报告主题:航空装备全寿命周期保障关键技术及应用
报告人员:阚艳 研究员
报告时间:2023-9-11 15:00
报告内容摘要:
报告题目:Smart metal forming with digital process and IoT
报告人:杨明 教授
报告时间: 9月14日 10:00
报告地点:明故宫校区15号楼522报告厅
报告内容摘要:
报告题目:后疫情时代美国的机场咨询:经济预测的挑战和趋势
地 点:民航楼306报告厅
报告人:Kurt Fuellhart
报告时间:2023-9-11(周一) 14:00-16:00
报告内容摘要:
报告题目:Supercritical Spatial SIR Epidemics:Spreading Speed and Herd lmmunit!
报告人: 朱庆三( 香港科技大学 )
报告时间:09月08日 14:00-15:00
报告地点:理学楼321报告厅
报告内容摘要:
报告题目:On the instantaneous radius of analyticity of Lp solutionsto 3D Navier-Stokes system
报告人: 张平 院士 ( 中科院数学与系统科学研究院)
报告时间:09月09日 15:00-16:00
报告地点:理学楼329
报告内容摘要;
报告题目:Some recent progress on the steady Prandtl equation
报告人: 章志飞 教授( 北京大学数学科学学院)
报告时间:09月09日 14:00-15:00
报告地点:理学楼329
报告内容摘要:
报告题目:Liquidity provision channels and oil price volatility
报告所属学科:管理科学与工程
报告人:王建新(悉尼科技大学)
报告时间:2023年9月13日 14:00-17:00
报告地点:经管学院702会议室
报告摘要:
This paper evaluates the role of hedgers and speculators as liquidity providers in oil markets and analyses the effects of these liquidity provision channels on weekly volatility. Using two measures of hedging pressure that capture liquidity provision by speculators and hedgers, we find that liquidity provision by speculators reduces volatility, while short-term liquidity provision by hedgers increases volatility. Oil volatility tends to be more responsive to hedgers’liquidity provision than variations induced by speculators’liquidity provisions. These channels are also significant determinants of volatility in inverted and normal markets, with the effects being more pronounced in inverted markets. Under low financial and business-cycle risk environments, liquidity provision channels typically have a measurable impact on volatility. These new liquidity provision channels with significant and opposite effects on weekly volatility extend current understanding of the role of hedgers’trading motives in oil markets beyond the insurance premium.
报告人简介:
Jianxin Wang received his B.sc. from Tsinghua University in Beijing, China, and his Ph.D. in economics from Northwestern University in the United States. He worked as a financial analyst in Chicago before joining the University of New South Wales. He has held visiting positions in Yonsei University, South Korea, the Capital Market and Financial Institution Supervisory Agency of Indonesia, Beijing and Nankai Universities in China, and the Central Economic-Mathematical Institute, Academy of Sciences, USSR. He joined UTS in April 2011.
报告题目:Credit risk and equity returns in China
报告所属学科:应用经济学
报告人:林辉(南京大学)
报告时间:2023年9月12日 10:00-12:30
报告地点:经管学院702会议室
报告摘要:
We examine how credit risk affects equity returns in China, where the financial system is dominated by debt-financing. Based on EDF (expected default frequency) measured by the KMV model, we construct a credit risk factor UMT (untrustworthy minus trustworthy). The empirical results show that UMT significantly improves the pricing effectiveness of the Fama-French fivefactor model and that the modified model with the investment factor replaced by UMT is more applicable to the Chinese environment. Our results also show that stocks with higher credit risk have higher expected returns, and credit risk premiums are an essential part of equity returns in China.
