报告题目：人工智能在金融机构管理方向的应用
报告人：彭琦奥(Olivia Peng)
主持人：曹 玲
报告时间：5月6日14:00
报告地点：阅江楼350
欢迎广大师生参加！
主讲人简介：彭琦奥(Olivia Peng)，现为英国贝尔法斯特女王大学管理学院（信息技术组）讲师（终身教职）。2022年2月博士毕业于贝尔法斯特女王大学金融系，2022年2月-6月在女王大学计算机学院从事博后研究工作。以项目负责人/主要完成人身份主持/参与英国人工智能相关方向的企业项目3项(项目金额累计超过£150k)，具备扎实的产学研合作转换功底。现阶段已发表高质量SCI期刊论文13篇(1区6篇，2区3篇，ESI高被引2篇)。主要研究方向为基于机器学习和人工智能的非营利性金融机构管理，能源系统管理，电力市场分析，碳金融等。协调负责管理学院与中国各高校的合作办学及访学交流。并与包括华威、LSE、帝国理工在内的超过10所世界知名院校，以及包括花旗集团、普华永道在内的多所知名企业保持紧密的科研合作。
报告摘要：Credit Unions as non-profit institutions have a special contractual relationship with their members, with a key objective being that any surplus should be distributed in a way that prevents one member gaining at another member’s expense. In this paper, we develop a Gaussian Process Regression (GPR) based machine-learning approach in combination with the event study methodology proposed by Bauer (2008), to investigate how mergers affect the benefits ofthree groups of stakeholders. A clear and unambiguous finding from the study is that both saving and borrowing members of the acquired Credit Union benefit from mergers through being able to avail of better borrowing and savings rates. Additionally, the merger process benefits from ‘learning by doing’ in that superior outcomes emerge where acquiring Credit Unions have undertaken multiple mergers. By observing changes in CAMEL ratios for the merged institutions, it was also apparent that the regulatory authorities also benefit from mergers. That mergers lead to a larger proportion of assets being invested in loans and in faster equity growth is positive for the regulatory authorities as the continuing Credit Union is now much better placed to withstand future economic shocks to its balance sheet and less likely to require future access to the National Credit Union Share Insurance Fund.
管理工程学院
2023-4-27
