iFBD
Brief Introduction of iFBD
The Institute of Finance and Big Data (iFBD) was established on October 20, 2014, dedicated to the integration of scientific research, financial industry and teaching training, as well as financial research, including theoretical and empirical research and financial product innovation. iFBD mainly constitutes from financial branch, computer technology branch and data science branch. Financial branch covers from the trading, financial products, and financial challenges from equity, debt to commodity as well the financial institution; The computer technology branch mainly covers computer hardware, computer software, computer structure and big data development; The data science branch mainly covers statistical learning and data-driven empirical methodology.
Brief Introduction of iFBD Team
iFBD consists of a large number of scholars including a National "Thousand Talent Project" expert, an Academician of the Chinese Academy of Sciences, many professors, associate professors and other researchers from different disciplines. Since its establishment, iFBD has established cooperative relationship with well-known enterprises and foreign research institutions.
Now iFBD is endeavoring to shape itself into a cross-level, cross-school, cross-disciplinary and cross-domain international research institution.
iFBD also has a strong research group, involving various talents from a professional computer technology team, a professional financial team and a data-driven analytical team.
A Brief Introduction to the Research Achievements of the Institute
International Academic Journal—The Journal of Finance and Data Science
Dr. Lei Huang focuses on the research of improved five-factor model in the Chinese security market, combining the particularity of Chinese security market with the empirical results from other foreign markets. The study find that some factors have strong predictive power on the Chinese stock market.
Dr. Lei Huang focuses on the research of improved five-factor model in the Chinese security market, combining the particularity of Chinese security market with the empirical results from other foreign markets. The study find that some factors have strong predictive power on the Chinese stock market.
A real - time database of New Chinese stock A - share market(Self-built data structure)
Research Equipments of iFBD
High Performance Servers Mass Storage Devices High Performance Workstations
Authoritative Data Providers
Softwares
Research Projects
A series of Research Reports on Financial Market
The research reports on the new three-board market mainly studies the yield, volatility and their correlations of the management industry and the investment industry in the new three-board market.
A Series Report of China Stock Market Forecast
The research reports attempt to investigate whether there exist predictive factors in Chinese equity market, by sorting all A-shares according to factor classification and data scientific methods.
A series of analysis reports on Fama-French five-factor model study, four-factor model, three-factor model and Multi-stop optimal problem which are used to solve pricing and evaluation of credit products in the bond market, Cyclical changes of exchange rate and various factors of price jump on financial products.
Training Programs
Data Science Certificate
iFBD has launched a data science certificate plan to cultivate more specialists in different fields, who have better understanding of data science and can work for the national big data strategy related jobs. iFBD looks forward to establishing a discipline of data science, by building a master-level and PhD-level programs on finance and data science.
Financial Big Data Analysis Training Courses
In July 2015, iFBD conducted a series of training courses on financial data analysis, including introduction to financial market econometrics, big data mining, evaluation and performance optimization, statistical learning and its application in financial big data.
Training Courses on R language, Python and statistical learning
In the summer of 2016, there were sequences of training classes on empirical study, R-language.
In March 2017, iFBD conducted a series of training courses on statistical learning based on R language, including statistical studies, linear regression and classification, resampling methods, linear model selection and regularization. The curriculum study and calculation is completed by using R Language.
On October 14-15, 2017, iFBD offered systemic training sessions on Python for the Financial projects.
Cooperation Projects
International Cooperation Projects
Oxford University - Nie Financial Data Laboratory
iFBD and Oxford University - Nie Financial big data laboratory signed a strategic cooperation agreement to establish a cooperative relationship. In the future, the two sides can share scientific research resources, held academic meetings, build a good platform to promote both sides and establish long-term cooperation between two universities.
Anderson Cancer Center of the United states of America
iFBD plans to work with Anderson Cancer Center of the United States of America to carry out new drug trials, data processing on side effects and data analysis of rehabilitation status of cancer patients, including risk factors, survival rate, text analysis, patient description, data mining in effective internal lifestyle gene of patients.
