刘彦初博士现就职于中山大学岭南（大学）学院，担任院长助理，金融学副教授，博士生导师。香港中文大学金融工程学博士、博士后，中国科学技术大学理学硕士与理学学士。主要研究兴趣为金融工程，金融科技，以及相关应用。在上述研究领域取得多项成果，并发表（或接收待发表）于《管理科学学报》、《Operations Research》、《INFORMS Journal on Computing》、《Journal of Futures Markets》、《Journal of Economic Dynamics and Control》、《Quantitative Finance》、《European Journal of Operational Research》、《Insurance: Mathematics and Economics》、《IEEE Transactions on Engineering Management》、《Energy Policy》、《Technological Forecasting & Social Change》、《European Journal of Finance》、《Decision Sciences》、《Annals of Operations Research》、《Finance Research Letters》等国内外主流学术期刊。主持国家自然科学基金，中山大学高校基本科研业务费青年教师重点培育项目等科研基金。担任中国运筹学会金融工程与金融风险管理分会常务理事、广州数字金融协会供应链金融专委会委员、深圳市金融科技协会湾区国际金融科技实验室特聘专家。相关研究曾获得2017年第九届中国决策科学学术年会优秀论文奖，第十四届金融系统工程与工程管理国际年会(FSERM2016)优秀论文奖，岭南学院董事会“杰出科研贡献奖”等奖项。
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教育背景
香港中文大学系统工程与工程管理学系，金融工程专业，哲学博士
中国科学技术大学统计与金融系，概率论与数理统计专业，理学硕士
中国科学技术大学统计与金融系，概率论与数理统计专业，理学学士
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职业经历
2018年12月至今，中山大学岭南(大学)学院，院长助理
2018年4月至今，中山大学岭南(大学)学院金融系，副教授
2014年7月至2018年4月，中山大学岭南(大学)学院金融系，助理教授
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研究成果
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《基金竞争与泡沫资产配置的同群效应研究》,（与 刘京军，熊和平合作），《管理科学学报》，2018年第2期。?
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《央行行长口头沟通的股票市场效应研究》,（与 林建浩，陈良源，宋迎合作），《管理科学学报》，已录用待刊出。?(2021)
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American Option Sensitivities Estimation?via a Generalized Infinitesimal Perturbation Analysis Approach,?
with Nan Chen,?Operations Research,?62 (3), 616-632. (2014)?(UTD24, FT50)
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On the Variance of Single-Run Unbiased Stochastic Derivative Estimators,?
with Zhenyu Cui, Michael Fu, Jianqiang Hu, Yijie Peng and Lingjiong Zhu, INFORMS Journal on Computing, 32 (2), 390-407. (2020)?(UTD24)
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Robust Upper Bounds for American Put Options,?
with Ye Du and Shan Xue,?Journal of Futures Markets,?39 (1), 3-14.?(2019)?(Lead Article)
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Single Transform Formulas for Pricing Asian Options in a General Approximation Framework under Markov Processes,?
with Zhenyu Cui and Chihoon Lee,?European Journal of Operational Research,?266?(3), 1134-1139.?(2018).
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Dynamic Analysis on Counterparty Exposures and Netting Efficiency of Central Counterparty Clearing,
with Lijun Bo and Tingting Zhang, Quantitative Finance, 已在线发表(Latest Articles),?在线发表网址： https://www.tandfonline.com/doi/full/10.1080/**.2020.**?(2021)
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Can Network Structure Predict Cross-Sectional Stock Returns? Evidence from Co-attention Based Networks in China.
with Xi Chen, Wuyue Shangguan and Shichao Wang,?Finance Research Letters, in press. (2021)
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Value of Inventory Pooling with Limited Demand Information and Risk Aversion,
with Weili Xue, Lijun Ma, and Meiyan Lin, Decision Sciences, 已在线发表(Early View) ，发表网址：https://doi.org/10.1111/deci.12469?(2021)
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Value of Initial Coin Offerings in the Fashion Industry,
with Yulin Hu and Weili Xue, IEEE Transactions on Engineering Management, forthcoming.?(2021)
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Optimal Procurement Strategies for Contractual Assembly Systems with Fluctuant Procurement Price,
with Yi Yang, Jianan Wang, Zhiyuan Chen and Frank Youhua Chen, Annals of Operations Research,?291, 1027–1059. (2020)
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Dynamic Risk-Sharing Game and Reinsurance Contract Design,
with Shumin Chen and Chengguo Weng, Insurance: Mathematics and Economics, 86, 216-231. (2019)
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Vertical Merger, R&D Collaboration, and Innovation,
with Kaiguo Zhou and Runyu Yan, European Journal of Finance, 25 (14), 1289-1308. (2019)
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Risk Measures for Variable Annuities: a Hermite Series Expansion Approach,
with Zhenyu Cui, Jinhyoung Kim and Guanghua Lian, Journal of Management Science and Engineering, 4, 119-141. (2019)
Approximate Arbitrage-Free Option Pricing under the SABR Model,?
