Faculty Research

XIONG Xiong

发布时间:2021-06-10

Biography

【Personal Profile】

Xiong Xiong is a Professor at the College of Management and Economics(CoMES), Tianjin University. He is currently Deputy Director of CoMES and supervises Ph.D. students in management. His main research areas include Fintech and Financial Big Data, Agent-based finance, Enterprise development and financing strategy, etc.

He is currently the deputy secretary of the Chinese Society of Systems Engineering and the Director of the Financial Systems Engineering Committee. He is also the Vice-Chairman of the Decision Making Committee in the Operations Research Society of China, and the Vice Chairman of the Quantitative Finance and Insurance Committee in the Chinese Society for Optimization, Overall Planning and Economic Mathematics.

He has published more than 80 academic papers in leading academic journals and 2 monographs. He has completed more than 10 national and provincial projects such as key project of the National Natural Science Foundation of China. He was awarded the "New Century Excellent Talent Support Program" by the Ministry of Education in 2007 and obtained the “Tianjin Youth Science and Technology Award” in 2010. He is also the leader of the “Fintech and Quantitative Finance team”, which was awarded "Talent Innovation and Entrepreneurship Team" by the Tianjin government in 2017. He has been selected as one of the "A Group of Five“ talents in propaganda and culture in Tianjin. He lead the "Financial Engineering and Digital Finance Innovation Team" to be selected as one of the "Key Field Innovation Teams" in Tianjin in 2020.

Publications

【Published Monographs】

[1] Xiong, X., Zhang, W., & Zhang, Y. J. (2015). Stock index futures: cross market impact and risk management. Science Press.

[2] Zhang, W., Zhang, Y. J., & Xiong, X. (2010). Research on computational experimental finance. Science Press.

【Journal Paper】

Papers published in domestic journal

[1] Xiong, X., Liu, J., Xu, H. C., Zhang, W., & Zhang, Y. J. (2014). Analyzing the impact on stock index futures market volatility of arbitrage. Systems Engineering-Theory & Practice, 34(3), 623-630.

[2] Xiong, X., & Yao, C. W. (2013). Analysis of scale in SME joint guarantee loans using agent-based computational experiment finance. Journal of Management Sciences in China2013,16(3):88-94.

[3] Xiong, X., Zhang, Y., Zhang, W., & Zhang, Y. J. (2011). Empirical study on early warning of stock index futures manipulation based on logistic model. Systems Engineering-Theory & Practice,2011,31(7):1287-1292(EI).

[4] Xiong, X., Tan, J. M., Zhang, W., Zhang, Y. J., & Yang, Y. (2011). Study on counter guarantee and proportional guarantee mechanism of SME financing. Soft Science,2011,25(6):80-85.

[5] Xiong, X., Zhang, Y., Zhang, W., & Zhang, Y. J, (2011). The effect on volatility of stock market and stock index futures market after launching stock index options: a case of KOSPI 200 index options. Systems Engineering-Theory & Practice, 31(5), 785-791.

[6] Xiong, X., Zhang, Y., Zhang, W., & Zhang, Y. (2009). How do index options affect investor structure? The case of kospi200 index options. Securities Market Herald, (12), 36-39.

[7] Xiong, X., Guo, C., Zhang, W., & Zhang, Y. J. (2009). Loan rate pricing of SME financing based on agent-based computational finance approach. Systems Engineering-Theory & Practice, 29(12), 9-14.

[8] Xiong, X., Dong-Cai, W. U., Zhang, Y. J., & Zhang, J. (2009). A study on commercial banks-SMEs dynamic game simulation of group lending. Journal of Systems & Management, 18(6), 661-666.

[9] Xiong, X., & Sun, Y. (2009). Price discovery and volatility spillovers between SGX FTSE/Xinhua China A50 index futures and a-share market. Chinese Journal of Management, 6(11), 1507-1477.

[10] Xiong, X., Zhang, W., Shuai, L. I., & Wang, F. (2009). Competitive analysis of index futures markets based on lotka-volterra model. Journal of Systems Engineering, 24(5), 581-588.

[11] Xiong, X., MA, J., Zhao, W. Y., Fu, R., &Wang, X.Y., (2009). An approach based on hedging to control market risk in supply chain finance. Finance Forum,2009,14(9):5-12, CSSCI.

[12] Xiong, X., Jinhua, X. U., & Zhang, J. (2009). Research on risk monitoring system of china stock index futures. Theory & Practice of Finance & Economics,2009,(5):33-36, CSSCI.

