Basic Information
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Name：Xu, Qifa |
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Gender：Male |
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Discipline：Finance |
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Professional Title：Professor |
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Phone：0551-62919150 |
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E-mail：xuqifa@hfut.edu.cn |
Personal Introduction
Dr. XU Qifa is a professor and doctoral supervisor in the School of Management, Hefei University of Technology. He was a recipient of National Excellent Doctoral Dissertation. He is mainly engaged in the research of financial measurement and risk management, financial big data analysis, industrial big data analysis, big data analysis and its application. He has presided over 3 projects of the National Natural Science Foundation of China, and more than 10 projects of provincial and ministerial level, including the Special Author Fund Project for National Outstanding Doctoral Dissertation of Higher Education Institutions, the Project of China Postdoctoral Science Foundation, the Humanities and Social Science Foundation Project of the Ministry of Education, the Major Project of National Statistical Research Program, the Key Research and Development Project of Anhui Province, the Project of the Social Science Foundation of Anhui Province, the Natural Science Foundation Project of Shandong Province, etc. He has presided over 10 projects entrusted by governments and enterprises. He has been awarded 7 provincial and ministerial scientific research awards, including one first prize and two second prizes. He has published 2 monographs and obtained 2 national invention patents. In recent years, he has published more than 150 papers in Journal of Management Sciences in China, Systems Engineering--Theory and Practice, Journal of Systems Engineering, Chinese Journal of Management Science, Quantitative Economics and Technology Economics, Statistical Research, Mathematical Statistics and Management, Nankai Management Review, Economic Review, International Journal of Finance & Economics, International Journal of Operations & Production Management, Journal of Risk, Journal of Forecasting, Expert Systems with Applications, Economic Modelling, Pacific-Basin Finance Journal, North American Journal of Economics and Finance, Journal of Applied Statistics, Statistical Papers, Statistical Modelling, Statistics, Neurocomputing, Knowledge-Based Systems, Applied Soft Computing, Energy, and other mainstream journals at home and abroad. More than 50 papers have been indexed by SSCI/SCI. In terms of teaching, he has undertaken the teaching tasks of 12 courses, including Advanced Econometrics, Management Research Methodology, Management Data Analysis, Western Economics, etc. He is in charge of the construction of Business Administration Major, a first-class brand specialty in Anhui Province. He has been awarded one special prize, one first prize and three second prizes of Teaching Achievement Award at provincial and ministerial levels, and five prizes of Teaching Achievement Award at department and bureau levels. He has been the editor-in-chief of one national planning textbook of the Eleventh Five-Year Plan, and another textbook. He has been awarded two first prizes and one second prize of HFUT Excellent Teaching Effect Award. He has supervised doctoral and master students who have obtained 10 national scholarships, and 5 have been awarded Excellent Graduates of Anhui Province. He has supervised students to win the third prize in the Challenge Cup Science and Technology Competition. Among his graduated postgraduates, some went to teach in universities such as University of Science and Technology Beijing and Fuzhou University, some went to work in enterprises such as Huawei and Anhui Investment Group, and some went to study in the UK and other countries.
Work Experience
Visiting Scholar at Florida State University, US May 2012 - May 2013
Professor of Hefei University of Technology, China Apr 2011 to present
Teaching Assistant, Lecturer, Associate Professor and Professor of Shandong Technology and Business University, China Apr 2000 - Apr 2011
Education Background
Doctor Tianjin University 2006
Master Dongbei University Of Finance and Economics 2000
Bachelor Fuyang Normal University 1997
Awards Received
Scientific Research Awards
First Prize of the 14th Ningxia Excellent Achievement Award in Philosophy and Social Science in 2020
Second Prize of the Eighth Anhui Province Excellent Academic Paper in Natural Science in 2016
Second Prize of the Ninth National Excellent Achievement Award in Statistical Research in 2009
Second Prize of the 23rd Excellent Achievement Award in Social Science of Shandong Province in 2009
Second Prize of "2008 Excellent Scientific Research Achievement Award of Shandong Higher Education Institutions" in 2009
Third Prize of Science and Technology Progress Award of Shandong Province in 2009
