团队负责人：钱林义
研究目标：
面向国民经济主战场，致力于大数据在金融领域的创新应用，聚焦智能交易、数字经济与金融科技统计方法、数据驱动与知识引导相结合的管理决策研究，探索碳税和碳交易政策对国民经济的影响，以及长寿风险理论及其在养老保障体系优化中的应用。
代表性论文：
[1] Zhang, Yu; Jin, Zhuo; Wei, Jiagin; Yin, George. Meanvariance Portfolio Selectionwith Dynamic Attention Behavior in a Hidden Markov Model. Automatica, 2022, 146,110629.
[2] Chen, Lv; Landriault, David; Li, Bin; Li, Danping. Optimal Dynamic Risk Sharingunder the Time-consistent Mean-variance Criterion. Mathematical Finance. 2021.31(2): 649-682.
[3] Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi, Stochastic Differential Investmentand Reinsurance Games with Nonlinear Risk Processes and VaR Constraints. Insurance: Mathematics and Economics. 2021, 96: 168-184.
[4] Wang, Tianxiao; Jin, Zhuo; Wei, Jiagin. Mean-Variance Portfolio Selection under aNon-Markovian Regime-Switching Model: Time-Consistent Solutions. SlAM Journal onControl and Optimization. 2019,57(5): 3249-3271.
[5] Bi, Junna; Cai, Jun. Optimal investment-reinsurance strategies with state dependentrisk aversion and VaR constraints in correlated markets. Insurance: Mathematics andEconomics. 2019,85:1-14.