[13] Xiong, X., Dong-Cai, W. U., Zhang, Y. J., & Zhang, J. (2009). Commercial banks-SMEs finite repeated game simulation under complete information. Systems Engineering, 27(10), 56-61.

[14] Xiong, X., Ma, J., Zhao, W., & Wang, X. (2009). Credit risk analysis of supply chain finance. Nankai Business Review. 2009,8,12(4):92-98

[15] Xiong, X., & Wang, F. (2008). Price discovery function of CSI 300 index futures based on mock trading. Journal of Tianjin University,2008,8,Vol.10,No.4 ,321-325.

[16] Xiong, X., Zhang, W., Zhang, Y. J., Cao, Y. Q., & Kou, R. (2008). Bank governance, credit rationing and SME loans. Theory & Practice of Finance & Economics, 2008,1, (1), 24-28.

[17] Xiong, X., Zhang W., & Li S.,& Liu W. C. (2008). Intra-day price discovery process of Taiwan stock index futures. Journal of Management Sciences in China, 2008,4, Vol.11,No.2 ,91-99.

[18] Xiong, X., Zhang, W. ,& Kou,Y., (2002). Off-site commercial banking regulation based self-organizing feature map neural networks. Systems Engineering-theory & Practice,2007.1,9(1),52~55.

[19] Xiong, X., Zhang, W., Ren, D., Ren, K., & Ying hui, A. N. (2004). Pattern recognition method of off-site commercial banking regulation. Journal of Systems Engineering,2004,10,19(5):532~537.

[20] Xiong, X., Wei, Z., Da, R., An, Y. H., (2005). Off-site commercial banking regulation using SOM to optimal classification. Systems Engineering Theory Methodology Applications, 14(1), 1-126.

[21] Xiong, X., Wang, D. X., & Song, Y. M. (2000). Effective data mining based fuzzy neural networks. Journal of Systems Engineering, 15(1), 32-37.

[22] Xiong, X., & Zhang, W. (2001). Data mining & its implementation. Forecasting, 29(S1), S103–S109.

[23] Xiong, X., & Zhang, W. (2002). Off-site commercial banking regulation based self-organizing feature map neural networks. Systems Engineering-theory & Practice,2002,6,22(6):26~32.

[24] Xiong, X., Zhang, W., & Wang, Y. Z. (2001). Management of construction claiming based on neural networks. Journal of Tianjin University, 2001,3,34(3):400~403.

[25] Xiong, X., Zhang, B. Y., Zhang, Y. J., & Lin-Hui, F. U. (2013). The testing and optimization system of program trading. Scientific Decision Making,2013,(8):1-15.

[26] Xiong, X. (2011). Program trading and its risk analysis. Journal of University of Electronic Science & Technology of China, 2011,13(3):32-39

[27] Xiong, X., Yang, L. U., & Liu, W. C. (2010). A study of the price discovery between the index future 1005 and the CSI 300 stock index. Journal of Changsha University of Science & Technology, 2010,25(6):38-43.

[28] Shuai, L. I., Xiong, X., Zhang, W., Liu, W. C., & Kou, Y. (2007). The price discovery of common factor in china stock markets: Shanghai index,h index and h index futures. Systems Engineering, 25(8), 21-27.

[29] Li-Xian, L. I., Xiong, X., & Gao, Y. Q. (2008). Human resources efficiency between china and foreign commercial banks. Journal of Tianjin University, 2008,8,Vol.10,No.4 ,326-329.

[30] Zhang, W., Wang, X. Y., Xiong, X., & Zhang, Y. J. (2010). Herding in M&A: an empirical study of Chinese firms. Systems Engineering-Theory & Practice,2010, 30(3): 456-463.

[31] Zhang, W., Shuai, L. I., & Xiong, X. (2006). Study and application of the method of priority setting in science and technology research. Studies in Science of Science, 24(6), 906-910.

[32] Zhang, W., Shuai, L. I., Xiong, X., Qiu, Y., Huang, H., & Niu, Y., et al. (2006). Comparison of hot areas of business administration research between the foreign and the domestic based on literature metrology. Science of Science & Management of S & T, 2006,27(3): 5-10.

[33] Zhang, W., Li, S., & Xiong, X. (2005). The study of experts’ investigation for development stratagem and priority areas of Chinese business ad- ministration. Nankai Business Review, 8(6), 102-108.

[34] Wei, Z., Zhao, S., Xiong, X., & Zhang, Y. (2010). A review of researches on behavioral finance theory based on computational experimental method. Management Review, 22(3), 3-11.

