|
[Name] Chaoqun Ma |
[Gender] Male |
[Title] Professor |
[Address] No.11 South of Lushan Road Changsha City |
[Phone] 13908481998 |
[Date of Birth] Oct.11,1963 |
[Nationality] Chinese |
[E-mail] cqma1998@hnu.edu.cn |
[Professional Experience Years] 1987-Until Now |
Academic Interests |
Financial engineering and Risks Management, Computing Management, Resource and Environmental Management, Strategic Management and Innovation Management Research |
Education Background |
Degree |
University |
Time |
PhD |
National University of Defense Technology Systems Engineering |
1997.06 |
Master |
Hunan University, College of Mathematics and Econometrics |
1987.07 |
Bachelor |
Hunan Normal University, School of Mathematics and Computer Science |
1985.07 |
Working Experiences |
Employer |
Time |
The dean of Business School Hunan University |
2009.03-Until Now |
The vice president of Business School, Hunan University |
2003.04-2009.03 |
The professor of business School, Hunan University |
1999.05-2003.03 |
The associate professor of international Business School, Hunan University |
1995.05-1999.05 |
The lecture of college of mathematics and econometrics, Hunan University |
1987.07-1995.05 |
Visiting Experiences |
University |
Time |
York University, Canada |
2002.03-2003.04 |
University of Toronto, Canada |
2002.03-2003.04 |
Projects |
Projects Name |
Time |
To improve the level of economic and management disciplines in Hunan Institute of Science and Technology（responsible） |
2020 |
Research on multi-agent ecological cooperation model of supply chain based on block chain (Responsible) |
2020.01-2020.12 |
Research on risk prevention and governance of informal financial activities under the background of fin-tech (Responsible) |
2019.01-2021.12 |
Research on data enabling to stimulate innovation-driven development of manufacturing enterprises and its countermeasures (Participate) |
2018.11-2021.12 |
Key technologies and application demonstration of electronic information supply chain financial block chain platform (Responsible) |
2018.06-2021.07 |
Financial Market Efficiency and Regulatory Theory in Internet Environment (Participate) |
2018.01-2022.12 |
Financial Market Efficiency and Regulatory Theory in Internet Environment (Participate) |
2017.12-2022.12 |
English teaching brand course construction project of the Ministry of Education in China (Participate) |
2017.06-2019.12 |
2011 Collaborative Innovation Center of Colleges and Universities in Hunan Province -- Transportation Equipment Industry and Internet Finance Supervision (Participate) |
2016.09-2017.09 |
"The 13th five-year development planning procurement project of Hunan Xiangjiang new area" (Responsible) |
2016 |
National Natural Science Fund project “Modeling and application of financial data with high dimensional, nonlinear and non-stationary time change" |
2015-2019 |
Provincial project "Hunan university 2011 collaborative innovation center -- big data finance" |
2015 |
Science and Technology Innovation Talents Plan Project of Hunan Province（Excellent Postdoctoral Training）(Responsible) |
2015 |
Key projects of soft science in Hunan province “Research on the development strategy of modern industrial finance in Hunan Province" |
2014-2016 |
National Science Innovation Research Group “Financial innovation and risk management" |
2013-2018 |
Awards and Honors |
|
Awards |
Time |
Excellent Achievement Award of Higher Education Scientific Research of Ministry of Education (Humanities and Social Sciences) Second Prize, Can environmental innovation facilitate carbon emissions reduction? Evidence from China |
2020 |
Second Prize of the Ministry of Education, Entrepreneurship Education Ecosystem Research and Practice of Comprehensive University Business School in the Age of Mobile Internet |
2018 |
Second Prize of Natural Science of Hunan Province (Third) |
2016 |
Leader of the natural science innovation research group in Hunan province |
|
Innovation team leader of the Ministry of Education |
|
Experts with special government allowance of the State Council |
|
Expert of Think Tank Alliance in Hunan |
|
Research and practice of the flexible cultivation of π-type talents in business Administration, Second prize of national Teaching achievement |