National Excellent Doctoral Thesis in 2008
Third Prize of "Excellent Academic Paper of the Sixth China Association of Science and Technology Journal" in 2008
Third Prize of the Ninth National Excellent Achievement Award in Statistical Research in 2008
Third Prize of the Eighth National Excellent Achievement Award in Statistical Research in 2006
Second Prize of Excellent Scientific Research Achievement Award of Humanities and Social Sciences of Shandong Higher Education Institutions in 2005
Second Prize of the 17th Excellent Achievement Award in Social Science of Yantai City in 2005
Third Prize of the Seventh National Excellent Achievement Award in Statistical Research in 2004
Teaching Awards
Third Prize of Postgraduate Teaching Achievement Award of Anhui Province in 2022
Special Prize of Teaching Achievement Award of Anhui Province in 2020
First Prize of Excellent Teaching Effect Award in the Group of Professors and Associate Professors in the Academic Year 2009-2010 of Shandong Technology and Business University in 2010
First Prize of the Sixth Shandong Province Higher Education Teaching Achievement Award in 2009
Second Prize of the Sixth Shandong Province Higher Education Teaching Achievement Award in 2009
Second Prize of Teaching Achievement Award of Shandong Technology and Business University in 2009
First Prize of Excellent Teaching Effect Award in the Group of Professors and Associate Professors in the Academic Year 2008-2009 of Shandong Technology and Business University in 2009
Third Prize of the Ninth National Excellent Achievement Award in Statistical Research in 2008
Second Prize of Excellent Teaching Effect Award in the Group of Professors and Associate Professors in the Academic Year 2007-2008 of Shandong Technology and Business University in 2008
Second Prize of the Fifth Shandong Province Higher Education Teaching Achievement Award in 2005
Third Prize of the Fourth Classroom Teaching Skills Competition for Young Teachers in 2002
Intellectual Contribution
Journal Articles
1.Anomaly detection for multivariate times series through the multi-scale convolutional recurrent variational autoencoder,EXPERT SYSTEMS WITH APPLICATIONS,2023-11-30
2.Social media, investor-company interaction and insider trading profitability: Evidence from China,RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE,2023-10-31
3.A MIDAS multinomial logit model with applications for bond ratings,GLOBAL FINANCE JOURNAL,2023-08-31
4.Robust Measure of Dynamic Higher Moments Risk and Its Application to Parametric Portfolio Selection,Operations Research and Management Science,2023-08-25
5.MeasuringMulti-PeriodVaRandCVaRBasedonQRNN+GARCHFamilyMAMethod,JOURNAL OF APPLIED STATISTICS AND MANAGEMENT,2023-06-28
6.Social media Q&A text semantic similarity and corporate fraud: evidence from the Shanghai Stock Exchange E-interaction platform in China,ASIA-PACIFIC JOURNAL OF ACCOUNTING & ECONOMICS,2023-06-21
7.The More Positive Tone，the Less Amount of Financing:A Study of the Effects of Management Net Tone on Financial Constraints,Audit & Economy Research,2023-06-20
8.The role of long- and short-run correlation networks in international portfolio selection,INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS,2023-05-31
9.Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient,METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY,2023-05-31
10.Event-Triggered Federated Learning for Fault Diagnosis of Offshore Wind Turbines With Decentralized Data,IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING,2023-05-05
11.An unrestricted MIDAS ordered logit model with applications to credit ratings,INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS,2023-03-06
12.Deep learning on mixed frequency data,JOURNAL OF FORECASTING,2023-01-31
13.Mean-VaRParametricPortfolioSelectionviatheMIDAS-QR Method,Journal of Systems Science and Mathematical Sciences,2023-01-31
14.Class-Imbalance Privacy-Preserving Federated Learning for Decentralized Fault Diagnosis With Biometric Authentication,IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS,2022-12-31
15.Home bias in reward-based crowdfunding and its impact on financing performance: Evidence from China,PACIFIC-BASIN FINANCE JOURNAL,2022-12-31
16.Regional disparities and convergence characteristics of China's high-quality economic development,Statistics & Decision,2022-11-09
17.Does the readability of disclosure affect the cost of equity? Evidence from MD&A text mining,Securities Market Herald,2022-10-12
18.Fault diagnosis of wind turbine bearing and gearbox based on group－sequence and multi－branch CNN－LSTM model,Journal of Mechanical & Electrical Engineering,2022-08-20
19.Tail dependence network of new energy vehicle industry in mainland China,ANNALS OF OPERATIONS RESEARCH,2022-08-01
20.Network Relationship of Collective Enterprise Annuity and Investment Performance,Insurance Studies,2022-05-20,(5):29-47
21.A Novel U-MIDAS-Mlogit Model with Applications,The Journal of Quantitative & Technical Economics,2022-04-05,39(4):168-188