[35] Wei, Z., Bo, L., & Xiong, X. (2009). Outlier detection in intra-day financial data case. Systems Engineering-Theory & Practice, 29(5), 44-50.

[36] Zhang, W., Zhao, S. T., & Xiong, X. (2008). Computational experimental finance, technical rules and time series returns predictability. Journal of Management Sciences, 21(3), 74-84.

[37] Zhang, W., Ying, Y. U., Zhang, Y. J., Xiong, X., & Zhao, S. T. (2008). The innovation of financial service industry in china:an overview at the beginning of the new century. Systems

[38] Engineering-Theory & Practice, 28(8), 159-170.

[39] Cheng, G., Zhang, W. &Xiong, X., (2007). Noisy information, structural model and bank evaluation of default probability. Journal of Management Sciences in China, 10(4), 38-48.

[40] Zhang, W., Ying, Y. U., Zhang, Y. J., Xiong, X., & Zhao, S. T. (2008). The innovation of financial service industry in china:an overview at the beginning of the new century. Systems Engineering-Theory & Practice, 28(8), 159-170.

Papers published in international journals

[1] Hongli Che, Xiong Xiong,Jiatong Hana, Wei Zhang, Yongjie Zhang, Study on Informational Transaction and it’s effection of China's Stock-Index Futures Market, Mathematical Problems in Engineering,(SCI)

[2] Hongli Che, Xiong Xiong, Juntian Yanga, Wei Zhang, Yongjie Zhang, How Investor Structure Influence the Yield, Information Diffusion Efficiency and Liquidity, Discrete Dynamics in Nature and Society,(SCI)

[3] Lijian Wei1, Wei Zhang, Xiong Xiong, Yu Zhao, An Agent-based model for Policy Design of Tick Size in Stock Index Futures Markets, Systems Research and Behavioral Science(SSCI)

[4] Hai-Chuan Xu, Wei Zhang, Xiong Xiong, Wei-Xing Zhou, An agent-based computational model for China's stock market and stock index futures market, Mathematical Problems in Engineering,(SCI)

[5] Hai-Chuan Xu,Wei Zhang, Xiong Xiong, Wei-Xing Zhou, Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents, Abstract and Applied Analysis(SSCI)

[6] Xiong Xiong, Rong Fu, Wei Zhang, Yongjie Zhang, Lin Xiong ,(2011),The Research on the Influencing Factors of Financing Strategy of Woman Entrepreneurs in China, Journal of computers, 2011, 6(9):1819-1824(EI)

[7] Xiong, X., Wen, M., Zhang, W.,& Zhang ,Y.J., (2011),Cross market financial risk analysis: an agent-based computational finance, International journal of information, technology &decision making, 2011,5, Vol.10, No.3, 563-584

[8] Oleksandr Talavera, Lin Xiong, Xiong Xiong, (2012),Social Capital and Access to Bank Financing: The Case of Chinese Entrepreneurs,Emerging Markets Finance and Trade,2012,48(1):55-69(SSCI)

[9] Wei, Zhang, Gen, Li, Xiong, Xiong,& Yongjie, Zhang, (2010)Trader Species With Different Decision Strategies And Price Dynamics In Financial Markets : An Agent-Based Modeling Perspective, International Journal of Information Technology & Decision Making, 2010, 9(2):327-344(SCI)

[10] Wei Zhang, Yongjie, Zhang, Xiong, Xiong &Xi,Jin, (2006),Bsv investors versus rational investors: an agent-based computation finance model, International Journal of Information Technology & Decision Making, 2006, 5(3):455-466(SCI)

【Conference Paper】

[1] Xiong, Xiong, Xiaotao, Zhang &Wei,Zhang.(2005). Wavelet-based estimation of China stock market. Proceedings of 2005 International Conference on Machine Learning and Cybernetics, V7,2005, p 3501-3505. (EI)

Xiong Xiong,Shuai Li,Wei Zhang,Yu Zhang , A study on spillover Effect between A index,H Index and H Index Futures, 2008 International Conference on business intelligence and financial engineering ,2008,10,75-81

Projects

【Research Projects】

Presided over the National Natural Science Foundation of China and other key projects

[1] Based on the theory of financial innovation and risk analysis, the key project of National Natural Science Foundation of China (71532009), 2016.1-2020.12

[2] Systematic risk analysis of capital market based on computational experimental finance method (71271145), 2013.01-2016.12.

[3] The impact of overseas Chinese stock derivatives on China's stock market (item number: 70541006), 2005.11-2006.12.

