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XIONG Xiong
Institute of Systems Engineering Professor
CV Download
Phone:+86-22-27891308
Email:xxpeter@tju.edu.cn
Research:Agent-based Computational Finance,Financial
Engineering and risk management
【Education Working Experience】
Time
University Specialty
Degree/ Position
Tianjin University Management Science
1999-2002
Ph.D
and Engineering
1996-1999
Tianjin University Systems engineering
Master
1990-1994
Taiyuan Heavy Machinery College
Bachelor
College of Management and Economics,
2011-present
Professor
Tianjin University
Associate
2004-2011
School of management, Tianjin University
Professor
2002-2004
School of management, Tianjin University
【Academic Part-time Job】
Lecture
[1] Cochairman of “Young Scholar Committee, Systems Engineering Society of
China”
[2] Standing Committee Member of “Young Scholar Committee, Chinese
Society of Optimization, Overall Planning and Economic Mathematics”
[3] Member of “Tianjin Society for Finance and Banking”.
[4] Editor of “Journal of Management Sciences in China”
【Academic Research Projects】
[1] 2013-2016: Project Leader, “Systematic Risk Analysis of Capital Markets–An
Agent based Computational Financial Perspective”,Supprot by National
Natural Science foundation of China (NSFC). Grant No. 71271145
[2] 2010-2012: Project Leader, “China Financial Cross-markets Risk analysis
using Agent-based Computational Finance Method”, Supprot by National
Natural Science foundation of China (NSFC). Grant No. 70971096
[3] 2007-2009: Project Leader, “Studies on Equilibrium Models for SME-Bank
Loans: an Agent-based Computational Finance Approach”, Supprot by
National Natural Science foundation of China (NSFC). Grant No. 70603021
[4] 2005-2006: Project Leader, “Study of the effect of overseas derivatives of
china securities on china stock market”, Support by National Natural Science
foundation of China (NSFC). Grant No.70541006
[5] 2007-2010: Project Leader,” Research on Union Regulation of Stock Market
and Stock Derivatives market”, Supported by Program for New Century
Excellent Talents in University. Grant No. NCET-07-0605
【Company Cooperative Projects】
[1] Analysis of stock index futures market trading mechanism based on
computational experimental finance, China Financial Futures Exchange,
January 2011-June 2011
[2] The feasibility of stock options and contract design, the Joint Research
Program of Shanghai Stock Exchange, April 2011-November 2011
[3] Financing program of using Latin American multilateral financial institutions
platform to support China enterprises export, China Development Bank
Tianjin Branch, October 2010-December 2010
[4] Comparative study of qualified investors system,The Joint Research Program
of Shanghai Stock Exchange, Execution Time: July 2009-November 2009
[5] Method, characteristics and prevention of manipulating stock index futures
market price, The Joint Research Program of China Futures Association,
Execution Time: January 2008-February 2009
[6] Research of relationship between emerging stock index futures market and
stock market, The Joint Research Program of Shanghai Stock Exchange
【Representative Academic papers】
[1] Xiong Xiong, Rong Fu, Wei Zhang, Yongjie Zhang, Lin Xiong The Research on
the Influencing Factors of Financing Strategy of Woman Entrepreneurs in
China, JOURNAL OF COMPUTERS, 2011, 6(9):1819-1824
[2] Xiong X (Xiong, Xiong), Wen M (Wen, Mei), Zhang W (Zhang,Wei), Zhang YJ
(Zhang, Yong Jie),CROSS-MARKET FINANCIAL RISK ANALYSIS: AN AGENTBASED COMPUTATIONAL FINANCE, INTERNATIONAL JOURNAL OF
INFORMATION,TECHNOLOGY & DECISION MAKING, 2011, 10(3):563-584
[3] Xiong Xiong, Li Shuai, Zhang Wei, Liu WenCai, Kou Rui. The Intra-Day Price
Discovery Process of Taiwan Stock Index futures, JOURNAL OF
MANMAGEMENT SCIENCES IN CHINA.2008, 11(2 ): 91-99(in Chinese)
[4] Xiong Xiong, Zhang Yu, ZhangWei, Zhang Yong-Jie, The effect on volatility of
stock market and stock index futures market after launching stock index
options: A case of KOSPI200 index options, Xitong Gongcheng Lilun yu
Shijian/System Engineering Theory and Practice, 2011,31(5): 785-791 (in
Chinese)
[5] Xiong Xiong, Guo cui, Zhang Wei, Zhang Yong-Jie, Loan rate pricing of SME
financing based on agent-based computational finance approach, Xitong
Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,29(12):914, (in Chinese)
[6] Xiong Xiong, Zhang Wei,Li Shuai,Wang Fang, Competitive analysis of index
futures markets based on Lotka-Volterra model, Journal of Systems
Engineering, 2009, 24(5): 581-588 (in Chinese)
[7] Xiong Xiong, Wang Fang, Zhang Wei, Sun Yajing, Price Discovery and
Volatility Spillovers between SGX FTSE/Xinhua China A50 Index Futures and
Stock A Market, Chinese Journal o f Management , 2009, 11(6): 1507-1512
【Monographs and Textbooks】
[1] Zhang Wei, Zhang yongjie, Xiong Xiong, Agent-based Computational
Finance, Beijing : science press, 2010.11
【Honors and Awards】
[1] New Century Excellent Talents in University, Education Ministry of China, 2007
[2] TIANJIN Youth Science and Technology Awards, the People's Government of
Tianjin City, China, 2010
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