22.Surname relationship and trade credit: Evidence from China,RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE,2022-04-01
23.Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model,JOURNAL OF FORECASTING,2022-04-01
24.The role of tail network topological characteristic in portfolio selection: A TNA-PMC model,INTERNATIONAL REVIEW OF FINANCE,2022-03-15
25.Weighted quantile discrepancy-based deep domain adaptation network for intelligent fault diagnosis,KNOWLEDGE-BASED SYSTEMS,2022-03-15
26.Dissecting click farming on the Taobao platform in China via PU learning and weighted logistic regression,ELECTRONIC COMMERCE RESEARCH,2022-03-01
27.Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques,ANNALS OF OPERATIONS RESEARCH,2022-01-31
28.Few-shot fault diagnosis of rotating machinery with two-branch prototypical networks,JOURNAL OF INTELLIGENT MANUFACTURING,2022-01-07
29.The Effect of Development of Social Good Products on Market Value: Evidence From Vaccine Manufacturing Enterprises,IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT,2022-01-04
30.Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market,NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE,2021-11-01
31.Which goods are most likely to be subject to click farming? An evidence from the Taobao platform,ELECTRONIC COMMERCE RESEARCH AND APPLICATIONS,2021-11-01
32.Systemic risk of China's commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach,APPLIED ECONOMICS LETTERS,2021-10-24
33.The impact of social media input intensity on reward-based crowdfunding performance: evidence from China,ELECTRONIC COMMERCE RESEARCH,2021-10-15
34.QRNN-MIDAS: A novel quantile regression neural network for mixed sampling frequency data,NEUROCOMPUTING,2021-10-07
35.Reinvestigating international crude oil market risk spillovers to the Chinese financial market via a novel copula-GARCH-MIDAS model,JOURNAL OF RISK,2021-10-01
36.An elastic-net penalized expectile regression with applications,JOURNAL OF APPLIED STATISTICS,2021-09-10
37.Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model,INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,2021-09-01
38.A large constrained time-varying portfolio selection model withDCC-MIDAS: Evidence from Chinese stock market,INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS,2021-07-01
39.Do network capabilities improve corporate financial performance? Evidence from financial supply chains,INTERNATIONAL JOURNAL OF OPERATIONS & PRODUCTION MANAGEMENT,2021-06-01
40.Measurement and Analysis of China’s Provincial Economic High-quality Development in the New Era,On Economic Problems,2021-02-04,(3):16-25
41.Exploring the dependence structure among Chinese firms in the 5G industry,INDUSTRIAL MANAGEMENT & DATA SYSTEMS,2021-02-02
42.Reverse restricted MIDAS model with application to US interest rate forecasts,COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2021-02-01
43.Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach,NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE,2021-01-01
44.Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty,FINANCE RESEARCH LETTERS,2021-01-01
45.Social media, interaction information and stock market efficiency: evidence from the Shenzhen stock exchange easy interaction platform in China,ASIA-PACIFIC JOURNAL OF ACCOUNTING & ECONOMICS,2020-10-03
46.Mixed data sampling expectile regression with applications to measuring financial risk,ECONOMIC MODELLING,2020-09-01
47.The impact of soft information extracted from descriptive text on crowdfunding performance,ELECTRONIC COMMERCE RESEARCH AND APPLICATIONS,2020-09-01
48.Imbalanced fault diagnosis of rotating machinery via multi-domain feature extraction and cost-sensitive learning,JOURNAL OF INTELLIGENT MANUFACTURING,2020-08-01
49.A novel (U)MIDAS-SVR model with multi-source market sentiment for forecasting stock returns,NEURAL COMPUTING & APPLICATIONS,2020-05-01
50.Portfolio Selection with Conditional Skewness Estimatedvia MIDAS Quantile Regressions,Chinese Journal of Management Science,2020-03-12,29(3):24-36
51.Block average quantile regression for massive dataset,STATISTICAL PAPERS,2020-02-01
52.A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection,NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE,2020-01-01
53.Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach,PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2019-11-15
54.A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility,EXPERT SYSTEMS WITH APPLICATIONS,2019-10-15
55.Predicting market interest rates via reverse restricted MIDAS model,Journal of Management Sciences in China,2019-10-15,22(10):55-71
56.Improved local quantile regression,STATISTICAL MODELLING,2019-10-01
57.An artificial neural network for mixed frequency data,EXPERT SYSTEMS WITH APPLICATIONS,2019-03-15
58.Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility,KNOWLEDGE-BASED SYSTEMS,2019-02-15
