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靳立伟

职称:讲师
研究方向:量化投资、实证资产定价、金融衍生品
电子邮件:jinliwei@tyut.edu.cn
  • 个人简介
  • 教学
  • 科研
  • 社会服务
  • 学生服务与工作

    基本情况

    专业:应用经济学

    研究方向:量化投资、实证资产定价、金融衍生品



    学历:研究生

    学位:博士

    职称:讲师

    聘任时间:2024年7月

    电子邮箱:jinliwei@tyut.edu.cn

    社会兼职:担任International Review of Financial Analysis (ABS3/SSCI)、Finance Research Letters (ABS2/SSCI)等期刊匿名审稿人

    学习经历

    2017.09-2024.06    西安交通大学 经济与金融学院     应用经济学专业             经济学博士

    2020.03-2024.06    西安交通大学                              应用经济学&自动化      交叉培养博士生

    2013.09-2017.07    9999js金沙老品牌 信息工程学院         自动化专业                   工学学士

    工作经历

    2024.07-至今   9999js金沙老品牌经济与管理学院


    【科研论文】
    1.Liwei Jin, Xianghui Yuan, Keji Lu, Shihao Wang, Zhichao Li. (2024). The lead lag relationship between convertible bonds and stocks: A perspective based on trading mechanism. Applied Economics. (SSCI、ABS2)
    2.Jin, L., Yuan, X., Peiran, L., Xu, H., & Lian, F. (2023). Option features and price discovery in convertible bonds. The Journal of Futures Markets. (SSCI、ABS3)
    3.Jin, L., Yuan, X., Long, J., Li, X., & Lian, F. (2022). Price discovery in the CSI 300 index derivatives markets. Journal of Futures Markets. (SSCI、ABS3)
    4.Liwei Jin, Xianghui Yuan, Xiang Li, Huanglong Ma, Feng Lian. (2022). Would widening price limits improve the efficiency of price discovery? Finance Research Letters. (SSCI、ABS2)
    5.Jin, L., Yuan, X., Wang, S., Li, P., & Lian, F. (2022). Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets. Journal of Futures Markets. (SSCI、ABS3)
    6.Yuan, X. H., Jin, L. W., & Lian, F. (2021). The lead-lag relationship between Chinese mainland and Hong Kong stock markets. Physica A-Statistical Mechanics and Its Applications. (SCI、SSCI)
    7.Peiran Li, Xianghui Yuan & Liwei Jin. (2022). Government direct intervention and stock market concentration, Applied Economics. (SSCI、ABS2)
    8.Jun Long, Xianghui Yuan, Liwei Jin, Chencheng Zhao & Bowen Guan. (2023). Systematic extreme correlation of Chinese stock market, Applied Economics. (SSCI、ABS2)
    9.Peiran Li, Xianghui Yuan & Liwei Jin. (2023). National team intervention and price efficiency differentiation under the impact of COVID-19, Applied Economics. (SSCI、ABS2)
    10.Chencheng Zhao, Xianghui Yuan, Jun Long, Liwei Jin, Bowen Guan. (2023). Financial indicators analysis using machine learning: Evidence from Chinese stock market. Finance Research Letters. (SSCI、ABS2)
    11.Keji Lu, Xiaofang Wang & Liwei Jin. (2023). The impact of China’s bilateral currency swap agreements on bilateral direct investments, Applied Economics. (SSCI、ABS2)
    12.Jun Long, Xianghui Yuan, Chencheng Zhao, Liwei Jin. (2024). Quantile connectedness of the Chinese commodity sectors. Applied Economics Letters. (SSCI)
    13.Xiang Li, Xianghui Yuan, Liwei Jin. (2024). The impact of margin-trading and short-selling mechanism on left-tail risk: Evidence from the Chinese stock market. Pacific-Basin Finance Journal. (SSCI、ABS2星)
    14.Jun Long, Xianghui Yuan, Liwei Jin, Chencheng Zhao. (2023). Connectedness and risk spillover in China’s commodity futures market sectors. Journal of Futures Markets. (SSCI、ABS3星)
    15.Zhichao Li, Xianghuiyuan, Liwei Jin. Stock Trend Prediction: An Effective Hybird Deep Model Based on Lead and Lag Correlation Graphs [C]. CSCWD 2024. (EI)
    16.Guangwei Yang, Xianghui Yuan, and Liwei Jin*. (2022). An Adaptive Differential Evolution Algorithm with Hierarchical Mutation Strategy and Opposition Learning [C]. ICITEE 2022. (EI)
    【获奖情况】
    1.西安交通大学 优秀毕业生 2024
    2.西安交通大学 优秀研究生 2023、2022
    3.西安交通大学 剑冰校友励志奖学金 2022
    4.西安交通大学 博士研究生国家奖学金 2022
    【横向课题】
    1.西安蒙特卡罗基金管理有限公司合作项目,期货量化交易投资策略,2020.10-2022.10,250万,参与。
    2.西安九色数字人工智能科技有限公司合作项目,股票期货程序化交易策略软件开发,2019.05-2020.05,10万,参与。
    3.浙江同花顺智能科技有限公司(教育部协同育人项目),金融科技实验室平台建设 ,2020.12-2021.12,20万,参与。