Computational Economics and Finance Lab

Computational Economics and Finance Lab

Overview

The Computational Economics and Finance Laboratory provides dedicated computational resources for teaching and research activities within IBSS. Located in BS429, the facility is equipped with four Dell OptiPlex 7000 desktops – three configured with 32GB DDR4 RAM and one with 128GB DDR4 RAM. These systems enable local processing of small-scale computationally intensive tasks within IBSS, eliminating the need to apply for centralised computing resources. Faculty members may access the laboratory via staff ID cards and log into terminals using university credentials. Additionally, PhD candidates, master’s students, and participants in the Summer Undergraduate Research Fellowship (SURF) or Final Year Project (FYP) programmes may access the facility with supervisory approval.

Projects Undertaken

Yingying Wu

  1. Intraday Dynamic Relationships Between Commodity Futures and Stock Returns of Supply Chain Companies?(Collaboration with Financial Mathematics colleagues).
  2. Climate Policy Uncertainty and Carbon Emission Trading Markets: Evidence from Chinese Cities?(SURF project).

Jia Zhai

  1. Probability Momentum?(with Qing Ye and PhD candidate Ao Yang) – Ongoing.
  2. Green Bonds in China?(with Shimeng Shi) – SURF project, ongoing.
  3. ESG Metrics and Investment Strategies?(with Shimeng Shi and Juan Tao) – Planned from September 2023.
  4. Sentiment Analysis in Derivatives Markets?(with Shimeng Shi, Financial Mathematics colleagues, and PhD candidates) – Planned from September 2023.

Yajun Xiao

  1. Cybercrime News and Hedging in an ICAPM Framework?(with Jiatao Liu and Ian W. Marsh).
  2. Political Uncertainty and Bank Lending: Evidence from China’s Anti-Corruption Campaign?(with Bo Jiang and Huajin Liu).
  3. Corporate Social Responsibility and Firm Borrowing Behaviour?(with Huajin Liu and Wei Zhang).
  4. Fintech’s Impact on Banking: Evidence from Bank Partnerships with Zelle?(with Sheng Huang and Bo Jiang).
  5. Transitory vs. Permanent Cash Flow in Debt Contracts?(with Anywhere Sikochi and Le Ma).
  6. Interfirm Lending: Determinants and Consequences?(with Sihan Chen and Huajin Liu).
  7. Information Transmission from Capital Markets to Macroeconomics?(SURF project co-supervised with Jiatao Liu).

Ning Zhang

  1. High-Dimensional PCA Applications?(with Yujing Gong and Xiaohan Xue).

  2. Model Risk and Cross-Sectional Return Predictability?(with Emese Lazar and Radu Tunaru).

  3. Political Alignment Mechanisms?(with Yongyi Xue).

  4. Enhancing Financial Risk Prediction via Generative AI-Driven Text Mining?(Planned SURF project, Summer 2025; co-supervised with Xingzhi Yao).

Laboratory Directors

Dr Yajun Xiao
Email:?Yajun.Xiao@gdsqbz.com

Dr Bo Jiang
Email:?Bo.Jiang@gdsqbz.com

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