邓浏睿,女,湖南省长沙市人,教授,博士生导师,永利集团248cc登录金融系主任,理学博士。
主要从事投资者行为、ARA建模及仿真、风险控制、证券市场及其他经济指标预测分析等研究工作。现担任《Applied Economics》、《Journal of Global Economics》、《British Journal of Economics》、《Applied Economics Letters》、《Applied Financial Economics Letters》、《Cogent Psychology》等国际期刊的审稿人。
[学习经历]
1997.09-2001.06,就读于湖南大学应用数学专业,获理学学士学位;2004.09-2007.06,就读于湘潭大学应用数学专业,获理学硕士学位;2007.09-2011.06,就读于湖南大学应用数学专业,获理学博士学位;2011.09-2013.10,在湖南大学金融与统计学院进行博士后研究工作;2015.01-2016.01,获国家留学基金全额资助,作为访问学者在美国阿拉巴马大学进行学术交流。
[工作经历]
2013.12-至今,从事《线性代数》和《概率与数理统计》的本科教学工作。
[主持的代表性科研项目]
1.国家自然科学基金青年项目,71201051,证券市场中ARA的建模算法及实证研究, 2013/1-2015/12,19万,已结题,主持。
2.国家社会科学基金,19BGL002,大数据背景下机构投资者决策机理及优化方案研究,2019/7-2022/7,20万,在研,主持。
3.教育部人文社科项目,17YJC790020,基于CPT视角的机构投资者行为模式及最优策略研究,2017/7-2019/12,8万,在 研,主持;
4.湖南省自然科学基金,2018JJ3354,基于CPT理论的复杂金融网络研究,2018/3-2020/12,5万,在研,主持;
5.国家留学基金委全额公派访问学者项目,201406725003,基于ARA技术的对冲基金投资策略研究,2015/1-2016/1,15万,已结题,主持;
6.国家博士后面上资助项目,2012M521513,ARA模型在证券二级市场中的开发及应用,2013/1-2013/12,5万,已结题,主持;
7.湖南省哲学社会科学基金,14YBA264,后危机时代对冲基金投资机理研究,2014/12-2016/12,1.5万,已结题,主持;
8.湖南省博士后基金,2012RS4028,ARA模型在证券二级市场中的开发及应用,2013/1-2013/12,5万,已结题,主持;
9.永利集团248cc登录优秀青年培养计划,2014YX04,对冲基金投资模式的探索,2014/6-2017/6,4万,已结题,主持;
10.永利集团248cc登录博士启动金,2014BQ11,ARA技术在金融领域的应用,2014/6-2017/6,8万,已结题,主持。
11.湖南省学位与研究生教育改革项目,2019JGYB084,“双一流”建设背景下研究生科研创新能力激励机制及提升路径研究,1万,2019/9-2021/9,在研,主持。
[发表论文]
[1] Liurui Deng and Zilan Liu,Optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory,Applied Economics,2022,DOI:10.1080/00036846.2022.2048788
[2] Liurui Deng and Yiwen Zhao,Investment Lag, Financially Constraints and Company Value—Evidence from China,Emerging Markets Finance and Trade,2022,DOI: 10.1080/1540496X.2021.2025047
[3] Liurui Deng and Shuge Wang,Incorporating ‘Mortgage-Loan’ Contracts into an Agricultural Supply Chain Model under Stochastic Output,Mathematics,2022,DOI:/10.3390/math10010085
[4] Wei Li and Liurui Deng*,Research on services decisionmaking in closed-loop supply chain dominated by a logistics provider,Environmental Science and Pollution Research ,2022,DOI:10.1007/s11356-022-19361-1
[5] Jiawu Dai and Liurui Deng*,Testing the absorber hypothesis of exchange rates for the overshooting of agricultural prices in China,Agricultural Economics – Czech, 2021,DOI:10.17221/309/2020-AGRICECON
[6] Liurui Deng and Zilan Liu, One-period pricing strategy of‘money doctors' under Cumulative Prospect Theory, Portuguese Economic Journal, 2017,DOI 10.1007/s10258-017-0133-1;
[7] 邓浏睿,谭婕,邹超群,基于累积前景理论的多资产投资组合优化与实证研究,湖南大学学报,2018,32(5):85-92;
[8] Liurui Deng and Traian A. Pirvu, Multi-Period Investment Strategies under Cumulative Prospect Theory, Journal of Risk and Financial management, 2019, 12(83), doi:10.3390/jrfm12020083
[9] Liurui Deng and Yongbing Lv,Liurui Deng *, Yongbin Lv , Ye Liu and Yiwen Zhao, Impact of Fintech on Bank Risk-Taking: Evidence from China, Risks, 2021, 9(9), https://doi.org/10.3390/risks9050099
[10] Liurui Deng and Bolin Ma,Almost everywhere convergence of Riesz means related to Schrödinger operator with constant magnetic fields. Abstract and Applied Analysis, 2014,DOI: 10.1155/2013/859680;
[11] Liurui Deng, Zhongkai Li, Bolin Ma and Huoxiong Wu,Rough multiple singular integrals along hypersurfaces,Acta Mathematica Scientia, 2014, 31(5):2081-2098;
[12] Liurui Deng and Bolin Ma, Application of adversarial risk analysis model in pricing strategies with remanufacturing, Journal of Industrial Engineering and Management,2015,DOI: 10.3926/jiem.1223;
[13] Liurui Deng and Shenggang Yang,Pricing strategies in the remanufacturing market for the uncertain market size in the second period,Journal of Applied Mathematics,2015,DOI: 10.1155/2016/4164295;
[14] Liurui Deng, Bolin Ma and Shaoyue Liu,A Marcin-kiewicz criterionfor Lp-multipliers related to Schrodinger operators with constant magnetic field,Science China,2015,58(2):389-404;
[15] Liurui Deng, Innovative prediction method: modified high-order multi-dimension mon-equidistant Grey Model GM(1,1), Journal of Grey System,2015,18(2):65-72;
[16] Liurui Deng, Shenggang Yang and Zongyi Hu, Grey prediction of oscillating data based on empirical model decomposition and modified Savitzky-Golay, The Journal of Grey System, 2014, 11(4):371-378;
[17] Liurui Deng, Zongyi Hu, Shenggang Yang and Yanyang Yan, Improved non-equidistant Grey Model GM(1,1) applied to the stock market, Journal of Grey System, 2015, 15(4):189-194.
[18] Liurui Deng,The optimal insurance policy for the general fixed cost of handling an indemnity under Rank-Dependent Expected Utility,Journal of Applied Mathematics, 2015,DOI:10.1155/2015/18606;
[专著]
邓浏睿,基于积累前景理论视角下的最优投资决策及定价策略研究,哈尔滨工业大学出版社,2018.