欢迎访问中国社会科学院大学浙江高等研究院(浙江财经大学-中国社会科学院大学浙江研究院)!

  • 学校主页
  • 加入收藏
所在位置: 首页 > 关于我们 > 教授
陈荣达
学历:博士研究生
学位:博士
联系方式:rongdachen@zufe.edu.cn
办公地点:金融学院431
研究方向:金融创新与金融风险管理、互联网金融与大数据挖掘、能源金融、资产定价
意向交叉学科:应用经济学;管理科学与工程;数据科学和信息技术
学历 学历:博士研究生 学位 学位:博士
联系方式 联系方式:rongdachen@zufe.edu.cn 办公地点 办公地点:金融学院431
研究方向 研究方向:金融创新与金融风险管理、互联网金融与大数据挖掘、能源金融、资产定价 意向交叉学科 意向交叉学科:应用经济学;管理科学与工程;数据科学和信息技术

代表性论文:

1.《A Study on Operational Risk and Credit Portfolio Risk Estimation Using Data Analytics》,《Decision Science》,2021,1/5

2.《An efficient method for pricing foreign currency options》,《Journal of International Financial Markets, Institutions and Money》,2021,1/5

3.《Unintended investor sentiment on bank financial products: Evidence from China》,《Emerging Markets Review》,2021,1/4

4.《Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments》,《Internationl Review of Financial Analysis》,2021,1/4

5.《Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China》,《 International Review of Economics and Finance》, 2021,1/3

6.《Discount or premium? Pricing of structured products: An analysis of Chinese markets》,《Internationl Review of Financial Analysis》,2020,1/4

7.《Linkages and Spillovers between Internet Finance and Traditional Finance: Evidence from China》, Emerging Markets Finance and Trade,2020,1/5

8.《Credit rating of online lending borrowers using recovery rates》,《 International Review of Economics and Finance》, 2020,1/5

9.《Modeling of recovery rate for a given default by non-parametric》, 《Pacific-Basin Finance Journal》,2019,1/4

10.《Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model》,《Energy Economics》,2019,1/2

11.《Predicting monthly biofuel production using a hybrid ensemble forecasting methodology》,《 International Journal of Forecasting》, 2019,3/4

12.《Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management》,《 Annals of Operations Research》,2015,1/4

13.《Option pricing under the double exponential jump model with stochastic volatility and stochastic interest rate》, Journal of Management Science and Engineering (《管理科学学报(英文版)》),2017,1/6

14.《A DBN-based resampling SVM ensemble learning paradigm for credit classification with imbalanced data》,《 Applied Soft Computing》,2018,4/4

15.《互联网金融特征、投资者情绪与互联网理财产品回报》,《经济研究》,2019,1/4

16.《中国互联网金融的发展历程、发展模式与未来挑战》,《数量经济技术经济研究》,2020,1/3

17.《基于互联网金融模式的结构性理财产品风险度量研究进展》,《中国管理科学》,2020,1/4

18.《混合泊松违约强度下信用资产组合风险度量》,《管理科学学报》,2018,1/6

19.《互联网环境下的理财产品信用价差影响因素研究》, 《系统工程理论与实践》,2019,1/6

20.《可违约零息债券风险综合度量Monte Carlo方法》,《管理科学学报》,2012,1/2

 

 

上一条:张帅 下一条:邵慰

关闭