王哲琦
姓名: |
王哲琦 |
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职称/职务: |
助理教授 |
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办公地点: |
新葡的京集团8814财院校区3号楼213室 |
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E-mail: |
zheqiwang@hnu.edu.cn/ zheqi.wang.822 @gmail.com |
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一、 个人简介 |
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2020年9月入职新葡的京集团8814,助理教授、硕士生导师。本科毕业于武汉大学(金融学),硕士毕业于山东大学(金融学)及英国巴斯大学(MSc Economics and Finance),博士毕业于英国爱丁堡大学(PhD in Management)。作为一作或通讯作者的论文发表在《European Journal of Operational Research》和《经济与管理研究》等期刊。主持国家自然科学基金青年项目,参与过国家社科基金项目和教育部基金项目。参加 Conference of the International Federation of Operational Research Societies, European Conference on Operational Research和 International Conference on Computational and Financial Econometrics等国际学术会议并宣读论文。曾获留学基金委奖学金、省级优秀毕业生等多项奖项奖励。 |
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二、研究领域 |
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信用风险管理、金融稳定与监管 |
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三、讲授课程 |
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《商业银行管理学》《商业银行经营与管理》 |
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四、主要学术成果 |
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1.代表性论文(*通讯作者) |
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1. Wang, Z.*, Crook, J., & Andreeva, G. (2020). Reducing Estimation Risk Using a Bayesian Posterior Distribution Approach: Application to Stress Testing Mortgage Loan Default.European Journal of Operational Research, 287(2), 725-738. |
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2.研究项目 |
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主持 |
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国家自然科学基金青年项目,商业银行压力测试模型的优化与模型风险测度,2022-2024,在研 |
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五、参与学术会议 |
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1. 22nd Conference of the International Federation of Operational Research Societies, 22-27 August, 2021, Seoul, Korea
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2. Accounting and Finance Association of Australia and New Zealand, 5-7 July 2020, Melbourne, Australia |
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3. Credit Scoring & Credit Control XVI conference, 28-30 August 2019, Edinburgh, UK |
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4. 30th European Conference on Operational Research, June 23–26, 2019, Dublin, Ireland |
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5. 12th International Conference on Computational and Financial Econometrics, 14-16 December 2018, Pisa, Italy |
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6. 2016年中国制度经济学年会, 17-19 June 2016, 济南, 中国 |
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