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Summary

Dr. Lijian WEI is a Professor at School of Business in Sun Yat-sen University (SYSU), China. He joined SYSBS as an assistant professor since 2015. Prior to this, he served at Business School of University of Technology Sydney (UTS) as a Senior Research Associate and a member of Quantitative Finance Research Centre (QFRC) for 3 years. He received his PhD in Management (Financial Engineering) in 2012 from Tianjin University.  He is the Academic Director of School of Business in charge of the Laboratory of Big Data Driven Management Behaviors and Decision Making (Sun Yat-sen University), Ministry of Education£¬ China, and the Executive Director of SYSU-Shansikaiwu AI Innovations Empowerment Joint Laboratory, and the Executive Director of  SYSU-Wangu Risk Management Technology Laboratory.  Dr. Wei conducts research in FinTech, Intelligent Investment and  Financial risk management. He has authored more than 20 publications appeared in the leading refereed international journals and top Chinese journals, such as Journal of Economic Dynamics and Control,  Decision Support Systems, International Review of Financial Analysis, IEEE Intelligent Systems, and Engineering Applications of Artificial Intelligence . He serves as the Managing Editor of SmartTech Inovations  and the Director of the Editorial Office of International Journal of Financial Engineering. He is active in business consulting for the Chinese financial market, his works have been adopted by the Government of Canton Province and reported by CCTV and famous newspapers; he is a Visiting Fellow of Chinese Capital Markets Statistics and Monitoring Centre, Shenzhen Stock Exchanges, and Financial Monitoring and Prevention Platform of Guangdong Province.

Academic Experience

1. 03/2025-present: Professor, Department of Finance and Investment , Business School, Sun Yat-Sen University;

2. 01/2019-03/2025: Associate Professor, Department of Finance and Investment , Business School, Sun Yat-Sen University;

3 09/2015¨C01/2019: Assistant Professor, Department of Finance and Investment , Business School, Sun Yat-Sen University;

4 04/2015¨C08/2015: Visiting Fellow, Chinese Capital Markets Statistics and Monitoring Centre;

5. 02/2012¨C02/2015: Postdoctoral Fellow (Senior Research Associate), member of Quantitative Finance Research Centre (QFRC), Business School of University of Technology, Sydney.

Education

1. PhD, 2012, Management (Financial Engineering), College of Management & Economics, Tianjin University.

2. MSc, 2009, Financial Engineering, School of Economics, Tianjin University of Finance & Economics;

3. BSc, 2004, Information Management & Information Systems, School of Business, Tianjin University of Finance & Economics.

Selected Articles

Lijian Wei, Sihang Chen, Junqin Lin, Lei Shi. Enhancing return forecasting using LSTM with agent-based synthetic data. Decision Support Systems, 2025, 193:144452

Lijian Wei£¬ Junqin Lin£¬Wanjun Cen, Stronger relationships higher risk? Credit risk evaluation based on SMEs network microstructure£¬Emerging Markets Review£¨1566-0141£©£¬2024£¬101189

Jasmina Arifovic, Xue-zhong He, Lijian Wei £¨corresponding author£©. Machine learning and speed in high-frequency trading. Journal of Economic Dynamics and Control, online, 2022, 104438. 

Junqin Lin, Fan Wang, Lijian Wei £¨corresponding author£©. Alumni social networks and hedge fund performance: Evidence from China. International Review of Financial Analysis, 2021,78:101931

Fan Wang£¬Junqin Lin£¬Lijian Wei£¨corresponding author£©. An AI model for oil volatility forecasting£¬IEEE Intelligent Systems£¬2020, DOI:10.1109/MIS.2020.2972544, 62-70.

Min Hu, Dayong Zhang, Qiang Ji, Lijian Wei£¨corresponding author£©. Macro factors and the realized volatility of commodities: A dynamic network analysis, Resources Policy, 2020, 68: https://doi.org/10.1016/j.resourpol.2020.101813 £¨ESI hot paper and hihg citation paper£©

Tianhao Zhi, Zhongfei Li, Zhiqiang Jiang, Lijian Wei£¨corresponding author£©, Didier Sornette. Is there a housing bubble in China£¿Emerging Markets Review, 2019, 39: 120-132 .

Lijian Wei, Wei Zhang, Xiong Xiong, Xuezhong He and Yongjie Zhang (corresponding author), The effect of genetic algorithm learning with a classifier system in limit order markets, Engineering Applications of Artificial Intelligence, 2017, 65: 436-448

Carl Chiarella, Xue-Zhong He, Lei Shi & Lijian Wei (corresponding author).  A behavioural model of investor sentiment in limit order markets, Quantitative Finance, 2017,17(1): 71-86.  

Carl Chiarella, Xuezhong He and Lijian Wei (corresponding author), Learning, information processing and order submission in limit order Markets£¬Journal of  Economic Dynamics and Control, 2015, 61:245-268.

Research Grants

1.Study on digital supply chain finance innovations based on blockchain and agent-based modeling,National Natural Science Foundation of China,  RMB 480,000, 2022-2025 (PI) 

2. Study on RegTech for Preventing and Mitigating Local Financial Risks, Outstanding Youth Fund,  Natural Science Foundation of Guangdong Province, China (2021B1515020073)£¬ RMB 1,000,000 £¬ 2021-2025 (PI)

3. Study on on Regulatory Technology (RegTech) for Financial Risk Prevention and Mitigation?, Key Research and Development Project of Guangdong Province, China (2020B010110004),  RMB 3, 200,000, 2021-2025 (co-PI)

4. Big data based intelligent early warning and prevention systems for district financial security, National Natural Science Foundation of China (Science centre project), RMB 24,500,000, 2019-2022 (Coordinator)

5. Study on market liquidity crash based on big-data analytics and agent-based modelling. National Natural Science Foundation of China, RMB 480,000, 2017-2020 (PI)

Teaching

 <Investments>, <Quantitative Investments>, <FinTech>, <Computional Social Science>.

Other Working Experience

2004-2009, Instructor, Department of Student Affairs, Tianjin University of Financial & Economics.