Government Cooperation Projects
Multi-dimensional Rating of Small and Medium-sized Enterprises and Investment and Financing Applications Project
iFBD is now working with Chengdu Financial Office, Finance Bureau of Jinjiang District、Pidu District. The all-round multi-dimensional rating can provide investment institutions with business development trends、advice and risk prevention for their own development. Also, the project can provide effective supervision and early warning for governments, and effective support and favorable intervention for enterprises.
Data Tourism Project
iFBD planned to cooperate with Emeishan City to develop digital tourism industry and related industrial chain. This project aims to further explore the tourism industry and provides data science support and decision support for the tourism industry of Emeishan City.
Art and Cultural Data Platform Project
iFBD cooperates with the Sichuan Provincial Cultural Center and Sichuan Art Network to build Sichuan provincial arts and culture education data platform. The project is going to promote art finance and data culture industry and promote platform construction of non-cultural heritage and traditional culture.
Production and Research Projects
Chengdu Tianfu New District Hedge Fund institution
iFBD and Tianfu New district Hedge Fund institution jointly carry out the training of financial talents and the development of quantitative investment technology.
Chengdu High-tech Zones Build Big Data Town and 100 Billion Industrial Base
iFBD plans to settle in the high-tech zone as a financial technology innovation company to build a research platform for the integration of production and research.
Educational Big Data Platform
iFBD is developing a large platform for educational data that integrates educational data resources and exploits the potential of big data in the field of education.
Health and hygiene data platform
iFBD is developing a health and hygiene data platform that integrates personal health data to build a personal health database. This project also aim to establish a health education platform to integrate with data processing of medical services and health care.
Teacher information management system
The system aims to create an information management platform for the teachers of the whole school, and provides convenience for teachers' study and school management.
The financial Conferences Held by iFBD
2015 Financial Engineering and Financial Innovation Conference
The conference enhanced the theory and empirical research in the field of financial engineering of Southwest Jiaotong University and promoted the development of mathematics disciplines and economic management disciplines on a deeper level.
2016 Financial Predictability and Data Science seminar
The conference focus on the theme of Financial Predictability and Data Science, introducing the research results of financial Predictability for academia and industry.
2016 Machine Learning and its Applications Conference
The conference invited top domestic and international experts in machine learning to explore the deep development of machine learning technology in the financial field.
2017 International Conference on Emerging Markets and Finance
The conference was jointly organized by iFBD and the Society for the Study of Emerging Markets, supported by Chengdu Municipal Financial Work Bureau. The conference was held at the Century City International Conference Center.
The conference focused on international emerging markets, economic and financial research, aimed at the establishment of a policy-oriented interdisciplinary international academic exchange platform, which attracted the active participation of experts and scholars, policy makers and business people (financial, industry, business, retail, etc.) from relevant academia, financial industry and government policy institutions.
2017 Conference on Financial Predictability and Data Science
The 2017 Conference on Financial Predictability and Data Science was held in Southwest Jiaotong University. The conference guests were from University of Chicago, Stanford University, Washington University, Singapore Management University, Zhejiang University, Central University of Finance and other world-renowned universities. The conference combined financial theory, financial industry with data science to exchange the latest relevant achievements of the academic and financial sectors.
2018 Conference on Financial Predictability and Data Science
The goal of this conference is to bring together researchers and practitioners interested in financial predictability and data science in order to promote, stimulate, exchange and share recent insights and results, and forge new methods and techniques in financial forecasting and data science. The topic of the conference covers not only asset returns forecasts, market forecasts, big data, data science, data mining, machine learning, but also their applications in finance, business, public services and security. Speakers are among experts from mainly U.S.A and P.R. China, and talks are about data science, big data, data mining, (statistical) machine learning, artificial intelligence, and its applications to finance, business, public service and safety, scientific discoveries, and other disciplines.