2008-2012, Henan University, Mathematics and Applied Mathematics, Bachelor of Science
2013-2014, University of Bristol, Statistics, Master of Research
2016-2017, Heriot-Watt University, Actuarial Science, Master of Science
2017-2021, University of Liverpool and Xi'an Jiaotong-Liverpool University, PhD
Behavioural Finance, Interpretability for AI models, Risk quantification and prediction.
Peiwan Wang, Lu Zong, Ye Ma, An integrated early warning system for stock market turbulence, Expert Systems with Applications, Volume 153, 2020, 113463, ISSN 0957-4174.
Peiwan Wang, Lu Zong, Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S., The North American Journal of Economics and Finance, Volume 54, 2020,101113, ISSN 1062-9408.
Peiwan Wang, Lu Zong, and Yurun Yang. Predicting Chinese Bond Market Turbulences: Attention-BiLSTM Based Early Warning System. In Proceedings of the 2020 2nd International Conference on Big Data Engineering (BDE 2020). Association for Computing Machinery, New York, NY, USA, 91–104.
I am open to collaborating on cross-discipline research in the following but not limited to the following fields, such as quantitative finance, computer science, and psychological sciences.
Other key information:
I am a member of the Cross Innovation Lab at East China Normal University and was invited to be the Guest Editor of the special issue of "Artificial Intelligence for the Sustainable Economics and Business" of Journal Sustainability (ISSN 2071-1050). This issue is open now for submission and the deadline is March 31, 2023.