学术研究领域

国势研究，统计预测，人工智能，风险管理，资产定价

荣誉称号和社会团体兼职

江西省赣鄱俊才-高校领军人才（青年）

中国现场统计研究会统计学历史与文化分会常务理事，

中国现场统计研究会大数据统计研究分会常务理事，

统计之都核心成员，

Data Science and Management期刊副主编

“金融计量学”课程金牌讲师，校青年教师教学奖，校研究生教育先进工作者，校优秀党员

教 学 情 况

•博士研究生: 金融研究方法（金融博士，2015），Financial Data Analysis and Programming（金融留学生博士，2016 年），英文文献阅读（产业经济学博士，2024）

•硕士研究生: 金融计量学（金融学硕，2017），金融大数据分析与编程建模（金融学硕，2018），统计软件与应用（产经学硕，2019），经济学论文写作（产经学硕，2021,2022），经济学专业外语（产经学硕，2022），政策评估方法（产经学硕，2023），R 语言与数据挖掘（应用统计学专硕，2024）

•本科生: 贝叶斯统计（统计，2015），统计学 I、统计学 II（国际会计，2016），金融计量学 II（金融 FRM，2016 - 2023），财经英语研读 I、财经英语研读 II（国际 CFA，2019 - 2023），证券投资学（双语，2016 - 2020），R语言编程（金融 FRM，2020），投资中的定量方法与应用（国际 CFA，2023），数据科学概论（2024）

 科 研 情 况

1.Chang, X., Dai, L., Feng, L., Han, J., Shi, J. and Zhang, B., 2024. A Good Sketch is Better than A Long

Speech: Evaluate Delinquency Risk through Real-Time Video Analysis. Review of Finance, p.rfae044.

2.冯凌秉，郑宇豪，黄达森，中国贵金属期货市场的波动率预测——基于梯度提升树模型和可解释性工具的融合研究，计量经济学报，2025，（已录用）

3.冯凌秉，付元娴. 企业 ESG 表现对业绩波动性的影响，统计与决策, 2025（已录用）

4.Ren, L., Huang, D., Shu, A. and Feng, L. (2024), Pathways to Urban Green Innovation: Does Extreme Temperature Pose a Barrier?. Managerial and Decision Economics. Online

5.Feng, L., Qi, J. and Zheng, Y., 2025. How can AI reduce carbon emissions? Insights from a quasi-natural experiment using generalized random forest. Energy Economics, 141, p.108040.

6.Feng, L., Qi, J., Liu, Y. and Wang, W., 2025. The spillover effects of the” Binance Incident” on financial markets: A study based on machine learning approach. Finance Research Letters, 71, p.106383.

7.Feng, L., Huang, D., Chen, F. and Liao, F., 2024. Leveraging climate risk disclosure for enhanced corporate innovation: Pathways to sustainable and resilient business practices. International Review of Financial Analysis, 96, p.103724.

8.Katsoulacos, Y., Gao, Z., Wang, Z. and Feng, L., 2024. The role of economics and the quality of antitrust case assessment in China: an empirical investigation. BRICS Journal of Economics, 5(3), pp.5-26.

9.Feng L., Huang D., Who gains favor with green investors amidst climate risk? China Finance Review International, 2024.

10.Tong F., Huang D., Feng L.*, More is better? The impact of predictor choice on INE oil futures volatility forecasting. Energy Economics, 2024.

11.Feng L., Jiajun Qi, Brian Lucey, Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy, Internatinal Review of Financial Analysis, 2024.

12.Feng L., Rao H, Zhu Y, Lucey B, Volatility forecasting on China’s oil futures: New evidence from inter[1]pretable ensemble boosting trees, Internatinal Review of Economics and Finance, 2024.

13.Li, J., Wu, Z. and Feng, L., 2024. How does environmental regulation affect corporate tax burdens? Evi[1]dence from China’s environmental courts. Economic Modelling, 130, p.106566.

14.Feng L., T. Fu, Y. Shi, How does news sentiment affect the states of Japanese stock return volatility? In[1]ternational Review of Financial Analyisis, 2022

15.Feng H, Y. Feng, Feng L., Social media information dissemination and corporate bad news hoarding Ac[1]counting and Finance, 2022.

16.Feng L., Fu T , Shi Y, Wang Z., Discussions on the Zero-drift Garch Model: Evidence From an Markov Regime-switching Extension. Finance Research Letters, 2021, 40, 101713.

17. Feng L., Shi Y, Chang L., Forecasting Mortality with a Hyperbolic Spatial Temporal VAR Model. Inter[1]national Journal of Forecasting, 2021, 37(1): 25-273.

18.Feng L., et al., Risk Analyis of P2P Platforms based on Machine Learning (in Chinese). Finance and Economics, 2019, 505(9): 18-25.

19.严武, 冯凌秉, 蒋志慧, 孔雯. 基于机器学习模型的 P2P 网贷平台风险预警研究. 金融与经济, 2019, 505(9): 18-25.

20.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.

21.Shi Y, Feng L., Fu T. Markov Regime-switching In-mean Model with Tempered Stable Distribution. Com[1]putational Economics, 2019.

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

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

24.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.

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

26.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.

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

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

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

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

【课题】

•【主持,已结题】国家自然科学基金青年项目，基于可解释机器学习的中国金融市场波动率预测研究

•【主持,已结题】江西省教育厅科技项目青年项目，基于分布选择视角的中国金融市场波动率预测研

究

•【主持,已结题】江西省高校人文社科科学研究项目，基于机器学习的原油期货波动率预测因子选择研究

【主持】中国博士后基金面上项目，2024M761224，2025-2027

【主持】江西自然科学基金面上项目，基于自动化机器学习的实证资产定价与风险管理研究，2024 - 2026

【主持】“金融科技”背景下金融计量学课程融合机器学习的创新与实践研究，江西省本科教学改革研

究项目，2025-2027

•【副组长,已结题】江西省经济犯罪侦查与防控技术协同创新中心重点招标课题，基于大数据的网络非

法集资风险预警模型研究，2018-2020

•【参与】国家自然科学基金面上项目，区块链技术下企业融资模式的鲁棒设计及动态均衡模型研究，项

目批准号：72071098, 2021.01-2024.12

•【参与】国家自然科学基金地区科学项目，环境规制与技术创新：理论机制、时空分异及国际竞争，项

目批准号：72064014, 2021.01-2024.12

•【参与,已结题】国家自然科学基金面上项目，基于高频及超高频数据的证券市场波动重分形特征辨识

及应用，项目批准号：61973145, 2020.01-2023.12

•【参与,已结题】国家自然科学基金地区科学项目，非平稳时间序列的频域因果关系检验理论及其应用

其它情况

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