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刘若冰

2021-07-01 07:59:59 views

刘若冰,女,汉族,1989年生,华南理工大学和阿姆斯特丹大学联合培养博士,金融与投资学院金融工程系讲师

联系方式/ Contact Information

邮箱/Email:47-276@gduf.edu.cn

教学经历/ TeachingExperience

University of Amsterdam(阿姆斯特丹大学) 2016年10月-2017年10月

Teaching Assistant / Finance (助教/金融学)

授课对象:Master(硕士研究生)

教授课程:Advanced Investment (高级投资学)/Financial Derivatives (金融衍生品)

发表论文/ Publications

Expected Stock Return and Mixed Frequency Variance Risk premium data. Journal of Ambient Intelligence and Humanized Computing. ,2020, 11(9):3585-3596(SSCI/SCI,JCR1区)

Hesitant fuzzy multi-attribute decision-making method based on signed correlation and prioritization relationship. Journal of Nonlinear and Convex Analysis ,2019,20(6):1241-1252.(SCI, JCR2区)

The Impact of Macroeconomic News on Chinese Futures. International Journal of Financial Studies, 2019,7,63-75. ESCI

The Macroeconomic Influence of China Futures Market: A GARCH-MIDAS Approach. ICHSA 2019: Advances in Harmony Search, Soft Computing and Applications, 2019, 244-251. EI

Hesitant Fuzzy Prioritized Hybrid Average Operator and Its Application to Multiple Attribute Decision Making International Conference on Oriental Thinking and Fuzzy Logic 2016, 227-234, EI

A Novel Structure Automatic-Determined Fourier Neural Network for Generalised Black-Scholes Partial Differential Equation. Working Paper

The long-run variance of variance risk premium and expected stock return. Working Paper

研究方向/Research Area

Financial Derivatives (金融衍生品)

Advanced Investment (高级投资学)

Asset Pricing(资产定价)

学术活动/ Academic Activity

参加学术会议:

multidisciplinary conference MIC - Vis(hold by PILAR);

CEPR Third Annual Spring Symposium in Financial Economics(hold byImperial College Business School & Center for Economic Policy Research);

访问了位于丹麦哥本哈根的联合国能源总部(UN city),进行金融与能源方面的学术交流;

参与UvA 和荷兰中央银行(De Nederlandsche Bank)的宏观金融的内部学术研讨会。

获奖经历/Rewards

华南理工大学

华南理工大学优秀博士学位论文创新基金

昊源国际交流自主基金

第三届应急管理科学家论坛&金融风险管理论坛;

“菁英计划”海外高层次人才培养基金

广州市政府·留学人员服务中心

优秀论文奖

第三届应急管理科学家论坛&金融风险管理论坛