2014 |
Academic Memberships |
Name of the Academic Organization |
Time |
Hunan “Enterprise management and decision support technology “Director of Key Laboratory |
|
Member of the National Education Steering Committee for Master of Business Administration Professional Degree |
|
Vice President of the Association of Excellent Selection Law and Economic Mathematics in China |
|
Standing director of Chinese Society of Systems Engineering |
|
Standing director of Chinese Society of Financial System Engineering |
|
President of Hunan Business Administration Association |
|
Chairperson of Hunan Society of Systems Engineering and Management |
|
Vice Chairman of Investment Discipline Construction Committee of China Investment Association |
|
《Systems Engineering》、《Chinese Journal of Management Science》、《Journal of Quantitative Economics》Editorial board member and deputy editor of many domestic and foreign magazines |
|
Social Service |
Name of the Social Organization |
Time |
|
|
International Conference |
Conference Name |
Topic of Presentation |
Time |
|
|
|
Publications： |
Journal |
Article title |
Year, Issue, Page |
CHINA ECONOMIC REVIEW |
Nonlinear and time-varying risk premia |
2020 |
COMPUTATIONAL ECONOMICS |
Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate |
2020 |
Bulletin of National Natural Science Foundation of China |
Financial innovation and risk management in the context of blockchain technology |
2020 |
Energies |
The impact of economic growth, FDI and energy intensity on China & rsquo;s manufacturing industry & rsquo;s CO2 emissions: An empirical study based on the fixed-effect panel quantile regression model |
2019 |
Chinese Journal of Management Science |
Option pricing under time-varying risk aversion--Empirical study based on SSE 50ETF options |
2019,27(11),11-22 |
Chinese Journal of Management Science |
EM - imitating multivariate missing data filling algorithm and its application in credit evaluation |
2019,27(03):11-19 |
Economic Modelling |
Asset pricing and institutional investors with disagreements |
2017.8 |
Journal of Management Sciences in China |
Comprehensive link diversification multi-stage portfolio evaluation study |
2017.6 |
Science China -Technological Sciences |
Performance evaluation of anti-radiation based on the gamma degradation process |
2017.4 |
Chinese Journal of Management Science |
Stochastic volatility model and its empirical research have been implemented |
2017.3 |
Applied Energy |
How does investor attention affect international crude oil prices? |
2017.1 |
International Review of Economics &Finance |
Momentum in strategic asset allocation |
2017.1 |
Journal of Mathematics in Practice and Theory |
Dual interference risk model with constant dividend bound with random consumption |
2017.1 |
Journal of Commercial Economics |
Construction of equity crowdfunding model based on block chain technology |
2017.1 |
Discrete Dynamics in Nature and Society |
Pricing Zero-Coupon Catastrophe Bonds Using EVT with Doubly Stochastic Poisson Arrivals |
2017 |
International Journal of Systems Science |
Linguistic multi-criteria decision-making with representing semantics by programming |
2017 |
Journal of Management Sciences in China |
Study on time-varying leverage effect of Chinese stock market -- empirical analysis based on stochastic Copula model |
2017 |
Journal of Finance and Economics |
The effect of QFII shareholding on the performance of listed companies -- based on empirical research on China's a-share market |
2017 |
Journal of Systems Engineering and Electronics |
Reliability analysis of monotone coherent multi-state systems based on Bayesian networks |
2016.12.30 |
Journal of Finance Development Research |
Relationship between fund performance and fund flow in different stock market cycles: a study based on panel data of China open stock fund |
2016.9 |
Chinese Journal of Management Science |
Matching relation between new product development network resources and technical resources: based on empirical research of Chinese manufacturing enterprises |
2016.4 |
Journal of Finance Development Research |
On the basis of dcc-mvgarch model, the research on China commodity price linkage is carried out |
