邓浏睿-凯发平台

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邓浏睿-凯发平台

  

发布时间:2020-09-16 发布者: 查看次数:次


邓浏睿,女,湖南省长沙市人,教授,博士生导师,湖南师范大学商学院金融系主任,理学博士。

主要从事投资者行为、ara建模及仿真、风险控制、证券市场及其他经济指标预测分析等研究工作。现担任《applied economics》、《journal of global economics》、《british journal of economics》、《applied economics letters》、《applied financial economics letters》、《cogent psychology》等国际期刊的审稿人。


[学习经历]

1997.09-2001.06,就读于湖南大学应用数学专业,获理学学士学位;2004.09-2007.06,就读于湘潭大学应用数学专业,获理学硕士学位;2007.09-2011.06,就读于湖南大学应用数学专业,获理学博士学位;2011.09-2013.10,在湖南大学金融与统计学院进行博士后研究工作;2015.01-2016.01,获国家留学基金全额资助,作为访问学者在美国阿拉巴马大学进行学术交流。


[工作经历]

2013.12-至今,从事《线性代数》和《概率与数理统计》的本科教学工作。


[主持的代表性科研项目]

1.国家自然科学基金青年项目,71201051,证券市场中ara的建模算法及实证研究, 2013/1-2015/12,19万,已结题,主持。

2.国家社会科学基金,19bgl002,大数据背景下机构投资者决策机理及优化方案研究,2019/7-2022/7,20万,在研,主持。

3.教育部人文社科项目,17yjc790020,基于cpt视角的机构投资者行为模式及最优策略研究,2017/7-2019/12,8万,在 研,主持;

4.湖南省自然科学基金,2018jj3354,基于cpt理论的复杂金融网络研究,2018/3-2020/12,5万,在研,主持;

5.国家留学基金委全额公派访问学者项目,201406725003,基于ara技术的对冲基金投资策略研究,2015/1-2016/1,15万,已结题,主持;

6.国家博士后面上资助项目,2012m521513,ara模型在证券二级市场中的开发及应用,2013/1-2013/12,5万,已结题,主持;

7.湖南省哲学社会科学基金,14yba264,后危机时代对冲基金投资机理研究,2014/12-2016/12,1.5万,已结题,主持;

8.湖南省博士后基金,2012rs4028,ara模型在证券二级市场中的开发及应用,2013/1-2013/12,5万,已结题,主持;

9.湖南师范大学优秀青年培养计划,2014yx04,对冲基金投资模式的探索,2014/6-2017/6,4万,已结题,主持;

10.湖南师范大学博士启动金,2014bq11,ara技术在金融领域的应用,2014/6-2017/6,8万,已结题,主持。

11.湖南省学位与研究生教育改革项目,2019jgyb084,“双一流”建设背景下研究生科研创新能力激励机制及提升路径研究,1万,2019/9-2021/9,在研,主持。


[发表论文] 

[1] liurui deng and zilan liu,optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory,applied economics,2022,doi:10.1080/00036846.2022.2048788

[2] liurui deng and yiwen zhao,investment lag, financially constraints and company value—evidence from china,emerging markets finance and trade,2022,doi: 10.1080/1540496x.2021.2025047      

[3] liurui deng and shuge wang,incorporating ‘mortgage-loan’ contracts into an agricultural supply chain model under stochastic output,mathematics,2022,doi:/10.3390/math10010085

[4] wei li and liurui deng*,research on services decisionmaking in closed-loop supply chain dominated by a logistics provider,environmental science and pollution research ,2022,doi:10.1007/s11356-022-19361-1

[5] jiawu dai and liurui deng*,testing the absorber hypothesis of exchange rates for the overshooting of agricultural prices in china,agricultural economics – czech, 2021,doi:10.17221/309/2020-agricecon

[6] liurui deng and zilan liu, one-period pricing strategy of‘money doctors' under cumulative prospect theory, portuguese economic journal, 2017,doi 10.1007/s10258-017-0133-1;

[7] 邓浏睿,谭婕,邹超群,基于累积前景理论的多资产投资组合优化与实证研究,湖南大学学报,2018,32(5):85-92;

[8] liurui deng and traian a. pirvu, multi-period investment strategies under cumulative prospect theory, journal of risk and financial management, 2019, 12(83), doi:10.3390/jrfm12020083

[9] liurui deng and yongbing lv,liurui deng *, yongbin lv , ye liu  and yiwen zhao, impact of fintech on bank risk-taking: evidence from china, risks, 2021, 9(9), https://doi.org/10.3390/risks9050099

[10] liurui deng and bolin ma,almost everywhere convergence of riesz means related to schrödinger operator with constant magnetic fields. abstract and applied analysis, 2014,doi: 10.1155/2013/859680;

[11] liurui deng, zhongkai li, bolin ma and huoxiong wurough multiple singular integrals along hypersurfaces,acta mathematica scientia, 2014, 31(5):2081-2098;

[12] liurui deng and bolin ma, application of adversarial risk analysis model in pricing strategies with remanufacturing, journal of industrial engineering and management,2015,doi:  10.3926/jiem.1223;

[13] liurui deng and shenggang yang,pricing strategies in the remanufacturing market for the uncertain market size in the second period,journal of applied mathematics,2015,doi: 10.1155/2016/4164295;

[14] liurui deng, bolin ma and shaoyue liu,a marcin-kiewicz criterionfor lp-multipliers related to schrodinger operators with constant magnetic field,science china,2015,58(2):389-404;

[15] liurui deng, innovative prediction method: modified high-order multi-dimension mon-equidistant grey model gm(1,1), journal of grey system,2015,18(2):65-72;

[16] liurui deng, shenggang yang and zongyi hu, grey prediction of oscillating data based on empirical model decomposition and modified savitzky-golay, the journal of grey system, 2014, 11(4):371-378;

[17] liurui deng, zongyi hu, shenggang yang and yanyang yan, improved non-equidistant grey model gm(1,1) applied to the stock market, journal of grey system, 2015, 15(4):189-194.

[18] liurui deng,the optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility,journal of applied mathematics, 2015,doi:10.1155/2015/18606;


[专著] 

邓浏睿,基于积累前景理论视角下的最优投资决策及定价策略研究,哈尔滨工业大学出版社,2018.





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