risk Analysis and Movement Trend Prediction

  David Liu (Supervisor)

  2024

  Activity: Supervision › Master Dissertation Supervision

• Research on individual stock trend prediction based on point efficiency theory

  Conghua Wen (Supervisor)

  1 Sept 2023 → 30 Apr 2024

  Activity: Supervision › Master Dissertation Supervision

• Cryptocurrency Analysis: Analyzing Market Patterns, Variable Construction, and Predictive Modeling with Deep Neural Networks

  Conghua Wen (Supervisor)

  1 Sept 2023 → 30 Apr 2024

  Activity: Supervision › Master Dissertation Supervision

• Time-varying connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19 pandemic

  Conghua Wen (Supervisor)

  1 Sept 2023 → 30 Apr 2024

  Activity: Supervision › Master Dissertation Supervision

• An Empirical Study on the Safe-Haven Properties of Gold and Bitcoin in the Context of the Chinese and American Markets

  Conghua Wen (Supervisor)

  1 Sept 2023 → 30 Apr 2024

  Activity: Supervision › Master Dissertation Supervision

• The influence of ESG performance on enterprise performance

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The Effect of ESG performance on the stock market —Evidence from China

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The impact of green bond issuance on corporate financing costs

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The influence of ESG performance on corporate performance from the perspective of the corporate life cycle

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• How does corporate ESG performance affect excess stock return? Evidence from China

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• ESG PERFORMANCE, DIGITAL TRANSFORMATION AND FIRM VALUE

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The Impact of ESG Rating Differ ences on Stock Mar ket Per for mance of Chinese Companies

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Analysis of green development effects based on pilot carbon emissions trading policies for energy-intensive industries

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Research on European Option Pricing and Implied Volatility under the Bates Model

  Yi Hong (Supervisor)

  1 Jun 2023 → 31 Dec 2023

  Activity: Supervision › Master Dissertation Supervision

• The impact of ESG on company stocks - taking high-polluting enterprises as an example

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The Impact of ESG Baidu Index on the Idiosyncratic Volatility of Stock Prices

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• An Examination of Risk Transmission between the Chinese Green Bond Market and Conventional Financial Markets

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• INFLUENCE OF ESG ON FOREIGN INVESTMENT IN A-SHARES

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Research on the Factors Influencing the Issuance Scale of Green Bonds from Chinese Commercial Banks

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Impact of ESG Rating Changes on Stock Returns --Based on SSE A-share Market

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• Empirical Research on Multi-Factor Stock Selection Based on ESG Rating Factor

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• A STUDY OF GREEN INFLUENCING FACTORS ON THE PRICING OF CARBON-NEUTRAL BONDS

  Yi Hong (Supervisor)

  1 Jun 2023 → 31 Dec 2023

  Activity: Supervision › Master Dissertation Supervision

• ESG Information Disclosure and Stock Price Crash Risk: Insights from the Chinese Market

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• ENTERPRISE GREEN BOND AND CARBON PERFORMANCE: BASED ON IPCC EMISSION FACTOR METHOD ASSESSMENT ANALYSIS

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The impact of ESG performance on stock price volatility

  Zhehao Zhang (Supervisor)

  1 Jun 2023 → 31 Mar 2024

  Activity: Supervision › Master Dissertation Supervision

• The effect of the initial variance parameter on option pricing based on the Heston model

  Yi Hong (Supervisor)

  1 Jun 2023 → 31 Dec 2023

  Activity: Supervision › Master Dissertation Supervision

• Impact of Carbon Emission on Apparel and Textile Stock Returns: Evidence from China

  Long Bai (Supervisor)

  Jun 2023 → Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• STOCK PORTFOLIO RESEARCH BASED ON TIME SERIES PREDICTION MODEL

  Long Bai (Supervisor)

  Jun 2023 → Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Grain supply and demand analysis - A case study of China and Egypt

  Long Bai (Supervisor)

  Jun 2023 → Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Predicting the Realized Volatility of Bitcoin Using GARCH Types Models

  Long Bai (Supervisor)

  Jun 2023 → Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Life cycle assessment of Greenhouse gas emission analysis of polylactic acid

  Long Bai (Supervisor)

  Jun 2023 → Jan 2024

  Activity: Supervision › Master Dissertation Supervision

• Research on Exchange Rate Forecasting Based on ARIMA and Machine Learning

  Xin Xu (Supervisor)

  2023 → …

  Activity: Supervision › Master Dissertation Supervision

• Application of Generalized Black-Scholes Model

  Xin Xu (Supervisor)

  2023 → …

  Activity: Supervision › Master Dissertation Supervision

• Supervision of MSc students

  David Liu (Supervisor)

  2023

  Activity: Supervision › Master Dissertation Supervision

• Research on Actuarial Models under Stochastic Interest Rate

  Xin Xu (Supervisor)

  2023 → …

  Activity: Supervision › Master Dissertation Supervision

• The novel statistical design of Phase I clinical trial

  Weijia Zhang (Supervisor)

  2023 → 2024

  Activity: Supervision › Master Dissertation Supervision

• Thoughts on U.S. Treasury Bonds Investment during the Post Pandemic

  Zhehao Zhang (Supervisor)

  1 Jul 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• Master Dissertation (Yu Xiao/1715692)

  Yi Hong (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision