Associate Professor
Supervisor of Doctorate Candidates
Empirical Asset Pricing, Futures pricing, Forecasting, Risk Management, Fintech, RegTech
1.“Study on risk early warning method and financial regulatory technology by integrating unstructured big data analysis”, supported by National Natural Science Fund of China (NSFC Grant No. 91846108), Jan. 2019~Dec. 2021, Leader.
2.“Study on asset pricing according to the analysis of investor sentiment and information transmission”, supported by National Natural Science Fund of China (NSFC Grant No. 71671012), Jan. 2017 ~ Dec. 2020, Leader.
3.“The study on market microstructure and mechanism of futures pricing and commodity index derivatives”, supported by National Natural Science Fund of China (NSFC Grant No. 71373001), Jan. 2014 ~ Dec. 2017, Leader.
4.“The construction of Chinese commodity futures index and risk management policy analysis according to the market microstructure characteristics of Chinese futures market”, supported by National Natural Science Fund of China (NSFC Grant No. 71003004), Jan. 2011~Dec. 2013, Leader.
