Record: No

Level: Graduate

Language: Chinese

Abstract

在监管新规下，为实现对金融风险的有效管理，本课程在总结经典风险管理建模方法的基础上，从大数据、人工智能和区块链出发，系统给出金融市场风险、信用风险、操作风险和流动性风险的先进风险管理方法及其工具。课程内容包括但不限于金融监管新规与风险内涵、特性与分类，金融监管大数据及其挖掘技术，金融市场风险管理论及其测度方法，金融信用风险管测度方法与技术，基于人工智能技术的智能风控，异常交易的监控技术与市场化管理工具，以及风险管理策略及其模型优化。为加深理解，课程将增设国内外经典案例讲授与软件编程实现。课程一般适用于拥有一定数理基础的高年级本科生、硕士和博士研究生。

Lecturer Intro

Qingfu Liu, the professor and doctoral supervisor at School of Economics, Fudan University, was awarded as Shanghai Pujiang Scholar. Prof. Liu obtained a doctorate in management science and engineering from Southeast University, was a postdoctoral fellow at Fudan University, and also a visiting scholar at Stanford University. Prof. Liu is now the executive dean of Fudan-Stanford Institute for China Financial Technology and Risk Analytics, the academic vice dean of Fudan-Zhongzhi Institute for Big Data Finance and Investment, and the vice dean of Shanghai Big Data Joint Innovation Lab. Prof. Liu's research interests mainly include financial derivatives, big data finance, quantitative investment, RegTech, green finance and non-performing asset disposal. He has published more than 80 papers in the Journal of economics, Journal of International Money and Finance, Journal of Management Sciences in China and other important journals at home and abroad, published three monographs, and presided over more than 20 national and provincial research projects. He is currently an associate editor at Digital Finance and an editor at World Economic Papers.

Lecturer Email: liuqf@fudan.edu.cn

TA: Dr. Binbin Yan, binbinyan@bimsa.cn