丁晓蔚
副教授


系别：信息管理科学系
职称：副教授
职位：硕士生导师
职务：南大普惠三农金融科技研究中心执行负责人
办公电话：

办公地址：305
办公时间：
办公邮箱：dingxiaowei@nju.edu.cn
手机号码：


个人简介

南京大学普惠?三农（又名“三农智能”）金融科技研究中心负责人。毕业于斯坦福大学先进金融科技实验室，获金融工程博士学位和统计学博士学位（辅）。曾在UT Dallas Top 24等顶尖期刊上发表高水平论文数篇。所发论文总计被引约500次，其中一篇在当年同期刊所有论文中总引用数排名第一，在近10年同期刊所有论文中总引用数排名前2.4%。部分研究成果被微软和华尔街投行等借鉴或采纳。拥有JP Morgan、Morgan Stanley、Citadel等世界顶尖金融机构大数据AI量化金融实战经验。在金融科技领域耕耘17载，致力于基于区块链可信大数据人工智能的下一代数字金融基础设施、体系架构、计算范式和融合创新孵化平台的理论和实践探索，并延伸至数字经济和数字社会。曾任国务院发展研究中心访问****，现任亚洲区块链产业研究院学术专委会委员、中国计算机学会人工智能与模式识别专委会通讯委员、中国计算机学会区块链专委会委员、江苏省计算机学会区块链专委会执委兼副秘书长、南京市区块链技术应用协会副会长。曾担任2018中国计算机学会中国区块链技术大会分论坛主席，2019中国计算机学会中国区块链技术和应用高峰论坛组织委员会主席、区块链+金融、区块链+实体经济分论坛主席。

工作经历

主要从事区块链可信大数据AI融合连接和协同计算范式框架体系和底层共性架构的研发，以及区块链、AI、大数据、物联网等前沿信息技术的深度融合、集成创新和孵化应用，为金融创新应用提供技术赋能和孵化。主持或参与国家级、省部级、头部互联网公司、金融机构等委托课题数十项。在南京大学开设《区块链+人工智能与金融科技创新》（校级创新创业平台课、“校千层次课程”、教育部协同育人项目）等课程。每年在南大参与培养区块链金融科技人才百余名，指导学生获国内外大奖十数项，如美国大学生数学建模竞赛特等奖（全球Problem E近7000支队伍中前7名）以及花旗杯金融创新大赛全国总决赛季军（2018年、2019年）、全国高校区块链大赛总决赛2、3、4、7名（即3个二等奖、1个三等奖）、亚太高校5G+银行机器人大赛总决赛第1、6名（即1个一等奖、1个三等奖）等。并指导本科生撰写国际论文，申请专利。对于对标斯坦福和硅谷的创新创业人才培养和孵化有较深入的思考和实践探索，孵化出若干学生双创项目，培养的优秀学生赴卡耐基梅隆、牛津大学、纽约大学、UCL等十数所海外名校留学深造。双创论文获全国三等奖和一等奖。践行金融科技向善人才培养理念。连续三年被评优秀社会实践指导教师。

研究领域

金融信息与情报学, 区块链、大数据、AI驱动的下一代金融经济社会

教育背景

EDUCATION BACKGROUND(教育背景）
Stanford University（斯坦福大学）:
-PhD in Management Science & Engineering(Economics/Finance, Financial Engineering)
-Dissertation: Time-Changed Birth Processes, Random Thinning, and Correlated Default Risk
-PhD Minor in Statistics
-MSc in Mathematical Finance
Purdue University（普渡大学）:
-MSc in Electrical and Computer Engineering
Nanjing University（南京大学）:
-BSc in Electronics & Information System
-BSc Minor in Computer Science


INDUSTRIAL EXPERIENCE（业界经历）
JPMorgan(New York)（摩根大通）
Morgan Stanley(New York) （摩根斯坦利）
Citadel Investment Group(Chicago, one of the world's leading quantitative hedge funds)（城堡对冲基金）
GuoTaiJunAn(Shanghai, one of the top investment banks in China)（国泰君安）



代表著作



代表论文

Selected Representative Publications(Google Scholar Citation #: 297):
-A Display Simulation Toolbox for Image Quality Evaluation, Joyce Farrell, Gregory Ng, Xiaowei Ding, Kevin Larson and Brian Wandell, Journal of Display Technology, 4(2):262-270, 2008.
-Time-Changed Birth Processes and Multi-Name Credit Derivatives, Xiaowei Ding, Kay Giesecke and Pascal Tomecek, Operations Research(UT Dallas Top 24 Journals), 57(4), 990-1005, 2009.
-A Top-Down Approach to Multi-Name Credit, Kay Giesecke, Lisa Goldberg and Xiaowei Ding, Operations Research(UT Dallas Top 24 Journals), 59(2), 283-300, 2011.
-A Novel Bitstream Level Joint Channel Error Concealment Scheme for Realtime Video over Wireless Networks, Xiaowei Ding and Kaushik Roy, IEEE INFOCOM, 2004.