[4] Cross market risk analysis based on computational experiment finance in China market (70971096), 2010.01-2012.12.

[5] Women's entrepreneurship, finance and social networks (70911130020), 2009.01-2010.12.

[6] The study of the interaction between banks and small and medium sized enterprises: an analysis based on computational experiment financial methods (70603021), 2007.01-2009.12.

[7] Research on the joint supervision of spot market and derivative market, the Ministry of education's new century talent support program (NCET-07-0605), 2007.10-2010.10.

[8] National Development Bank SME credit risk management technology research, the National Development Bank project, 2005.5-2005.10.

Participated as a core member in the project:

Vertical project

[1] Research on the development of new financial industry in Binhai New Area, the joint venture between Tianjin social science fund and Binhai New Area, TJSKGC-YY1008, June 2010 - June 2011

[2] Scientific and technical terminology of management science and technology of financial engineering, National Natural Science Foundation of China, G0724012, June 2008 - December 2010

[3] Department of management science development strategy research, National Natural Science Foundation of China, L0922127, June 2009 - May 2011

[4] Research on the design and pricing of financing risk sharing contract for small and medium sized enterprises, the source of the project: the Doctoral Fund of Ministry of education, the project number: 20060056013, execution time: January 2007 - December 2009

[5] Research on risk management system reform of China's commercial banks, National Natural Science Foundation of China, 70241016, October 2002 - December 2003

[6] Research on the construction of capital market to promote the technological innovation of small and medium sized enterprises the development of angel investment in Tianjin, Tianjin soft science project, 06zlzlzt00700, September 2006 - September 2007

[7] Venture capital research, Tianjin social science foundation, TJYY06-033, October 2006 - December 2007

[8] Research on the selection of strategic and priority areas of business administration, National Natural Science Foundation of China, 70440016, January 2005 - December 2005

[9] Research on data mining technology in financial market, Tianjin Natural Science Foundation, 23600411, June 2002 - December 2004

[10] China's venture capital industry development status and the impact of the source of investment funds, torch center of the Ministry of science and technology, September 2002 - December 2003

[11] Tianjin science and technology special funds budget evaluation system, Tianjin soft science project, 013504911, July 2002 - June 2003

[12] Study on the construction of Tianjin science and technology investment and the condition of Tianjin soft science and technology project, 043501211-2, February 2004 - October 2004

Industrial horizontal project:

[1] Based on the analysis of financial index futures market trading mechanism, China Financial Futures Exchange, January 2011 --2011, June

[2] The feasibility and contract design of stock options, the joint research program of the Shanghai stock exchange, April 2011 --2011, November

[3] A comparative study on the system of qualified investors, the source of the project: the joint research program of the Shanghai stock exchange; execution time: July 2009 - November 2009

[4] Stock index futures market price manipulation means, characteristics and prevention, project source: China Futures Association joint research program; execution time: January 2008 - February 2009

[5] Research on the relationship between emerging stock index futures market and spot market, the source of the project: Shanghai futures exchange joint research program; execution time: July 2005 - February 2006

[6] Shangrao Jiangxi SME financing innovation model design, project source: Jiangxi Municipal Economic and Trade Commission; implementation time: October 2008 - December 2008

[7] The research on the development strategy of Tianyi construction group, the horizontal project of the enterprise, the source of the project: Tianyi construction group; execution time: November 2007 - April 2008

[8] The design and selection method of the financial service system of science and Technology Park, the horizontal project of the enterprise, the source of the project: Shenzhen nine Strategic Investment Co., Ltd.; execution time: June 2008 - September 2008

[9] Rongsheng real estate management consulting, corporate horizontal project, project source: Rongsheng Cmi Holdings Ltd; execution time: August 2005 - April 2006

Academic & social Service

【Academic Part-time jobs】

[1] Deputy director of the China Society for systems engineering.

[2] Deputy director of Youth Work Committee on the Committee of China optimization law,polling method law and Economic Mathematics.

[3] The fourth session of the board of directors, executive director of China Operations Research Society.

[4] Director of Tianjin Institute of Finance.

[5] Editor of Journal of management science.

[6] The reviewer of several high level academic journals such as, Management science, Nankai Business Review, Journal of systems engineering, China Financial Review et al.

[7] Evaluation expert of Tianjin small and medium enterprise development special fund project.

[8] Evaluation expert of Tianjin science and technology small and medium-sized enterprise technology innovation fund project.

[9] Evaluation expert of The National Natural Science Foundation of China.

[10] Evaluation expert of National Development Bank project.

Independent director of Zhejiang world water Limited by Share Ltd,