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姓名:唐攀

职称:研究员

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职级:正高四级

邮箱:tangpanlion@163.com

个人信息

研究员,博士生导师


教育背景

博士毕业于新加坡国立大学

学术兼职

研究领域

金融人工智能、深度学习、金融大数据分析、金融风险管理,量化投资,股票和债券市场

研究课题

[1] 国家社会科学基金一般项目:基于可推理人工智能的系统性金融风险动态监测研究,2024/10-2027/12,主持。

[2] 国家社会科学基金青年项目:基于人工智能的系统性金融风险预警体系研究,2019/07-2021/12,主持。

[3] 国家自然科学基金青年项目:市场化进程中的利率模型研究—从随机微分到量子金融的分析,2015/01-2017/12,主持。

[4] 教育部人文社科基金青年项目:基于市场化视角的利率演化机制模型构建及其应用研究,2014/01-2016/12,主持。

[5] 江苏省社会科学基金项目:利率市场模型构建在我国的应用研究,2014/01-2016/12,主持。

奖励与荣誉

江苏省“双创计划”引进人才

学术成果

[1] Tang P, Peng H, Luo S, et al. Forecasting Bank Default Risk with Interpretable Machine Learning: The Study of Chinese Banks[J]. Emerging Markets Finance and Trade, 2025, 61(6): 1661-1683.

[2] Tang P, Xu W, Wang H. Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach[J]. The North American Journal of Economics and Finance, 2024, 72: 102151.

[3] Tang P, Zhang Y. China's business cycle forecasting: a machine learning approach[J]. Computational Economics, 2024, 64(5): 2783-2811.

[4] Tang P, Tang T, Lu C. Predicting systemic financial risk with interpretable machine learning[J]. The North American Journal of Economics and Finance, 2024, 71: 102088.

[5] Tang P, Tang C, Wang K. Stock movement prediction: A multi‐input LSTM approach[J]. Journal of Forecasting, 2024, 43(5): 1199-1211.

[6] Zhuang Y, Zhang D, Tang P, et al. Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective[J]. The North American Journal of Economics and Finance, 2024, 70: 102064.

[7] Wang X, Zhu Y, Tang P. Uncertain mean-CVaR model for portfolio selection with transaction cost and investors' preferences[J]. The North American Journal of Economics and Finance, 2024, 69: 102028.

[8] Zhuang Y, Tang P. Pricing of American Parisian option as executive option based on the least‐squares Monte Carlo approach[J]. Journal of Futures Markets, 2023, 43(10): 1469-1496.

[9] Tang P, Tang X, Yu W. Intraday trend prediction of stock indices with machine learning approaches[J]. The Engineering Economist, 2023, 68(2): 60-81.

[10] Zhang D, Tang P. Forecasting European Union allowances futures: The role of technical indicators[J]. Energy, 2023, 270: 126916.

[11] Li X, Tang P. Stock index prediction based on wavelet transform and FCD‐MLGRU[J]. Journal of Forecasting, 2020, 39(8): 1229-1237.

[12] Tang P, Baaquie B E, Du X, et al. Linearized Hamiltonian of the LIBOR market model: analytical and empirical results[J]. Applied Economics, 2016, 48(10): 878-891.