论坛简介

美国全球金融危机后，欧债危机、美股闪电暴跌和2015年中国股灾、熔断事件等体系性风险事件日益增多，如何防范和管控体系性金融风险（systemic risk）成为政府、学界和业界极为关心的重大问题。目前关于这一前沿重大问题的研究非常鲜见，在国际也处于刚刚起步探索阶段。为立足国际前沿，面向重大现实需求，定于2016年12月5-6日举办“2016体系性金融风险研讨会”论坛对体系性风险的计量、建模、管控进行深入探讨。论坛邀请领域内的权威学者和业界资深人士参加。

论坛在12月5日上午注册，12月5日下午专家座谈，12月6日上午论坛报告，12月6日下午为国际合作项目意向讨论。12月6日上午报告于M127教室举行，其他专家讨论活动于中山大学金融工程与风险管理研究中心（马应彪堂）二楼会议室举行。

欢迎有关学者嘉宾参加！

Workshop Schedule

Dec 5

Morning: Registration

Afternoon: Collaborative Work

Dec 6

Workshop Presentation

Moderators: Lijian Wei and Tianhao Zhi

Afternoon: Collaborative Work

Biography of Plenary Speakers

Jasmina Arifovic

Jasmina Arifovic is Professor at the Department of Economics, Simon Fraser University，and the president of the Society for Computational Economics. She obtained her Ph.D from the University of Chicago. Jasmina is one of the first economists who adopted agent-based modeling approach to economics, as well as using data from the experiments with human subjects to test and evaluate the models of evolutionary learning since she started working on her Ph.D thesis. She has founded and has been the director of the SFU economics department research lab, and the center for research in adaptive behavior in economics. Her articles have been published a number of papers in the Journal of Political Economy, Economic Journal, Journal of Public Economics, Journal of Economic Behavior and Organization, Journal of Economic Dynamics and Control.

Youwei Li

Youwei Li is a senior lecturer in finance at the Queen’s Management School of Queen’s University Belfast. Youwei holds a PhD in Financial Econometrics from Tilburg University in the Netherlands, and a PhD in Mathematics from Lanzhou University in China. His research interests include asset pricing, financial econometrics, quantitative finance, agent-based modelling of financial markets, and longevity risk. He has been a visiting fellow at CentRE of Tilburg University, and at Quantitative Finance Research Centre of University Technology, Sydney, Australia. Youwei’s research has been funded by the Australia Research Council, The Economic and Social Research Council (ESRC) in the UK, and The Marie Curie Actions of European Commission. He has published in the Journal of Economic Dynamics & Control, Journal of Empirical Finance, Insurance: Mathematics and Economics, Quantitative Finance, the Financial Review, and the Journal of International Financial Markets, Institutions & Money.

Ruyun Yang

Ruyun Yang joined CMSMC (Capital Market Statistic & Monitoring Center) in 2014 as the manager of Risk Monitoring Department. She graduated from Columbia University with a Ph.D in Mathematics. She is responsible for collection and distribution of research, development of risk model and index supporting systemic risk identification and measurement. Dr. Yang has both theory and practice in capital market risk monitoring.

Lijian Wei

Lijian Wei is an assistant professor at the Business School of Sun Yat-Sen University in Guangzhou. He obtained his Ph.D from Tianjin University, he was a senior research fellow at the School of Business, University of Technology Sydney. His main research fields include market microstructure, agent-based computational economics, and algorithmic trading. He wasalso a visiting fellow ofShenzhen Stock Exchange and the Chinese Capital Markets Statistics and Monitoring Centre. He has published in the Journal of Economic Dynamics and Control, Quantitative Finance, Economic Systems, Systems Research and Behavioral Science.

Tianhao Zhi

Tianhao Zhi is currently working under Prof. Zhongfei Li as a senior research associate at the Business School, Sun Yat-Sen University in Guangzhou. He obtained his Master of Economics from the University of Queensland under Dr. Thanh Le and Prof. James Laurenceson in 2009 and later on he undertook his Ph.D study under Prof. Carl Chiarella, Dr. Corrado Di Guilmi, and Prof. Xuezhong He, which was conferred in May, 2016. His primary research interests include agent-based modeling, Post-Keynesian monetary economics, and non-linear economic dynamics. He had presented his works in numerous international conferences such as plenary conference of Institute of New Economic Thinking 2014, Workshop of Economic Science in Heterogeneous Interacting Agents (WEHIA) 2013&2014 and Conference in Nonlinear Economics Dynamics (NED) 2013.

论坛组委会单位

中山大学管理学院

中山大学高级金融研究院

中山大学金融工程与风险管理研究中心

会议手册