On December 6, 2025, the School of Statistics and Data Science at Shanghai University of Finance and Economics successfully held the Financial Statistics and Risk Management Seminar. This seminar was jointly hosted by the School of Statistics and Data Science and the Big Data Research Institute, with the support of the Data Science and Statistics Research Institute at Shanghai University of Finance and Economics and the Shanghai Research Base for Data Technology and Decision-Making Frontiers. Approximately 50 attendees, including many well-known scholars and young researchers from across the country, along with faculty and students from Shanghai University of Finance and Economics, participated in the seminar. The opening ceremony was hosted by Professor Cui Xiangyu from the School of Statistics and Data Science. During the opening ceremony, Yang Hui, Secretary of the School of Statistics and Data Science, delivered a welcome speech, warmly welcoming and sincerely thanking all the guests for their attendance, and took a group photo with the attending experts and scholars.
After the opening ceremony, the forum entered an exciting session of academic reports. Professor Zhou Weixing from East China University of Science and Technology and Professor Jiang Fuwei from Xiamen University respectively presented their latest research findings on conducting grain market risk analysis and inflation expectation analysis using empirical mode decomposition methods and generative AI methods.
Professor Zhu Shushang from Sun Yat-sen University, Associate Professor Wan Xiangwei from Shanghai Jiao Tong University, and Assistant Professor Ding Yi from the University of Macau reported on their latest findings regarding portfolio optimization, derivatives pricing, and risk management issues in financial markets using optimization methods, stochastic analysis methods, and financial econometrics methods, respectively.
Assistant Professor Wang Jie from The Chinese University of Hong Kong (Shenzhen) and Assistant Professor Yan Tingjin from East China Normal University reported on the technological breakthroughs in financial optimization problems using entropy normalization and information acquisition.
Associate Professor Hu Sang from The Chinese University of Hong Kong, Shenzhen, Assistant Professor Luo Yiyuan from Shanghai University of Finance and Economics, and Assistant Professor Yu Gen respectively reported their latest findings on the design of reasonable incentive mechanisms for fund managers, online learning for dynamic classification portfolio selection, and distributionally robust portfolio optimization.
This seminar fully reflects the multidisciplinary crossover characteristics of research related to financial statistics and risk management, providing valuable learning and communication opportunities for scholars from diverse backgrounds and different branches across the country, and actively promoting the development of disciplines related to financial statistics and risk management.
