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[1] 金融科技与金融大数据分析
[2] 金融复杂网络建模及应用
[3] 金融计量与风险管理
[4] 金融与运营管理交叉问题
- 基于GaR新框架的系统性风险混频计量与监管研究, 国家自然科学基金面上项目, 2021-08-21-2025-12-31,
- 基于高维非线性广义分位数回归的系统性金融风险计量, 国家自然科学基金面上项目, 2017-01-01-2020-12-31,
- 高维数据广义分位数回归及在证券投资基金管理中应用研究, 国家社会科学基金一般项目, 2020-08-01-2021-07-31,
- 高维混频数据非线性建模方法与应用研究, 全国统计科学研究重大项目, 2019-10-01-2021-12-31,
- 城市智能运营平台经济专题：功能、模型、算法与应用研究, 企业委托项目, 2020-08-01-2021-07-31,
- Liukai Wang, Ji Yan, Xiaohong Chen, Qifa Xu. (2021). Do network capabilities improve corporate financial performance? Evidence from financial supply chain [J]. International Journal of Operations and Production Management , 41 (4), 336-358. (ABS 4)..
- Liukai Wang, Fu Jia, Lujie Chen, Qifa Xu. (2021). Forecasting SMEs’ credit risk in supply chain finance with a sampling strategy based on machine learning technique, Annals of Operations Research , Accepted, (ABS 3)..
- Liukai Wang, Fu Jia, Lujie Chen, Qifa Xu. (2021). Exploring the dependence structure among Chinese firms in the 5G industry [J]. Industrial Management and Data Systems , 121 (2), 409-435. (ABS 2).
- Qifa Xu, Liukai Wang, Cuixia Jiang, Xin Zhang. (2019). A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility [J]. Expert Systems with Applications , 132, 12-27. (ABS 3).
- Qifa Xu, Liukai Wang, Cuixia Jiang, Yezheng Liu. (2020). A novel (U) MIDAS-SVR model with multi-source market sentiment for forecasting stock returns [J]. Neural Computing and Applications , 32(10), 5875-5888. (SSCI&SCI, Q1).
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