预告丨浙大管院财会系博士生分享会——“优博计划”第三期

点击上方「浙大AIF」加关注

AIF

观点

荐读

快讯

动态

经济·法律·管理·数学·信息技术

CIFD | CIFL | CIFI | CEMF | CIFT

浙大AIF与浙大管院财会系于2017年12月开始推出博士生学术分享计划——“优博计划”，旨在通过搭建高层次的财会系博士生学术训练和学术分享平台，提升博士生的培养质量，促进博士生的学术交流，激发博士生的学术志趣，培养博士生的学术志向，塑造博士生的学术思想。该计划将主要通过博士生阶段性研究成果分享、前沿学术动态追踪、专题专家讲座、教师点评和科研经验分享、校际博士生交流等方式进行，每月末定期举办。

本周五，浙大管院财会系博士生分享会——“优博计划”第三期将在浙江大学管理学院紫金港校区举办，诚挚邀请、热烈欢迎所有有兴趣的师生参加讨论并分享指导，共同促进财会系博士生学术能力和科研水平的提升。

财会系博士生分享会——“优博计划”第三期

时     间

2018年3月30日（周五）上午10：00

地     点

浙江大学管理学院紫金港校区行政楼302会议室

活 动 议 程

（ 一 ）第一阶段：“优博计划”分享会  

10:00-10：30学术分享：

关于区制转换下的异质性投资者模型的研究

主讲人：浙江大学管理学院财务与会计学系博士生 郑凯

（ 二 ）第二阶段：剑桥大学学术团队分享会

Kieran Garvey

Policy Programme Manager, Cambridge Centre for Alternative Finance

剑桥大学嘉治商学院剑桥新兴金融研究中心

监管和政策部主管

Philip Rowan

International Engagement Lead, Cambridge Centre for Alternative Finance

剑桥大学嘉治商学院剑桥新兴金融研究中心

国际事务部主任

嘉 宾 简 介

Kieran Garvey

简介：Kieran is the co-author of nine alternative finance industry reports covering market activity globally, as well as more specifically within regulation in East Africa and UK sustainable energy. He is leading the Cambridge-World Bank 2017-2019 Regulator & Policymaker Surveys in addition to a research programme to develop a technology solution to more efficiently conduct regulatory reviews of different FinTech business models in developing and emerging countries. Kieran previously worked at the UK Crowdfunding Association, as a UK parliamentary crowdfunding advisor and has aided a large number of companies to secure finance via equity crowdfunding. He also helped establish a microfinance social enterprise in Northern Vietnam, inspired by Kiva. Kieran holds an MSc from Imperial College London and a BSc from the London School of Economics.

Philip Rowan

简介：Philip leads on the international aspects of CCAF’s financial innovation and financial inclusion initiatives. Philip was previously a regulator specialising in FinTech, competition policy and financial inclusion, focusing on enabling supportive regulatory environments for development. In his capacity as the International Lead at the UK Financial Conduct Authority’s Innovate initiative, he closely supported dozens of financial services regulators and governments in their efforts to promote innovation in financial services, including those in developing markets. A leading authority on regulatory sandboxes, Philip is regularly consulted by those seeking to promote innovation in regulation. During his time at CGAP Philip successfully advocated for the implementation of pro-innovation and pro-competition regulatory policies with regulators and competition authorities to promote financial inclusion. Philip has also served at the UK’s competition authority, the Competition and Markets Authority (CMA), where his work focused on improving competition in banking. Philip holds an MSc in Development Economics from the University of Oxford and a BSc in Economics from the University of Warwick.

主 讲 人

博士生 郑凯

浙江大学管理学院2013级直博生，师从徐维东副教授，研究方向为金融工程。

学术分享内容简介：

我国经济进入新常态，经济增长由高速向中高速转换，金融市场不断转型升级，资产价格的走势从长期来看阶段性特征明显，通常存在结构不稳定性，包含结构变点，故采用区制转换模型能够更好地研究在不同经济形势下的宏观环境对市场的影响。同时，跨市场资产之间的价格存在明显的联动性，而且这种联动性也会随着市场结构的变化而变化。为了更好的研究跨市场资产配置问题，并对fly-to-quality等现象做出更好的解释。

本次报告主要介绍在异质性投资者模型的框架下，如何运用机器学习方法，从大数据中获取更多有效信息，对市场模式进行识别，以期得到一种新的关于Markov区制转换模型的估计方法，更好地研究我国金融市场的现状和走势。

往期回顾

- END -

编辑丨郑晗晗

排版丨郑晗晗

---