Selected Working Papers & Technical Reports:
-Statistical Arbitrage in High Frequency Trading Based on Limit Order Book Dynamics, Murat Ahmed, Anwei Chai, Xiaowei Ding, Yunjiang Jiang, Yunting Sun, 2009.
-Automatic Trading and Statistical Arbitrage – A System Integration Approach, 2009.
-Forecasting Loan Performance Using Big Data, 2015.
- Stock-RCNN: Stock Movement Learning by Opportunity Window Detection, 2017.
- A Blockchain-Based Intelligent Trading System for Securitization and Structured Finance, 2018.



科研项目


南京大学普惠?三农(又名“三农智能”)金融科技创新研究中心，为南京大学正式发文成立的校级创新创业研究平台，是受挪威工程院容淳铭院士和美国数理统计学会院士斯坦福大学黎子良教授指导的高水平科研教学和公益金融社会服务团队。研究中心下辖区块链实验室、人工智能实验室、大数据实验室以及金融科技向善工作部等，致力于基于区块链可信大数据人工智能的下一代数字金融基础设施、体系架构、计算范式和融合创新孵化平台的理论和实践探索，并延伸至数字经济和数字社会。详情请询官网：南京大学普惠?三农金融科技创新研究中心。

(欢迎各专业优秀学子加入研究中心，一起来打造学科交叉融合的数字金融经济及社会研究团队，不要求区块链、人工智能、大数据、金融科技、编程、金融等方面前期基础）

Drawing upon his financial industry expertise and experience, Xiaowei had participated and led various industry-level projects in high performance distributed trading systems and large scale financial big data mining platforms, algorithms and models. Some of his projects involved analyzing global financial markets and mining billions of accounts in real-time or near real-time. He emphasizes both mathematical/statistical theory and real-world applications.
A sampler of his new projects after returning to the academia and Nanjing University:
-Reinforcement Learning in Financial Trading;
-Deep Learning in Finance;
-Recurrent Neural Networks and Stochastic Processes for Financial Time Series Forecasting;
-Intelligent Robots in FinTech and Law;
-Digital Currency；
-Blockchain + AI Securitization/Structured Finance；
-Time Series Analysis for Reading and Chinese Cultural Risk Management;
-Social Networks and Media Risk Engineering - Characterization, Forecasting and Decision Making;
-Pricing and Risk Management for Intellectual Property;
-Intelligent Creative Industries;
-Investing and Financing in Chinese Creative Industries;
-Analytics & Learning for Health/Life Sciences.
Please feel free to drop Xiaowei a line to share your interesting ideas. He is particularly interested in cool interdisciplinary ideas that explore the deep side of human nature and/or the boundaries of human/machine.



教学情况


Nanjing University(南京大学)：
区块链+AI与金融科技创新：校级创新创业平台课、“校千层次课程”、教育部协同育人项目课程。
大数据、区块链与金融情报分析（研）：信息管理学院研究生课程。
大数据、区块链与金融情报分析（本）：信息管理学院本科生课程。


Stanford University(斯坦福大学):
Course Assistant, Investment Science, Department of Management Science & Engineering.
Course Assistant, Credit Risk: Modeling and Management, Department of Management Science & Engineering.
Course Assistant, Fixed Income Securities, Graduate School of Business.


Purdue University(普渡大学):
Head Teaching Assistant(5-8 TAs, 200-300 students), Electronics Design Lab, School of Electrical and Computer Engineering, won School of ECE Best TA Award.



社会兼职

Social responsibilities:
-Investment Counselor for various government organizations and institutions;
-Vice Director, Shanghai Hedge Funds Research Center(past).
Academic membership:
-Member(Communications), AI&PR Expert Committe, CCF;
-Member, Blockchain Expert Committe, CCF;
-Member, Data Mining & Application Expert Committe, JSAI;
-Member, Big Data Expert Committe, JCF;
-Member, IEEE;
-Member, American Finance Association;

-Member, CCF.



奖项

Various awards and prizes including Purdue ECE Best Teaching Assistant Award, Purdue ECE Summer Research Fund, JPMorgan Excellent Summer Intern Prize, Research Funds from Microsoft and JPMorgan(Stanford), National BaoGang Scholarship, First Prize in Software Competition in Jiangsu Province, Nanjing University May 4 Medal, Nanjing UniversityChien-Shiung Wu Scholarship, etc.