报告人简介:
林辉,南京大学商学院教授,博士生导师,南京大学金融计量与风险管理研究中心主任,《中国证券期货》执行主编。在American Economic Journal: Economic Policy 、International Review of Economics & Finance(IREF),Journal of Derivatives(JOD),以及《管理学科学报》、《金融研究》等国内外一流期刊上发表学术论文40多篇。
报告题目:Measuring Financial Literacy in Stock Market
报告所属学科:应用经济学
报告人:冯绪(天津大学)
报告时间:2023年9月13日 13:00-16:00
报告地点:经管学院702会议室
报告摘要:
We develop a new measure of retail investors’ financial literacy using textual analysis of social media data and show that it effectively distinguishes between investors with high and low financial literacy. Further, by constructing a firm-level textual financial literacy indicator, we find that the stocks of firms whose investors have high (vs. low) textual financial literacy have statistically and economically significant higher returns than their peers. We find that relative to investors with low financial literacy, those with high financial literacy are more informed, have better valuation skills and are more rational in their investment decisions. Our findings shed light on the role of financial literacy in asset pricing.
报告人简介:
冯绪,天津大学管理与经济学部教授,博导。研究方向为金融文本分析,人工智能与金融、影子银行等。在Journal of Management Information Systems、Journal of Money, Credit and Banking、Journal of Economic Dynamics and Control、《管理科学学报》等国内外期刊发表论文50余篇。论文多次入选CICF、CFRC等国际会议。担任Journal of Management Science and Engineering(管理科学学报英文版)协调编辑、Finance Research Letters副主编。
报告题目:电动汽车充电基础设施规划和需求管理
报告所属学科:管理科学与工程
报告人:韦玮(香港科技大学(广州))
报告时间:2023年9月25日 16:00-18:00
报告地点:经管学院706会议室
报告摘要:
报告内容包括基于人类出行与耗能行为的电动汽车充电站规划策略,电网发电与配电基础设施升级,可再生能源产能扩张,以及电力需求侧管理策略。研究主要采用优化,模拟,空间分析法等定量方法,为交通去碳化宏观战略的制定提供参考。
报告人简介:
韦玮,香港科技大学(广州)系统枢纽智能交通学域助理教授,博士生导师。她在麻省理工学院获得博士学位,在新加坡科技与设计大学获得学士学位。她的研究方向是交通去碳化与能源转型。研究论文曾发表在Nature Energy, Cell Reports Physical Science等期刊。她曾获世界资源研究所颁发的可持续交通与能源奖。
报告题目:航空复合材料数字化生产线构建与实践
报告所属学科:管理科学与工程
报告人:李超(航空工业成飞280厂)
报告时间:2023年9月14日 10:00-11:00
报告地点:经管学院702会议室
报告摘要:
本报告主要针对数字化建设和智能制造概念提出后,识别国内外的形势变化,根据国家、航空工业集团以及成飞公司的建设要求,提炼了航空树脂基复材制造业主要的问题和痛点,提出航空树脂基复合材料智能生产线的建设方案,并对已开展实践建设和推进情况进行了详细的剖析。对复合材料行业内企业的数字化、智能化建设具有借鉴参考意义。
报告人简介:
李超,航空工业成飞280厂厂长,研究员级高级工程师。
长期从事航空制造供应链管理和信息化,数字化建设工作。主持、参与了成飞公司ERP3.0以及MES系统的建设和推进工作。实现了生产业务“全过程、全要素、全区域”和生产流程“纵向到底、横向到边”的管控目标。负责成飞公司复材专业的供应链任务的策划,生产能力的评估、物流管理,并组织生产任务的实施。组织开展复材专业的信息化和数字化建设工作。组织申报并取得软件著作权10余项,取得授权专利3项。多次荣立集团二、三等功。获评公司“劳动模范”及优秀领导干部。获得集团、省部级科学技术二等奖两次。获公司管理创新成果二、三等奖两次。
报告题目:LLMs的私有化与垂域应用
报告人:柯文俊
报告时间: 9月10日 上午9:00-12:00
报告地点:计算机学院楼511会议室
报告内容摘要:
报告题目:Recent Advances and Challenges in Membership Inference Attacks on Machine Learning
报告人:张旭云
报告时间: 9月12日 上午10:00
报告地点:计算机学院507会议室
报告内容摘要: