Xie Chi

[Gender] Male

[Title] Professor

[Address] No.11 South of Lushan Road Changsha City

[Phone] 0731-8823890

[Date of Birth] March,1963

[Nationality] Chinese

[E-mail] xiechi@hnu.edu.cn

[Professional Experience Years] 1983-Until Now

Academic Interests

1. Financial Engineering and Risk Management

2. Financial Management

3. Capital Market Investment and Financing Management

Education Background

Degree

University

Time

PhD

Hunan University, Management Science and Engineering

1995.09-1999.10

Master

Hunan University, Management Science and Engineering

1984.09-1986.12

Bachelor

Hunan University, Mechanical Engineering Manufacture

Working Experiences

Employer

Time

Vice President of Hunan University

2017.08-Until Now

Assistant of President of Hunan University

2015.01-2017.08

Deputy Secretary of the Party Committee and President of Vocational and Technical College in Hunan Yiyang

2010.06-2014.12

Secretary, Deputy Director and Director of Teaching and Research Section of Economic Management Department, International Business School and Business Administration School; Deputy Dean, Director, Deputy Dean, Executive Vice President, Secretary of the Party Committee and Executive Vice President of the College in Hunan University

1984.07~2010.06

Visiting Experiences

University

Time

University of Giessen in German

1993.04-1994.09

Projects

Projects Name

Time

Research on interactive process of investment decision based on dynamic coupling network in big data environment and stability of securities market (Responsible)

2020.01-2023.12

Zhuzhou Economic Development Zone Yunlong Demonstration Area "Fourteenth Five-Year" Planning Project （responsible）

2020

The relationship between risk prevention and steady growth，keep the economy operating within an appropriate range (Responsible)

2019.03-2019.12

The National Natural Science Fund Project "Research on dynamic evolution behavior of complex financial network and crisis contagion and its control"

2.Ph. D. Special Fund project "Research on financial market risk assessment and synergetic supervision in the real economy of Lotus-joint"

Awards and Honors

Awards

Time

Young Teacher Award of the Ministry of Education

Henry Fok Young College Teacher Award

Academic Memberships

Name of the Academic Organization

Time

Social Service

Name of the Social Organization

Time

International Conference

Conference Name

Topic of Presentation

Time

Publications：

Journal

Article title

Year, Issue, Page

Chinese Journal of Management Science

A study on the dynamic evolution of Chinese stock market and market stability in the decade since the financial crisis -- an empirical study based on the perspective of complex network

2020

Statistics & Decision

The spatio-temporal coupling relationship between financial ecological construction and new-type urbanization

2020

The Theory and Practice of Finance and Economics

Research on complex network of fund market based on cosine similarity (CS) and minimum spanning tree (MST)

2020

Journal of Management Sciences in China

Research on fund portfolio risk of GARCH-Copula model under coupled risk perspective

2019,22(06),113-126

Chinese Journal of Management

Research on the opportunity and way of venture capital entering innovation-oriented enterprises based on threshold model

2019,16(07),1035-1043

The Theory and Practice of Finance and Economics

Securities and Investment Market Risk and Credit Risk Measurement of Securities Investment Fund and Their Relation Research

2019,40(03),52-58

East China Economic Management

Timing selection and market reaction of major shareholders of listed companies on GEM

2019,33(08),136-142

HUNAN RIBAO (Theory)

Accurately grasp the tasks and requirements of social construction in the new era

2019-11-25 005

FINANCIL THEORY & PRACTICE

The relative structure and spectral risk measurement of stock index futures market in BRICS countries-base on empirical research of Vine-Copula model

2019, (06),1-8

Science and Technology Management Research

The impact of technological innovation on the cost of equity capital from the perspective of life cycle

2017.10

Quantitative Finance

Extreme risk spillover network: Application to financial institutions

2017.9

Finance Research Letters

Stock market contagion during the global financial crisis: A multiscale approach

2017.8

Journal of Economic Interaction and Coordination

Multiscale correlation networks analysis of the US stock market: A wavelet analysis

2017.5

Journal of Systems Science and Information

Investigating the disparities of China’s insurance market based on minimum spanning tree from the viewpoint of geography and enterprise

2017.6

Commercial Research

Measurement of financial flexible value and its effect on cash dividend distribution -- empirical evidence from listed companies in Shanghai and Shenzhen stock markets

