Profile of Assistant Professor Feng Lingbing

Name: Feng Lingbing

Title: Assistant Professor

Office Phone:

Email: fenglb88@gmail.com

1. Introduction

Basic Information: 

Feng Lingbing, male, Ph.D in Statistics, was born in May 1988 and currently acts as an assistant professor and master supervisor at the Institute of Industrial Economics, Jiangxi University of Finance and Economics.

Research Directions: Financial Industry, Financial Econometrics, Applied Statistics

Education Experience: 

2005-2009, Bachelor of Statistics, Zhongnan University of Economics and Law

2009-2011, Master of Statistics, Renmin University of China 

2011-2015, Doctor of Statistics, Australian National University 

Work Experience:

2016-2019, Assistant Professor, International Institute of Financial Management, Jiangxi University of Finance and Economics

2019-Present, Assistant Professor, Institute of Industrial Economics, Jiangxi University of Finance and Economics

2. Teaching Experience

Courses Taught:

Financial Research Methods

Economic Paper Writing

Statistical Software Applications

Financial Econometrics

Bayesian Statistics

Financial English Reading

Financial Big Data Programming and Modeling 

Statistics

Securities Investment

Honors:

Gold Medal Lecturer

Excellent Teaching Award for Young Teachers 

3. Research Achievements

Projects:

1. Youth Project of the National Natural Science Foundation of China, Research on the Volatility Prediction of China's Financial Market Based on Interpretable Machine Learning, 72001098, 2021-2023.

2. Project of the National Natural Science Foundation of China, Identification and Application of Re-fractal Characteristics of Stock Market Volatility Based on High-frequency and Ultra-high Frequency Data, 61973145, 2020-2023.

3. Youth Project of the National Natural Science Foundation of China, Systematic Financial Risk Measurement Based on GAS Model and Its Application in Macroeconomic Forecast, 71801117, 2019-2021.

4. Regional Project of the National Natural Science Foundation of China, Frequency Domain Causality Test Theory and Its Application for Non-stationary Time Series, 71963015, 2020-2024.

5. Key Bidding Project of Jiangxi Economic Crime Investigation and Prevention and Control Technology Collaborative Innovation Center, Research on the Early Warning Model of Internet Illegal Fund-raising Risk Based on Big Data, 2018-2020.

Papers:

1．Feng L, Nowak G, O’Neill T, Welsh A. H. CUTOFF: A Spatio-temporal Imputation Method. Journal of Hydrology, 2014, 519: 3591-3605.

2．Shi Y, Feng L. A Discussion on the Innovation Distribution of the Markov Regime-switching Garch Model. Economic Modelling, 2016, 53: 278-288.

3．Feng L, Shi Y. A Simulation Study on the Distributions of Disturbances in the Garch Model. Cogent Economics & Finance, 2017, 5(1).

4．Feng L, Shi Y. Fractionally Integrated Garch Model with Tempered Stable Distribution: A Simulation Study. Journal of Applied Statistics, 2017, 44(16): 2837-2857.

5．Feng L, Fu T, Kutan A. M. Fuel Intensity, Access to Finance and Profitability: Firm-level Evidence From China. Emerging Markets Finance and Trade, 2018, 54(13): 3117-3130.

6．Feng L, Shi Y. Forecasting Mortality Rates: Multivariate or Univariate Models?. Journal of Population Research, 2018, 35(3): 289-318.

7．Nowak G, Welsh A. H., O’Neill T, Feng L. Spatio-temporal Modelling of Rainfall in the Murray-darling Basin. Journal of Hydrology, 2018, 557: 522-538.

8．Feng L, Shi Y. Markov Regime-switching Autoregressive Model with Tempered Stable Distribution: Simulation Evidence. Studies in Nonlinear Dynamics & Econometrics, 2019, 24(1)

9．Feng L, Fu T, Kutan A. M. Can Government Intervention Be Both a Blessing and a Curse? Evidence From China's Finance Sector. International Review of Financial Analysis, 2019, 61, 71-81.

10．Shi Y, Feng L, Fu T. Markov Regime-switching In-mean Model with Tempered Stable Distribution. Computational Economics, 2019

11．Feng L, Fu T, Apergis N, Tao H, Yan W. The Role of Government Intervention in Financial Development: Micro-evidence From China. Accounting & Finance, 2019, 59(5): 2855-2878.

12．Yan Wu, Feng Lingbing, Jiang Zhihui, Kong Wen. Research on Risk Warning of P2P Online Loan Platform Based on Machine Learning Model. Finance and Economy, 2019, 505(9): 18-25.

13．Feng L, Shi Y, Chang L. Forecasting Mortality with a Hyperbolic Spatial Temporal VAR Model. International Journal of Forecasting, 2020, in press.

14．Feng L, Fu T, Shi Y, Wang Z. Discussions on the Zero-drift Garch Model: Evidence From a Markov Regime-switching Extension. Finance Research Letters, 2020, in press.

Books Published:

1.Doing Data Science, translation, Posts and Telecom Press, 2015

2.Hands-on Programming with R, translation, Posts and Telecom Press, 2016