Associate Professor Feng Lingbing's series of research results have been published in internationally authoritative journals

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　　Since 2024, Associate Professor Feng Lingbing of the School of Statistics and Data Science has continued to conduct in-depth research in machine learning, risk management, climate finance and other fields, and a number of research achievements have been published in international authoritative journals, four of which were published in Q1 journals, and two of which were published in Top Journals of Chinese Academy of Sciences Zone1.

　　Firstly, in the 92nd volume of the International Review of Economics and Finance in 2024, Associate Professor Feng Lingbing collaborated with internationally renowned international finance scholars, visiting Professor Brian Lucey from our university, and Master's graduate Rao Haicheng to publish a paper titled Volatility Forecasting on China's Oil Futures: New Evidence from Interpretable Ensemble Boosting Trees. This study provides a novel perspective and empirical support for predicting volatility in the Chinese crude oil futures market by integrating the lifting treemodel.

　　Subsequently, Associate Professor Feng collaborated again with Professor Brian Lucey and our current graduate student Qi Jiajun to publish Enhancing Cryptocurrency Market Volatility Forecasting with Daily Dynamic Tuning Strategy in Volume 94 of the International Review of Financial Analysis in 2024. This study proposes a prediction model based on daily dynamic adjustment strategy for the characteristics of the cryptocurrency market, which significantly improves the accuracy of market riskprediction.

　　In the field of energy economics, Associate Professor Feng Lingbing collaborated with Professors Fu Tong and Tang Xiaoping from Guizhou University, as well as our graduate student Huang Dasen, to publish an article titled More is better? The impact of predictor choice on the INE oil futures volatility forecasting paper. This study delves into the impact of selecting predictive factors on the volatility prediction of China's crude oil futures market, providing valuable insights for marketparticipants.

　　The above three papers are all interim achievements of the National Natural Science Foundation of China (Project No. 72001098) and the Jiangxi Provincial Humanities and Social Sciences Project (Project No. JC23205), demonstrating the solid progress of the research team under scientific researchfunding.

　　In addition, in the field of climate finance, Associate Professor Feng Lingbing guided our graduate student Huang Dasen to publish a paper titled Who gains favor with green investors amid climate risk? in China Finance Review International. This study conducted an in-depth analysis of the impact of climate risk disclosure by listed companies on the entry of green investors, providing new perspectives and ideas for sustainable development of enterprises, and becoming a preliminary achievement of the climate finance research group itestablished.

　　The second authors of the above published papers are all master's students under the guidance of Associate Professor Feng Lingbing, reflecting his positive achievements in graduateeducation.