59.Portfolio selection via D-vine copula-quantile regression method,Journal of Systems Engineering,2019-02-15,34(1):69-81
60.Portfolio selection based on predictive joint return distribution,APPLIED ECONOMICS,2019-01-08
61.Quantile regression for large-scale data via sparse exponential transform method,STATISTICS,2019-01-02
62.Investigating Risk Spillover Effects among Stock Markets: A Vine Copula- CAViaR Approach,System Engineering Theory and Practice ,2018-11-25,38(11):2738-2749
63.Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth,ECONOMIC MODELLING,2018-11-01
64.Mean-ES based Portfolio Selectionvia Expectile Regression,Chinese Journal of Management Science,2018-10-15,26(10):20-29
65.Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach,PACIFIC-BASIN FINANCE JOURNAL,2018-10-01
66.Quantile Vector Autoregressive Distributed Lag Model and Impulse Response Analysis,Journal of Systems Engineering,2018-08-15,33(4):472-487
67.Time-Varying Portfolio Selection Based on DCC- MIDAS and Parametric Scheme,Journal of Systems Science and Mathematical Sciences ,2018-04-15,38(4):438-455
68.Lockand SCAD Penalty Based Regression for Large-scale Data,JOURNAL OF APPLIED STATISTICS AND MANAGEMENT,2018-04-10,37(6):1023-1040
69.Electrical load forecasting based on self-adaptive chaotic neural network using Chebyshev map,NEURAL COMPUTING & APPLICATIONS,2018-04-01
70.Evaluating and Preventing Multi- period Price Risks in Supply Chain Finance via QRNN+ GARCH Method,JOURNAL OF APPLIED STATISTICS AND MANAGEMENT,2018-02-23,37(4):728-740
71.Sampling Lasso quantile regression for large-scale data,COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2018-01-31
72.Evaluation of Fund Managers' Stock Selection and Timing Ability Based on Generalized Additive Quantile Regression,Finance and Accounting Monthly,2017-12-11,(35):102-108
73.Corporate Social Responsibility,Bank Credit and Corporate Investment —Based on Mediation Effect Test,Journal of Business Economics,2017-11-15,(11):49-96
74.Conditional density forecast of China's energy demand via QRNN model,APPLIED ECONOMICS LETTERS,2017-09-18
Conference Paper
1.Non-rechargeable battery remaining useful life prediction with interactive attention sequence to sequence network,2022 IEEE 20th International Conference on Industrial Informatics (INDIN),2022-12-15
2.A New Portfolio Investment Strategy Considering the Network Relationship of Financial Assets,The 16th (2021) Annual Conference of China Management,2021-11-05
3.The Influence of Institutional Investors on the Risk of Stock Price Collapse of Listed Companies,The 19th China Annual Conference of Management Sciences,2017-10-20
Conference Presentation
1.Financial prediction and decision-making based on internet big data,2020 Annual Conference and First Big Data Marketing Professional Construction Seminar of the Big Data Marketing Branch of the China Society of Business Statistics,2020-09-28
2.A large constrained time-varying portfolio selection model with DCC-MIDAS:Evidence from Chinese stock market,The 9th International Academic Conference on Quantitative Economics in 2020,2020-08-26
3.Tail dependence network of new energy vehicle industry in mainland China,The 13th International Conference on Operations and Supply Chain Management,2019-07-19
4.A New Neural Network Model for Mixing Data,The 8th International Academic Conference on Quantitative Economics in 2019,2019-07-12
Project
1.Research on Algorithm and Application of AI Model for Device Health Management,2022-03-01,2027-02-28
2.Research on Mixing Measurement and Regulation of Systematic Risks Based on GaR New Framework,2022-01-01,2025-12-31
3.Algorithm of the Monitoring Model for Fan Blade Condition Based on Digital Analog Fusion,2021-05-01,2022-04-30
4.Exploration and Practice of Cultivating Innovation and Entrepreneurship Ability for Undergraduate Management Students in the New Generation Information Technology Environment,2021-01-01,2022-12-31
5.Economic Topic on Urban Intelligent Operation Platform: Research on Function, Model, Algorithm, and Application,2020-08-01,2021-07-31
6.Data-driven Intelligent Alarm and Algorithm of Fault Diagnosis Model for Mobile Devices,2020-04-01,2021-03-31
7.Research on Model, Algorithm, and Application of Deep Learning for Device Health Management Based on Multisource Data Fusion,2020-01-02,2021-12-31
8.Research on Nonlinear Modeling Methods and Applications for High-dimensional Mixing Data,2019-10-22,2021-10-21
9.business administration,2019-01-01,2020-12-31
10.Research on the Preliminary Design Scheme of the Economic Theme of the Urban Intelligent Operation Platform,2018-09-21,2019-12-31
Patents
1.Methods and devices for selecting and predicting high-dimensional data variables in the field of medical drugs,The invention,2022-04-01
Awards
1.Teaching Achievement Award,Provincial level,2020-01-11
Courses Taught
Lectures on Frontier Academics--MBA
Advanced Econometrics--PhD Teaching
Management Research Methodology--PhD Teaching
Market Research Internship--Undergraduate Teaching
Economics--Undergraduate Teaching
