秦聪

发布时间:2019-03-07 浏览次数:6213

:

秦聪

:

副教授

 

:

研究方向:

金融工程,金融科技,行为金融

出生年月:

19867

联系方式:

congqin@suda.edu.cn

最后学历:

博士

毕业学校:

苏州大学

:

Education

 2009-09 ~ 2014-12, Ph. D., Soochow University,

 2012-09 ~ 2014-05, Joint Ph.D., University of Pittsburgh

Academic Appointments

 2020-07 ~ Now, Soochow University, Associate Professor

 2018-03 ~ 2020-06, Soochow University, Lecturer

 2015-01 ~ 2018-02, National University of Singapore, Postdoc

  

Research Interests

 Financial Engineering

 FinTech

 Behavioral Finance

 Economic Growth

 Portfolio Selection

 

Homepage:  http://congqin.myds.me:2020

 

Selected Published Papers in Math Finance/Economics

[1] Asymptotic analysis of no-transaction region for two illiquid and rorrelated stocks, Mathematical Finance, 2022, 32(4):1133–1169. (with Xinfu Chen, Min Dai, and Wei Jiang)

[2] Realization utility with path-dependent reference points, SIAM Journal on Financial Mathematics, 2022, 13(3):1063–1111. (with Linghui Kong, and Xingye Yue)

[3] On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model, SIAM Journal on Financial Mathematics, 2019, 10(1): 130-155. (with Xinfu Chen)

 

Awards and Grants

 Best Young Scholar Paper Award, Financial Engineering and Financial Risk Management, 2019

 Distinguished Young Scholar of Soochow University, 2018

 PI, National Science Foundation of China (Youth Program 11901416): Economic growth driven by knowledge innovation and diffusion, and its related traveling wave problem, 2020.1-2022.12, RMB 22,1000

 

 

  

  


 
地址:苏州大学十梓街1号
版权所有 Copyright © 2012 苏州大学金融工程研究中心. 访问次数: