Time: December 26, 2014 (Friday) 9:00-10:30

Location: Room 501  Jiageng building 2 

Moderator: Wenzhou Qu, Vice president of financial management and Accounting ResearchInstitute, Professor of Finance

Topic: The computational experimental finance method for analyzing markettransaction mechanism of financial derivatives

Reporter: XiongXiong, professor of Management and Economics Department, TianjinUniversity, Doctoral tutor, Director of System Engineering Research Institute.

Abstract:

When controlling financial derivatives market risk, a series ofrisk control related to microstructure design plays a key role. Integratingempirical and computational experiments method could analyze the impact of ticksize and position limits on the market quality, and provide recommendations tooptimize settings.

Personal Profile:

Xiong Xiong, got his doctorial degree in management science andengineering of Tianjin University in spring of 2002.Now he is employed as aProfessor, doctoral tutor and the director of the Institute of SystemsEngineering in Management and Economics of Tianjin University. He was Selectedas "2007 New Century Excellent Talents" by Ministry of Education, andgot an award of "Tianjin Youth Science and Technology" in 2010.

He mainly engaged in finance engineering and finance riskmanagement and computational experiment finance. He has presided over the "offshoreChinese equity derivatives impact on the Chinese stock market" of theNational Natural Science Foundation and others more than 10 projects of nation,province and ministry.  He published morethan 80 academic papers In the domestic and foreign high-level journals, andreceived four times awards for the provincial and ministerial scientific research.

He also served as deputy director of the Systems EngineeringSociety of China Youth Working Committee, deputy director of China preferredmethod Manpower Law and Economic Mathematics Research Association YouthCommittee, and the councilor of Tianjin Finance Society.