王缘
王缘
副教授
教师简介:

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个人简介



       王缘博士2019年加入南方科技大学金融系,任长聘副教授。此前,他是加拿大康考迪亚大学约翰莫森商学院金融学终身副教授。他于2012年在宾夕法尼亚州立大学获得金融学博士学位。王缘博士的科研横跨金融学,信息管理,人工智能多个领域。他的研究论文发表于 Management Science, Journal of Banking and Finance, Decision Support Systems, Journal of Pattern Recognition and Artificial Intelligence, 等等。


研究领域


资产定价,信用风险,流动性,股票回报率,与人工智能。


教学


公司财务、金融英文写作与交流


论文发表


  1. Debt Covenants and Cross-Sectional Equity Returns? with Jean Helwege and Jingzhi Huang. Management Science, Vol. 63, No. 6, June 2017, pp. 1835-1854

  2. How do corporate governance decisions affect bond holders? with Hong Li. Quarterly Journal of Finance, September 2016. Vol. 06. No. 03

  3. Separating credit risk and liquidity. with Jean Helwege and Jingzhi Huang. Creditflux Magazine, March 2015, pp. 16-17.

  4. Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis, with Jingzhi Huang and Marco Rossi. Journal of Fixed Income, Vol. 25, 2015, pp. 34-57

  5. Liquidity effects in corporate bond spreads, with Jean Helwege and Jingzhi Huang. Journal of Banking and Finance, Vol. 45, 2014, pp. 105-116

  6. Credit Default Swap Auctions and Price Discovery, with Jean Helwege, Samuel Maurer, and Asani Sarkar. Journal of Fixed Income, Vol. 19, No.2, 2010, pp. 34-42

  7. Enhancing Border Security: Mutual Information Analysis to Identify Suspect Vehicles, with Siddharth Kaza and Hsinchun Chen. Decision Support Systems, Vol. 43, No.1, 2007, pp. 199-210

  8. Non-negative Matrix Factorization Framework for Face Recognition, with Yunde Jia, Changbo Hu, and Matthew Turk. International Journal of Pattern Recognition and Artificial Intelligence, Vol. 19, No.4, 2005, pp. 495-511

  9. Face Recognition Based on Kernel Radial Function Networks, with Yunde Jia, Changbo Hu, and Matthew Turk. Published in the Proceeding of Asia Conference on Computer Vision, 2004

  10. Fisher Non-Negative Matrix Factorization for Learning Local Features, with Yunde Jia, Changbo Hu, and Matthew Turk. Special issue paper in the Proceeding of Asia Conference on Computer Vision, 2004.



科研经费


SUSTech research fund,1million RMB. (2019)

Social Sciences and Humanities Research Council of Canada (SSHRC) $88,750 (2017)

Petro-Canada Young Innovators Award $10,000, (Concordia University, 2015)

Fonds de recherche sur la société et la culture (FRQSC) $36,810, (Quebec Government, 2014)

Faculty Research Development Program (FRDP) $15,000, (Concordia University, 2012)


研究生指导


硕士:

课题组招资产定价、人工智能、金融科技研究方向硕士

博士 :

招收2020级博士生1名(可申请南科大培养项目或香港联合培养留学项目)

研究方向:债券风险、股票回报率、金融科技


获奖经历: