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QMUL Guest Lecture | 院长 Sturgess教授院情介绍及Dr. Ma“机器学习与金融”主题讲座

时间:2023-09-20 来源: 点击:

英国伦敦玛丽女王大学(QMUL)代表团于9月19日(周二)上午来我院进行交流访问,届时其经济与金融学院院长Jason Sturgess教授和助理教授Hao Ma将分别进行学院情况介绍和“Machine Learning and Finance”主题讲座。欢迎有意向申请伦敦玛丽女王大学硕士项目的同学以及对主题讲座感兴趣的本硕博所有学生参加。

- Time -

10:30-11:30 AM Beijing Time,

September 19, 2023(Tues)

2023年9月19日(周二)

北京时间10:30-11:30


- Topic -

Queen Mary University of London

Guest lecture from the School of Economics and Finance

伦敦玛丽女王大学

经济与金融学院客座讲座


- Venue -

Room 714, Mingde Main Building,

open to all students

明德主楼714室,

讲座对全体学生开放


- Language -

English


Lecture Process


- PART 1-

Introduction to the School of Economics and Finance and an overview of Queen Mary’s School of Economics and Finance, given by Professor Jason Sturgess - Head of School

(学院院长Jason Sturgess教授介绍伦敦玛丽女王大学经济与金融学院)


- PART 2 -

Guest lecture, given by Dr Hao Ma, Lecturer at the School of Economics and Finance

(助理教授Hao Ma主讲)


Title:

Machine Learning and Finance

(机器学习与金融)


Abstract:

The guest lecture provides an accessible introduction to the impact of machine learning on finance. Beginning with a brief overview of key finance concepts, the session covers basic machine learning terminology before exploring real-world case studies of Machine Learning, such as algorithmic trading, fraud detection, and credit risk modeling. The lecture concludes by summarizing current limitations and future opportunities in this fast-evolving field. Attendees will gain valuable insights into how machine learning is changing financial practices and systems.

讲座以通俗易懂的方式介绍机器学习对金融的影响,从对关键金融概念的简要概述开始,课程涵盖基本的机器学习术语,并探讨机器学习的实际案例,如算法交易、欺诈检测和信用风险建模,最终总结这个快速发展的领域目前的局限性和未来的机会。与会者将获得关于机器学习如何改变金融实践和系统的宝贵见解。


Biographies:

Professor Jason Sturgess

Head of School and Professor of Financial Economics at the School of Economics and Finance at Queen Mary University of London. He was formerly a faculty member at Georgetown University’s McDonough School of Business and DePaul University’s Driehaus College of Business and Kellstadt Graduate School of Business.

伦敦玛丽女王大学经济与金融学院院长兼金融经济学教授。曾在乔治城大学 McDonough商学院、德保罗大学Driehaus商学院和Kellstadt商学院担任教职。

Professor Sturgess’ research focuses on corporate finance, including financial intermediation, regulation, and information economics, and asset pricing, including security lending markets, short selling, and limits to arbitrage. His research in these areas has been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, the Review of Finance, and Review of Corporate Finance Studies and other peer-reviewed journals. Their research has won multiple awards, including the BlackRock Inc. and National Association of Corporate Directors (NACD) Global Challenge for Innovation Award, an Institute for Quantitative Research in Finance (the Q Group) research grant, and the 2021 Best Paper award at the Review of Corporate Finance Studies. Sturgess’ work has been presented at numerous universities and governmental bodies worldwide. Professor Sturgess received a PhD in finance from London Business School. He worked in project finance and M&A before pursuing his Ph.D.

教授的研究重点是公司金融(金融中介、监管和信息经济学)及资产定价(证券借贷市场、卖空和套利限制)。他在这些领域的研究已在《金融杂志》、《金融经济学杂志》、《金融研究评论》、《管理科学》、《金融与量化分析》、《金融评论》和《公司金融研究评论》等同行评议期刊上发表,并赢得了多个奖项,包括黑石公司和美国全国董事协会(NACD)全球创新挑战奖,美国金融量化协会(Q Group)研究资助,以及2021年《公司金融研究评论》最佳论文奖。其工作成果已在全球许多大学和政府机构展示。教授在伦敦商学院获得金融学博士学位,从事博士研究之前曾在项目融资和并购领域工作。


Dr Hao Ma

Hao is an Assistant Professor at the School of Economics and Finance, Queen Mary University of London. He obtained his Ph.D. degree at the Swiss Finance Institute (SFI) & Università della Svizzera italiana (USI, Lugano). He holds a master's degree from the University of Amsterdam and a bachelor's degree from Shandong University.

伦敦玛丽女王大学经济与金融学院助理教授。获瑞士金融研究所和提契诺大学的博士学位、阿姆斯特丹大学的硕士学位和山东大学的学士学位。

His research interests include asset pricing, financial econometrics, machine learning, and AI. Currently, he is working on projects that combine econometrics with deep learning to solve big data problems in empirical asset pricing.

研究兴趣包括资产定价、金融计量经济学、机器学习和人工智能。目前,他正在研究将计量经济学与深度学习相结合的项目,以解决实证资产定价中的大数据问题。



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