with Nian Yang, Nan Chen, and Xiangwei Wan,?Journal of Economic Dynamics and Control, 83, 198-214.?(2017)
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Index Futures Trading and Spot Volatility in China: a Semi-Parametric Approach with Range-Based Proxies,
with Na Tan, Yulei Peng, and Zhewen Pan,?Journal of Futures Markets, 37, 1003-1030. ?(2017)
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Integral Representation of Vega for American Put Options,?
with Zhenyu Cui and Ning Zhang,?Finance Research Letters,?19, 204-208. (2016)
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Pricing Continuously Monitored Barrier Options under the SABR Model: a Closed-Form Approximaiton,
with Nian Yang and Zhenyu Cui,?Journal of Management Science and Engineering,?2, 116-131.?(2017)?
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The Substitutability of Non-Fossil Energy, Potential Carbon Emission Reduction and Energy Shadow Prices in China,?
with Hualin Xie, Yanni Yu, and Wei Wang,?Energy Policy, 107, 63-71. (2017)
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The Energy Rebound Effects across China's Industrial Sectors: an Output Distance Function Approach,?
with Ke Li and Ning Zhang,?Applied Energy, 184, 1165-1175. (2016)
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Environmental Catching-Up, Eco-Innovation, and Technological Leadership in China's Pilot Ecological Civilization Zones,?
with Yanni Yu, Wenjie Wu, and Tao Zhang,?Technological Forecasting & Social Change, 112, 228-236. (2016)
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Raising Capital for the Family Firm for Sustainability: Whence the Advantage?
with Dong Xiang, Yuming Zhang, and Andrew Worthington, Technological Forecasting & Social Change, 151,?119822. (2020)
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A Variant of L^#-Convexity and Its Application to Inventory Models with Batch Ordering,?
with Zhiyuan Chen, Yi Yang, and Yun Zhou,?Asia-Pacific Journal of Operational Research,?31(6), 1-16. (2014)
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Network Analysis to Uncover Stock Comovement from a Chinese Financial Portal,?
with Wuyue Shangguan, Xi Chen, and Alvin Chung Man Leung,?Pacific Asia Conference on Information Systems?(PACIS) 2016 Proceedings,?302. (2016)
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Sensitivity Estimation?of SABR Model via Derivative of Random Variables,?
with Nan Chen,?Proceedings of the 2011?Winter Simulation Conference,?3871-3881.?(2011)
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《Lévy过程下金融期权风险对冲参数的模拟仿真估计》,（与 刘刚，谢金贵，崔振嵛合作），《中国科学技术大学学报》，Vol. 47，No. 3, 262-266。(2017)?
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《比特币交易市场的风险对冲功能研究》,（与 赵飞霞，陈南合作），《金融前沿》，Vol. 1，No. 1, 64-81。(2017)?
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《股指期货套期保值率的小波分析方法》,（与 王欣，方兆本合作），《预测》，Vol. 28，No. 6, 60-64。(2009)?
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主持如下科研项目：
1. 国家自然科学基金青年项目，2016.01-2018.12， 主持，结题。
2. 中央高校基本科研业务费，2015.01-2017.12，主持，结题。
3. 广东省创新团队项目，子课题，2017.01-2019.12，主持，在研。
4. 中山大学高校基本科研业务费青年教师重点培育项目，2019.01-2020.12，主持，在研。
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当前研究
Simulation-Based Asset Pricing and Risk Management;
FinTech;
Analytical Approximation?Methods in Financial Engineering;
Empirical Asset Pricing with Machine Learning?Methods;?
Systemic Risk Assessment and Mitigation Methods.
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讲授课程
本科项目课程：《Financial Engineering》、《金融科技导论》（部分）；
硕士项目课程：《投资学》、《金融衍生工具》、《行为金融学》等；
博士项目课程：《行为金融》、《实证金融》（部分）等。
MBA项目课程：《金融科技》、《行为金融》，《金融衍生工具实务》等；
中美EMBA(CHEMBA)项目课程：《Advanced Financial Management 》；
EDP项目课程：《区块链技术与应用》、《金融科技创新与实践》、《银行数字化转型》、《金融衍生工具实务》等。
更新于：2021年3月24日。