学术研究领域

​国势研究，统计预测，人工智能，风险管理，资产定价

荣誉称号和社会团体兼职

江西省赣鄱俊才-高校领军人才（青年）

中国现场统计研究会统计学历史与文化分会常务理事

中国现场统计研究会大数据统计研究分会常务理事

统计之都理事会核心成员

Managerial and Decision Economics期刊副主编（Academic Editor），Data Science and Management期刊副主编

校“科研十强”，校“金融计量学”课程金牌讲师，校青年教师教学奖，校研究生教育先进工作者，校优秀党员

讲授课程

l 博士研究生:金融研究方法（金融博士，2015），Financial Data Analysis and Programming（金融留学生博士，2016年），英文文献阅读（产业经济学博士，2024）

l 硕士研究生:金融计量学（金融学硕，2017），金融大数据分析与编程建模（金融学硕，2018），统计软件与应用（产经学硕，2019），经济学论文写作（产经学硕，2021,2022），经济学专业外语（产经学硕，2022），政策评估方法（产经学硕，2023），R语言与数据挖掘（应用统计学专硕，2024）

l 本科生:贝叶斯统计（统计，2015），统计学I、统计学II（国际会计，2016），金融计量学II（金融FRM，2016 - 2023），财经英语研读I、财经英语研读II（国际CFA，2019 - 2023），证券投资学（双语，2016 - 2020），R语言编程（金融FRM，2020），投资中的定量方法与应用（国际CFA，2023），数据科学概论（2024）

科研情况

[1]Chang, X., Dai, L., Feng, L., Han, J., Shi, J. and Zhang, B., 2024. A Good Sketch is Better than A Long Speech: Evaluate Delinquency Risk through Real-Time Video Analysis. Review of Finance, p.rfae044.

[2]冯凌秉，郑宇豪，黄达森，中国贵金属期货市场的波动率预测——基于梯度提升树模型和可解释性工具的融合研究，计量经济学报，2025

[3]冯凌秉，付元娴. 企业 ESG 表现对业绩波动性的影响，统计与决策, 2025

[4]Ren, L., Huang, D., Shu, A. and Feng, L. (2024), Pathways to Urban Green Innovation: Does Extreme Temperature Pose a Barrier?. Managerial and Decision Economics. Online

[5]Feng, L., Qi, J. and Zheng, Y., 2025. How can AI reduce carbon emissions? Insights from a quasi-natural experiment using generalized random forest. Energy Economics, 141, p.108040.

[6]Feng, L., Qi, J., Liu, Y. and Wang, W., 2025. The spillover effects of the” Binance Incident” on financial markets: A study based on machine learning approach. Finance Research Letters, 71, p.106383.

[7]Feng, L., Huang, D., Chen, F. and Liao, F., 2024. Leveraging climate risk disclosure for enhanced corporate innovation: Pathways to sustainable and resilient business practices. International Review of Financial Analysis, 96, p.103724.

[8]Katsoulacos, Y., Gao, Z., Wang, Z. and Feng, L., 2024. The role of economics and the quality of antitrust case assessment in China: an empirical investigation. BRICS Journal of Economics, 5(3), pp.5-26.

[9]Feng L., Huang D., Who gains favor with green investors amidst climate risk? China Finance Review International, 2024.

[10]Tong F., Huang D., Feng L.*, More is better? The impact of predictor choice on INE oil futures volatility forecasting. Energy Economics, 2024.

[11]Feng L., Jiajun Qi, Brian Lucey, Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy, Internatinal Review of Financial Analysis, 2024.

[12]Feng L., Rao H, Zhu Y, Lucey B, Volatility forecasting on China’s oil futures: New evidence from inter[1]pretable ensemble boosting trees, Internatinal Review of Economics and Finance, 2024.

[13]Li, J., Wu, Z. and Feng, L., 2024. How does environmental regulation affect corporate tax burdens? Evi[1]dence from China’s environmental courts. Economic Modelling, 130, p.106566.

[14]Feng L., T. Fu, Y. Shi, How does news sentiment affect the states of Japanese stock return volatility? In[1]ternational Review of Financial Analyisis, 2022

[15]Feng H, Y. Feng, Feng L., Social media information dissemination and corporate bad news hoarding Ac[1]counting and Finance, 2022.

[16]Feng L., Fu T , Shi Y, Wang Z., Discussions on the Zero-drift Garch Model: Evidence From an Markov Regime-switching Extension. Finance Research Letters, 2021, 40, 101713.