2017.4

Fluctuation and Noise Letters

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

2017

The Theory and Practice of Finance and Economics

Study on the relationship between margin trading and securities market volatility based on wavelet CCC_GARCH model

2016.11

Discrete Dynamics in Nature and Society

Competition, Innovation, Risk-Taking, and Profitability in the Chinese Banking Sector: An Empirical Analysis Based on Structural Equation Modeling

2016.10

Journal of Hunan University of Science and Technology

Countermeasure research on improving m & a performance under the background of delisting system

2016.9

East China Economic Management

The influence of separation of two rights and equity checks and balances on information disclosure from the perspective of life cycle

2016.8

Seeker

Study on factors influencing the M & A Performance from the perspective of transaction characteristics

2016.8

Sustainability

Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models

2016.8

 Social Scientist

The sources of debt financing for real estate enterprises are optimized

2016.5

Neural Computing & Applications

Comparison of Individual, Ensemble and Integrated Ensemble Machine Learning Methods to Predict China’s SME Credit Risk in Supply Chain Finance

2016.5

Entropy

Predicting China’s SME Credit Risk in Supply Chain Finance Based on Machine Learning Methods

2016.5

Finance Research Letters

Are stock market networks non-fractal? Evidence from New York Stock Exchange

2016.2

International Review of Economics and Finance

Extreme risk spillover effects in world gold markets and the global financial crisis

2016

Finance Research Letters

Who are the net senders and recipients of volatility spillovers in China’s financial markets?

2016

Expert Systems with Applications

Tail dependence structure of the foreign exchange market: A network view

2016, 46: 164-179

Theory and practice of finance and economics

Analysis on the determinants of the cash payment of St company's merger--based on the dual perspective of acquirer and target

2016，37(1)：76-80

Advances in Mathematical Physics

The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing

2016：1297832

Mathematical Problems in Engineering

Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN

2015，2015：1-10

Economic Modelling

Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets

2015，51：657-671

International Journal of Modern Physics B

Stock market network's topological stability: Evidence from planar maximally filtered graph and minimal spanning tree

2015，29(22)：1550161

Theory and practice of finance and economics

Empirical modal decomposition of investor's Emotion Index: A case study based on the window period

2015，36

(196)：57-61

Physica A: Statistical Mechanics and Its Applications

Correlation structure and dynamics of international real estate securities markets: A network perspective

2015, 424: 176-193

Mathematical Problems in Engineering

Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

2014，2014：1-13

Journal of Applied Mathematics

A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets

2014，2014：1-11

Discrete Dynamics in Nature and Society

Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach

2014，2014：1-11

Finance and Trade Research

A study on the cash dividend policy of the listed companies in venture capital

2014，(3)：146

-156

Systems engineering 

Pricing of SME aggregate bonds based on Monte Carlo simulation

2014，32(5)：51-58

Shanghai Journal of Economics

Study on the characteristics of central bank's foreign exchange intervention

--empirical test based on tr-garch model

2014，(3)：3-15

Europhysics letters

The stability of financial market networks

2014，107(4)：48002

Physica A: Statistical Mechanics and Its Applications

Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales

2014，405：70-79

Physica A: Statistical Mechanics and Its Applications

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient

2013,392(17)

：3715-3730

Nonlinear Dynamics

Cross-correlations between the CSI 300 spot and futures markets

2013，73(3)：1687-1696

Coefficient and Minimum Spanning Tree，Entropy

Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation

2013，15(5)：1643-1662

Physica A: Statistical Mechanics and Its Applications

Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket

2013，392(6)：1418-1428

Chinese Journal of Management Science

Research on the influence of banking competition degree on bank risk based on GMM

2013，(S1)：249-254

Systems engineering

Construction of Enterprise credit risk assessment model based on CFAR and its empirical study

2013，3(7)：21-27

Systems Engineering-Theory Methodology Application

Futures maintenance margin level setting based on SV-M-POT-PSRM model--An empirical analysis on the high frequency data of Shanghai and Shenzhen 300 stock index futures

2013，22(6)：768-776

Journal of Management Science

Research on optimal hedging ratio of gold market based on model

2013，26(2)：90-99

Journal of Systems Engineering

Research on stock index futures hedging based on Mrs Copula-gjr-skewed-t model

2013，8(1)：83-93

Science Press

Study on exchange rate forecast and foreign exchange intervention

2013

Monograph and Textbook

Publisher

Name

Time

Economic Science Press

Study on financial market correlation measurement and its application

2020