金融系暑期系列讲座:Lin William Cong教授 发布时间:2022-07-19

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  • 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:

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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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3949463