品牌：研究生学术训练营
系列主题：信息管理与数字营销前沿理论与方法
讲次：2022-2023学年第5讲
日期：2022年11月15日（星期二）
时间：14:00-15:30
地点：腾讯会议（会议号：557-995-009，密码：1115）
主办：ok138cn太阳集团
语言：汉语
讲座题目：Information Consumption, Risk Preference, and Portfolio Adjustment: A Machine Learning-enabled Empirical Investigation
内容提要：
Understanding customers’ risk preferences is important for financial firms to effectively target offerings and manage relationships; however, assessing customers’ risk preference, particularly at scale and over time, is challenging. Lacking for efficient measures, we have limited understanding on risk preferences and the associated decision-making. Especially, little research has been carried out on when and how customers adjust their portfolio from the perspective of managing risk. To fill this research gap, we employ machine learning techniques to leverage rich data on customers’ behavior that is commonly available to commercial banks to measure customers’ risk preferences. Using real-world data from a large commercial bank, we first identify customers’ risk preferences over time. Then, with the developed measure, we provide theoretical insights on how customers’ risk preferences, current portfolio risk and attention (i.e., observe financial products) jointly affect their portfolio adjustment. Further, a field experiment in a marketing campaign shows that, telemarketers doubled their conversion rates with our measure. These results suggest that the risk preference measure generated by machine learning has significant theoretical and practical implications.
主讲人简介：
徐心，清华大学经济管理学院教授、副院长、人工智能与管理（AIM）研究中心主任。国家杰出青年科学基金获得者，国家级高层次人才。在国际学术期刊和会议上发表论文80余篇，其中20篇发表在UTD/FT 期刊，谷歌学术引用8000次。研究方向包括企业数字化战略、金融科技、商务智能与分析。现任CNAIS理事长，担任MIS Quarterly（MISQ）Senior Editor。
报名方式：问卷星
报名链接：https://www.wjx.cn/vm/YaBPZAL.aspx#
报名二维码：
研究生学术训练营简介
为整合校内优秀学术资源、提升研究生学术研究和创新能力，ok138cn太阳集团研究生院于2018年推出“上外研究生学术训练营”计划，迄今已举办四批。学术训练营的形式为学术讲座、工作坊和学术沙龙等，主要对象为本校在读研究生、青年学者，欢迎兄弟高校师生参加! 具体活动信息既可参见主办单位官方网站和官微推送，也可参见研究生院官方网站发布的相关信息，链接网址：http://graduate.shisu.edu.cn/8852/list.htm。
