王哲琦
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室
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 Econometrics和Credit 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:
2016.09至2020.07 PhD in Management 爱丁堡大学 风险管理
2014.09至2015.09 Master of Science 巴斯大学 经济与金融
2013.09至2016.06 经济学硕士 山东大学 金融学
2008.09至2012.06 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)