王欢

经济学博士

邮箱(Email): harrywang@cczu.edu.cn

研究方向(Research Interests)

• Principal-agent Theory

• Portfolio Optimization

• Stochastic Optimisation and Control

• Machine Learning (Only interested)

工作经历(Career)

• 2021.10-，常州大学吴敬琏经济学院, 讲师.

主讲课程: 金融数学, 金融数值计算与软件模拟, 金融随机分析

教育经历(Education)

• 2016.9-2021.6，西南财经大学，经济学博士, 数理金融学;

主修课程: 高级微(宏)观经济学, 高级计量经济学, 高级投资组合理论, 衍生品定价理论, Stochastic Calculus,Stochastic Optimisation, 微分方程数值解法;

• 2012.9-2016.6，南京农业大学江苏, 工学学士, 电子信息科学与技术;

主修课程: C++程序语言设计, 单片机应用, 自动控制原理, JAVA程序语言设计;

参会经历(Experience)

• SIAM Conference on Control and Its Applications. Jun 19, 2019 - Jun 21, 2019

• 2019天府偏微分方程国际会议. Jul 8, 2019 - Jul 10, 2019

• 2019天府金融数学国际研讨会会议. Jul 19, 2019 - Jul 20, 2019

期刊论文(Journal Papers)

• WANG H, LAI C, LAI S. A study on the incentive compensation structure with payroll tax: A continuous-time principal-agent model, North American Journal of Economics and Finance, 2021.

• WANG H, HUANG W. On the study of a single period principal-agent model with taxation , Mathematical Problems in Engineering, 2020.

• WANG H, HUANG W. The dynamic properties of a nonlinear economic model with extreme financial frictions, Mathematical Problems in Engineering, 2018.

工作论文(Working Paper)

• Optimal contracting with adverse selection: an idea from reinforcement learning

• Optimal contracting problem when the agent is CARA preferred

• How to keep the agent from shirking and sharking: a continuous principal-agent-subagent model

• 基于双层委托代理的保障性住房物业治理研究

个人技能(Skills Summary)

• 编程: C++, Java，Python

• 软件: Matlab, Mathematrica, Stata