金融系暑期系列讲座:Lin William Cong教授 发布时间:2022-07-19
- 活动时间:
- 活动地址:
- 主讲人:
主 题:Digital Economy, Data Science, and Financial Technology
演讲人:Lin William Cong Professor Cornell University
主持人:张 然 助理教授 上海交通大学安泰经济与管理学院
时 间:7月20日(周三) 09:00-12:00
方 式:腾讯会议(直播链接:https://meeting.tencent.com/l/q96QZkm4hYJ7)
议 程:
时间 | 具体安排 |
09:00-10:10 | Part I: Staking, Token Pricing, and Crypto Carry(25 min) Q&A(10min) DeFi and Financial Inclusion(25 min) Q&A(10min) |
10:10-10:20 | Break |
10:20-11:10 | Part II: Digital currencies(10min) Data economy and antitrust(15 min) Unstructured data and textual factors(15 min) Q&A(10min) |
11:10-11:20 | Break |
11:20-12:00 | Part III: AlphaPortfolio and Reinforcement Learning(20 min) Panel trees and uncommon factors(20 min) |
嘉宾介绍:
Lin William Cong
Rudd Family Professor of Management and Associate Professor of Finance at the Johnson Graduate School of Management at Cornell University
Lin William Cong is the Rudd Family Professor of Management and Associate Professor of Finance at the Johnson Graduate School of Management at Cornell University. He is also a Kauffman Junior Fellow, Poets & Quants World Best Business School Professor, advisor to the Wall Street Blockchain Alliance (non-profit), and serves as the Finance co-editor at Management Science and associate editors at the Journal of Financial Intermediation, Journal of Corporate Finance, and Journal of Banking and Finance, etc. Professor Cong researches on financial economics, information economics, FinTech and Economic Data Science, and Entrepreneurship. Professor Cong has received numerous accolades such as the AAM-CAMRI-CFA Institute Prize in Asset Management, the CME Best paper Award, Finance Theory Group Best Paper Award. He received his Ph.D. in Finance and MS in Statistics from Stanford University, and A.M. in Physics jointly with A.B. in Math and Physics from Harvard University.
参考论文:
Optional General background readings:
Blockchain Disruption and Smart Contracts
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2985764
Tokenomics: Dynamic Adoption and Valuation
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3222802
Token-based Platform Finance
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3472481
A Brief Introduction to Blockchain Economics
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3442691
Categories and Functions of Crypto-Tokens
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3814499
Part I:
Staking, Token Pricing, and Crypto Carry
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4059460
DeFi and Financial Inclusion
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4162966
Part II
Digital currencies
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4068564
Data economy and antitrust
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4140083
Unstructured data and textual factors
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3307057
Optional readings:
Knowledge Accumulation, Privacy, and Growth in a Data Economy
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3464729
Endogenous Growth under Multiple Uses of Data
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3911264
Part III
AlphaPortfolio and Reinforcement Learning
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3554486
Panel trees and uncommon factors