SONG Futie  Professor  |  Finance Tel. +86-21-64250053 | E-mail: ftsong@ecust.edu.cn

SUMMARY

• DISCIPLINE

    Finance 

• FACULTY QUALIFICATION

    Scholarly Academic (SA)

• COURSES TAUGHT

    Financial Engineering

    Financial Derivatives

• EDUCATION

    Xiamen University, Ph.D., 2003, China

    Xiamen University, Master, 1996, China

• WORK EXPERIENCE

    New York University, Visiting Scholar, 2011-2012, USA

    East China University of Science and Technology , since 2003, China

SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)

• JOURNAL ARTICLES

    Constructing Financial Network Based on PMFG and Threshold Method, Physica A-Statistical Mechanics and Its Applications, 2018, 495:104-133.

    Relationship between Entropy and Dimension of Financial Correlation-Based Network, ENTROPY, 2018, 20(3):1-20.

    Analyzing the Stock Market Based on the Structure of KNN Network, Chaos Solitons & Fractals, 2018, 113:148-159.

    Renyi Indices of Financial Minimum Spanning Trees, Physica A-Statistical Mechanics and Its Applications, 2016, (2):883-889.

    Marketization Reform of IPO Pricing System: Based on Inquiry Object Range, Placing Ratio, Lock-in Period, Journal of Systems & Management, 2017, 1: (in Chinese).

    The Impact of 50ETF Option Listed on the Underlying Stocks--Based on the Perspective of Liquidity and Volatility, Journal of Financial Development Research, 2016, (3):59-65 (in Chinese).

    Inquiry Object Scope, Ration Proportion, Lockup Period and IPO Underprice, Systems Engineering, 2015, 0(3):1-12 (in Chinese).

    Delisting System and Quality of Listed Companies in the Main Board Market—Dynamic Game Analysis Based on the Perspective of Government’s Separate Targets, East China Economic Management, 2015, 29(1):95-102 (in Chinese).

    CSI 300 Index Futures, Spot Price Jump and Co-jumps, Education Science Expo, 2015, (1):161-165 (in Chinese).

    Relationship between Dividend Policy and Stock Yield Fluctuation, Systems Engineering, 2014, (7):34-42 (in Chinese).

    How Does Trading Volume Move Stock Prices in Chinese Stock Market?, Financial Economics Research, 2014, (3):13-24 (in Chinese).

• INDUSTRY/RESEARCH PROJECTS

    Research on the Interactive Relationship between Yield Curve of Treasury Bond and Treasury Bond Futures, National Natural Science Foundation of China, Research grants: ¥540,000.00, 2013-2016.

    A Study on the Relationship between Treasury Bond Yield Curve and Treasury Bond Futures, Shanghai Pujiang Program, Research grants: ¥100,000.00, 2013-2016.

    Research on the Interaction Relationship between National Debt Yield Curve and Treasury Bond Futures, National Natural Science Foundation of China/Conventional Project, Research grants: ¥54.00, 2013-2018.

    Study on Catastrophe Bond Pricing Model and Its Application in China, Shanghai Postdoctoral Science Foundation, Research grants: ¥40,000.00, 2012-2015.

    Study on Stock Price Risk and Control Mechanism, Innovation Program of Shanghai Municipal Education Commission, 2011-2014.

• CONFERENCE PAPERS OF PRESENTATIONS

    The Volatility Spillover Effect between the T-Note Spot and Futures Markets: Evidence from China, Germany and United States, MPBN100120, 3rd Annual 2017 International Conference on Management Science and Engineering, 2017.