[17]Feng L., Shi Y, Chang L., Forecasting Mortality with a Hyperbolic Spatial Temporal VAR Model. Inter[1]national Journal of Forecasting, 2021, 37(1): 25-273.

[18]Feng L., et al., Risk Analyis of P2P Platforms based on Machine Learning (in Chinese). Finance and Economics, 2019, 505(9): 18-25.

[19]严武, 冯凌秉, 蒋志慧, 孔雯. 基于机器学习模型的 P2P 网贷平台风险预警研究. 金融与经济, 2019, 505(9): 18-25.

[20]Feng L., Fu T, Apergis N, Tao H, Yan W. The Role of Government Intervention in Financial Development: Micro-evidence From China. Accounting & Finance, 2019, 59(5): 2855-2878.

[21]Shi Y, Feng L., Fu T. Markov Regime-switching In-mean Model with Tempered Stable Distribution. Com[1]putational Economics, 2019.

[22]Feng L., Fu T, Kutan A. M. Can Government Intervention Be Both a Curse and a Blessing? Evidence From China’s Finance Sector. International Review of Financial Analysis, 2019, 61, 71-81.

[23]Feng L., Shi Y. Markov Regime-switching Autoregressive Model with Tempered Stable Distribution: Sim[1]ulation Evidence. Studies in Nonlinear Dynamics & Econometrics, 2019, 24(1).

[24]Nowak G, Welsh A. H., O’Neill T, Feng L., Spatio-temporal Modelling of Rainfall in the Murray-darling Basin. Journal of Hydrology, 2018, 557: 522-538.

[25]Feng L., Shi Y. Forecasting Mortality Rates: Multivariate or Univariate Models?. Journal of Population Research, 2018, 35(3): 289-318.

[26]Feng L., Fu T, Kutan A. M. Fuel Intensity, Access to Finance and Profitability: Firm-level Evidence From China. Emerging Markets Finance and Trade, 2018, 54(13): 3117-3130.

[27]Feng L., Shi Y. Fractionally Integrated Garch Model with Tempered Stable Distribution: a Simulation Study. Journal of Applied Statistics, 2017, 44(16): 2837-2857.

[28]Feng L., Shi Y. A Simulation Study on the Distributions of Disturbances in the Garch Model. Cogent Economics & Finance, 2017, 5(1).

[29]Shi Y, Feng L., A Discussion on the Innovation Distribution of the Markov Regime-switching Garch Model. Economic Modelling, 2016, 53: 278-288.

[30]Feng L., Nowak G, O’Neill T, Welsh A. H. CUTOFF: A Spatio-temporal Imputation Method. Journal of Hydrology, 2014, 519: 3591-3605.

课题：

[1]【主持,已结题】国家自然科学基金青年项目，基于可解释机器学习的中国金融市场波动率预测研究

[2]【主持,已结题】江西省教育厅科技项目青年项目，基于分布选择视角的中国金融市场波动率预测研究

[3]【主持,已结题】江西省高校人文社科科学研究项目，基于机器学习的原油期货波动率预测因子选择研究

[4]【主持】中国博士后基金面上项目，2024M761224，2025-2027

[5]【主持】江西自然科学基金面上项目，基于自动化机器学习的实证资产定价与风险管理研究，2024 - 2026

[6]【主持】“金融科技”背景下金融计量学课程融合机器学习的创新与实践研究，江西省本科教学改革研

[7]究项目，2025-2027

[8]【副组长,已结题】江西省经济犯罪侦查与防控技术协同创新中心重点招标课题，基于大数据的网络非法集资风险预警模型研究，2018-2020

[9]【参与】国家自然科学基金面上项目，区块链技术下企业融资模式的鲁棒设计及动态均衡模型研究，项目批准号：72071098, 2021.01-2024.12

[10]【参与】国家自然科学基金地区科学项目，环境规制与技术创新：理论机制、时空分异及国际竞争，项目批准号：72064014, 2021.01-2024.12

[11]【参与,已结题】国家自然科学基金面上项目，基于高频及超高频数据的证券市场波动重分形特征辨识及应用，项目批准号：61973145, 2020.01-2023.12

[12]【参与,已结题】国家自然科学基金地区科学项目，非平稳时间序列的频域因果关系检验理论及其应用

其它情况

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