姓 名
丁树声　
性 别
男


民族
汉
电子邮件
dingshusheng@nbu.edu.cn

职称/职务
　讲师
研究领域
人工智能金融，区块链金融、大数据金融、波动率研究，金融市场分析、时间序列分析

教育背景
2005.9—2009.6 浙江省宁波诺丁汉大学 国际商务管理荣誉学士学位；
2009.9-2010.12 英国兰卡斯特大学 (Lancaster University, UK) 金融硕士学位；
2011.10-2016.7 浙江省宁波诺丁汉大学 金融博士学位。

工作经历
1. 2016.10-2018.12 宁波诺丁汉大学 金融学博士后研究员；
2. 2019.6-至今 宁波大学商学院 金融学讲师。

研究成果
(1) 已发表学术论文：
1. Zhang, Y., and S., Ding, 2018, The return and volatility co-movement in commodity futures markets: The effects of liquidity risk, Quantitative Finance 18 (9),1471-1486 (SSCI，ABS level 3).
2. Zhang, Y., S., Ding, and E., Scheffel, 2018, Policy impact on volatility dynamics in commodity futures markets: Evidence from China, Journal of Futures Markets,38(10), 1227-1245 (SSCI，ABS level 3; This paper was recognized as a top downloaded article in 2018-2019 regarding Journal of Futures Markets).
3. Ding, S., Y., Zhang, and M., Duygun, 2019, Modeling Price Volatility based on a Genetic Programming Approach, British Journal of Management 30(2), 328-340 (SSCI，ABS level 4).
4. Zhang, Y., S., Ding and M., Duygun, 2019, Derivatives Pricing with Liquidity Risk, Journal of Futures Markets,39 (11): 1471-1485 (SSCI，ABS level 3).
5. Zhang, Y., S., Ding, and E., Scheffel, 2019, A Key Determinant of Commodity Price Co-movement：The Role of Daily Market Liquidity, Economic Modelling 81, 170-180 (SSCI，ABS level 2).
6. Cui T., R., Bai, S., Ding, A., Parkes, Q., Rong, F. He, and J., Li, 2020, A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices, Soft Computing, 24(4), 2809-2831 (SCI).
7. Ding, S., T., Cui, X., Xiong, and R., Bai, 2020, Forecasting Stock Market Return with Nonlinearity: A Genetic Programming Approach, Journal of Ambient Intelligence and Humanized Computing, 11, 4927-4939 (SCI).
8. Zhang, X., H., Xue, Y., Zhang and S., Ding, 2020, Growth Opportunities or Cash Flow Drives Innovative Investment —Evidence With Different Ownership Structure from China, EmergingMarketsFinanceandTrade 56, 2491-2508 (SSCI，ABS level 2).
9. Ding, S. and Y., Zhang, 2020, Cross market predictions for commodity prices, Economic Modelling 91, 455-462 (SSCI, ABS level 2).
10. Ding, S., T., Cui, and Y., Zhang, 2020, The impact of internationalization on RMB exchange rate volatility forecasting, The North American Journal of Economics and Finance, 54 (SSCI，ABS level 2).
(2) 专著：
章勇敏，丁树声等. 海洋经济及投融资策略[M]. 北京：中国金融出版社，2015：99-173.
(3) 杂志：
丁树声，章勇敏，浅谈人工智能在反洗钱中的应用[M],宁波金融，2020（43）:68-72.
丁树声，打造大数据生态[M],宁波金融，2020（48）:68-71.
(4) 科研项目：
1．浙江省省级智库项目“金融支持制造业发展相关问题研究”，2020-2021，主持。
2. 中国社科院重点项目，中国社科院与宁波市合作重大项目“资本双向流动与宁波2025智能制造”，2018-2020，参与。
3. 宁波市科技局项目“不完备市场的投资消费最优配置问题研究”，2017-2019，参与。

获奖情况
The paper “Policy impact on volatility dynamics in commodity futures markets: Evidence from China” was recognized as a top downloaded article in 2017-2018 regarding the journal: Journal of Futures Markets.