财会系博士生分享会——“优博计划”第三期

学术分享内容简介：

    我国经济进入新常态，经济增长由高速向中高速转换，金融市场不断转型升级，资产价格的走势从长期来看阶段性特征明显，通常存在结构不稳定性，包含结构变点，故采用区制转换模型能够更好地研究在不同经济形势下的宏观环境对市场的影响。同时，跨市场资产之间的价格存在明显的联动性，而且这种联动性也会随着市场结构的变化而变化。为了更好的研究跨市场资产配置问题，并对fly-to-quality等现象做出更好的解释。

   本次报告主要介绍在异质性投资者模型的框架下，如何运用机器学习方法，从大数据中获取更多有效信息，对市场模式进行识别，以期得到一种新的关于Markov区制转换模型的估计方法，更好地研究我国金融市场的现状和走势。

博士生简介：

    郑凯，火狐手机版登录入口2013级直博生，师从徐维东副教授，研究方向为金融工程。

嘉宾简介：

              Kieran Garvey，Policy Programme Manager, Cambridge Centre for Alternative Finance.

              Kieran is the co-author of nine alternative finance industry reports covering market activity globally, as well as more specifically within regulation in East Africa and UK sustainable energy. He is leading the Cambridge-World Bank 2017-2019 Regulator & Policymaker Surveys in addition to a research programme to develop a technology solution to more efficiently conduct regulatory reviews of different FinTech business models in developing and emerging countries. Kieran previously worked at the UK Crowdfunding Association, as a UK parliamentary crowdfunding advisor and has aided a large number of companies to secure finance via equity crowdfunding. He also helped establish a microfinance social enterprise in Northern Vietnam, inspired by Kiva. Kieran holds an MSc from Imperial College London and a BSc from the London School of Economics.

              Philip Rowan，International Engagement Lead, Cambridge Centre for Alternative Finance.

              Philip leads on the international aspects of CCAF’s financial innovation and financial inclusion initiatives. Philip was previously a regulator specialising in FinTech, competition policy and financial inclusion, focusing on enabling supportive regulatory environments for development. In his capacity as the International Lead at the UK Financial Conduct Authority’s Innovate initiative, he closely supported dozens of financial services regulators and governments in their efforts to promote innovation in financial services, including those in developing markets. A leading authority on regulatory sandboxes, Philip is regularly consulted by those seeking to promote innovation in regulation. During his time at CGAP Philip successfully advocated for the implementation of pro-innovation and pro-competition regulatory policies with regulators and competition authorities to promote financial inclusion. Philip has also served at the UK’s competition authority, the Competition and Markets Authority (CMA), where his work focused on improving competition in banking. Philip holds an MSc in Development Economics from the University of Oxford and a BSc in Economics from the University of Warwick.