2016.3 |
Chinese Journal of Management Science |
Pricing and numerical simulation of catastrophe bonds with dual random compound poison losses |
2016.1 |
Energy Policy |
Can environmental innovation facilitate carbon emissions reduction? Evidence from China |
2016.1 |
OR Spectrum |
Checking and adjusting order-consistency of linguistic pairwise comparison matrices for getting transitive preference relations |
2016 |
Hacettepe Journal of Mathematics and Statistics |
Dividend moments for two classes of risk processes with phase-type interclaim times |
2016 |
Journal of Sensory Studies |
The Taste of Plate: How the Spiciness of Food is Affected by the Color of the Plate Used to Serve It |
2016 |
Systems Engineering |
Dynamic portfolio efficiency evaluation model with mean – variance |
2016 |
Hacettepe Journal of Mathematics and Statistics |
Dividend moments for two classes of risk processes with phase-type interclaim time |
2016,45(3):905-915 |
OR Spectrum |
Checking and adjusting order-consistency of linguistic pairwise comparison matrices for getting transitive preference relations |
2016,18(3):769-787 |
International Journal of Systems Science |
Linguistic multi-criteria decision-making with representing semantics by programming |
2016,48(2):225-235 |
Chinese Journal of Management Science |
Multi-stage system efficiency evaluation model with non-expected input and output |
2015,04:129-138 |
John Wiley & Sons |
Measure Probability and Mathematical Finance |
2014 |
Journal of Systems Science and Complexity |
American option pricing under GARCH diffusion model: An empirical study. |
2014, 27(1): 193-207 |
Journal of Applied Mathematics |
Game Cross Efficiency for Systems with Two-Stage Structures |
2014, Article ID 747596 |
Abstract and Applied Analysis |
Studying Term Structure of SHIBOR with the Two-Factor Vasicek Model |
2014 |
Discrete Dynamics in Nature and Society |
Valuing Convertible Bonds Based on LSRQM Method |
2014 |
Chinese Journal of Management Science |
Text inertia disclosure, information similarity and asset pricing of gem listed companies--an empirical analysis based on Fama-French improved model |
2014,08:56-63 |
Chinese Journal of Management Science |
Fuzzy non-radial preference DEA model with guaranteed domain--an empirical analysis based on 24 Institutes of CAS |
2014,02:75-84 |
Journal of Management Science in China |
Double lever threshold stochastic volatility model and its empirical study |
2014,07:63-81 |
Systems Engineering-Theory &Practice |
Parameter estimation of stochastic volatility model and its empirical study on Chinese stock market |
2014,01:35-44 |
China Soft Science Magazine |
A study on the relationship between leadership style, emotional labor and organizational citizenship behavior--based on the survey data of service firm |
2014,03:119-134 |
International Journal of Information Technology & Decision Making |
Utility indifference pricing of convertible bonds |
2014, 13(02): 429-444 |
Hunan University Press |
Theory, method and application of computer finance |
2013 |
Insurance: Mathematics and Economics |
Pricing catastrophe risk bonds: A mixed approximation method. |
2013, 52(2): 243-254 |
Annals of Operations Research |
FurtherStudy of Production Possibility Set and Performance Evaluation Model in Supply Chain DEA |
2013, 206(1): 585-592 |
Systems Engineering-Theory &Practice |
Warrants pricing: B-Svs.CEV |
2013,05:1126-1134 |
China Soft Science Magazine |
Research on the impact mechanism of key resources in open innovation of manufacturing enterprises on new product development risk and market performance |
2013,06:111-118 |
Journal of Management Science in China |
Research on current arbitrage and pricing efficiency of China's stock index futures market |
2013,03:41-52 |
Journal of Management Science in China |
Maximum likelihood estimation of leverage stochastic volatility model based on EIS |
2013,01:74-86 |
Monograph and Textbook |
Publisher |
Name |
Time |
Hunan University Press |
Made in China 2025 intelligent manufacturing enterprise information system |
2018 |
Economic Science Press |
Enterprise resource endowment and new product development |
2017 |
