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王哲琦

时间:2020-10-14


姓名:王哲琦

职称:助理教授

办公地点:湖南大学财院校区3号楼213

E-mail: zheqi.wang.822 @gmail.com

研究兴趣:信用风险管理、金融稳定与监管

个人简介:

王哲琦,beat365官方网站助理教授。本科毕业于武汉大学,硕士毕业于山东大学及英国巴斯大学,博士毕业于英国爱丁堡大学。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。参与过国家社科基金项目和教育部基金项目。参加European Conference on Operational Research, International Conference on Computational and Financial EconometricsCredit Scoring & Credit Control XVI conference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。

教育背景:

2016.092020.07       PhD in Management       爱丁堡大学         风险管理

2014.092015.09       Master of Science           巴斯大学             经济与金融

2013.092016.06       经济学硕士                    山东大学             金融学

2008.092012.06       经济学学士                    武汉大学             金融学

 

主要论文:

1.  Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. (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.

会议报告

1. Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. Reducing Estimation Risk Using a Bayesian Posterior Distribution Approach: Application to Stress Testing Mortgage Loan Default. 2020 Accounting and Finance Association of Australia and New Zealand, 5-7 July 2020, Melbourne, Australia

2. Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. Reducing Estimation Risk Using a Bayesian Approach: Application to Stress Testing Mortgage Loan Default. 30th European Conference on Operational Research, June 23–26, 2019, Dublin, Ireland

3. Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. Reducing Model Risk Using a Bayesian Approach: Application to PD Modelling of Mortgage Loans. 12th International Conference on Computational and Financial Econometrics, 14-16 December 2018, Pisa, Italy

4. Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. Reducing Estimation Risk Using a Bayesian Approach: Application to Stress Testing Mortgage Loan Default. Credit Scoring & Credit Control XVI conference, 28-30 August 2019, Edinburgh, UK

5. Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. Reducing Model Risk Using a Bayesian Approach: Application to PD Modelling of Mortgage Loans. Credit Scoring & Credit Control XVI conference, 28-30 August 2019, Edinburgh, UK

6. 王哲琦. 银行信贷与经济周期性波动的关系:基于中国数据的实证研究. 2016年中国制度经济学年会, 17-19 June 2016, 济南, 中国

7. Wang, Zheqi*., Crook, Jonathan., & Andreeva, Galina. Reducing Estimation Risk Using a Bayesian Approach: Application to Stress Testing Mortgage Loan Default. 22nd Conference of the International Federation of Operational Research Societies, 22-27 August, 2021, Seoul, Korea (Accepted)

 

 

 

 

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