Welcome

I am currently pursuing a Master’s degree in the Department of Finance and Investment at the School of Business, Sun Yat-sen University.

My primary research focus revolves around systemic risk, specifically examining the impact of asset securitization on systemic risk, the ways in which banks evade regulation through cross-holding practices in securitization, and determining the optimal approach to banking bailouts during periods of systemic risk. Throughout my journey, I have acquired knowledge on the application of advanced machine learning techniques to address these practical challenges. Notably, I have developed a Predict-Gradient-Optimization framework and successfully applied it to the problem of optimizing bank bailouts. Through the utilization of neural networks, I have effectively elucidated the relationship between rescue strategies and their respective outcomes, employing a fixed-point system based on the extended E-N model and ensuring the differentiability of the objective function. In addition to my expertise in systemic risk, I also possess a keen interest in macroeconomic modeling.

Education

  • Master of Finance, School of Business, Sun Yat-sen University. Mentor: Shushang Zhu, Professor
  • Bachelor of Financial Management, School of Business, Sun Yat-sen University.

Research

Miscellanea

  • You can find my GitHub page at this location.
  • For my original videos and more, you can visit my Bilibili page.
  • My personal WeChat Official account is named “言书界.” You can access it by clicking this link, copying and opening the website using WeChat.

Skills

  • MATLAB, Python, Stata, Eviews, R
  • Chinese(Native), English, Cantonese

Contact Information

You can reach me at sydyx2016@163.com.