Carlos Kun-Ben Lin

Carlos Kun-Ben Lin (also known as Kwan Bun Lam) is currently a Ph.D. student in Management Science and Engineering (Energy Economics and Climate Policy) at Beijing Institute of Technology. He received his master's degree in Applied Economics (master by research) from Macau University of Science and Technology in the year 2020. During his study in Macau, he was awarded Half of the Tuition Fee Waiver (awarding rate is approximately 3%). He has been engaging in Economics and Finance research since the year 2016 when he was an undergraduate student.

There are two stages of his research. Before the year 2021, he mainly concentrated on Momentum and Asset Pricing. He became interested in Agent-Based Computational Economics (ACE), Swarm Intelligence (SI), FinTech, and Energy Futures in the year 2021. His current research strives to enlist the approaches of ACE, SI, and FinTech to examine the issues in Momentum, Energy Futures, and Asset Pricing.

As a main contributor, his works have been published in Pacific-Basin Finance Journal (SSCI), Complexity (SCI), Emerging Markets Finance and Trade (SSCI), and Journal of Economic Interaction and Coordination (SSCI), to name a few.

His email is abm.finecon@gmail.com. Please click here to see his CV.

Selected Publications

1. “The Hesitation of Anxious Traders in an Agent-Based Model”, Complexity (2022, SCI, journal rejection rate 89%), with Bao-Jun Tang, Jing-Bo Huang, and Hung-Wen Lin

2. “The Competitions of Time-Varying and Constant Loadings in Asset Pricing Models: Empirical Evidence and Agent-Based Simulations”, Journal of Economic Interaction and Coordination (2021, SSCI), with Hung-Wen Lin, Jing-Bo Huang, and Shu-Heng Chen

3. “Which is the Better Fourth Factor in China? Reversal or Turnover?”, Pacific-Basin Finance Journal (2020, SSCI), with Hung-Wen Lin, Jing-Bo Huang, Joyce Zhang, and Shu-Heng Chen

4. “An Anecdote of Investor Anxiety and Momentum in China”, Complexity (2020, SCI, journal rejection rate 89%), with Hung-Wen Lin, Jing-Bo Huang, and Xia-Ping Cao

5. “Financial Transparency, Media Coverage, and Momentum in China”, Emerging Markets Finance and Trade (2020, SSCI), with Shu-Heng Chen, Xia-Ping Cao, Jing-Bo Huang, Yu-Bing Zhang, and Hung-Wen Lin

Other Publications

1. “Probing Price Adjustments and Heterogeneous Speculators for Oil Futures”, Computational Intelligence and Complexity (2022, EI), with Shu-Heng Chen, Bao-Jun Tang, Jing-Bo Huang, and Hung-Wen Lin (forthcoming)

2. “Hot Trading and Price Stability under Media Supervision in the Chinese Stock Market”, Decision Economics. Complexity of Decisions and Decisions for Complexity (2019, EI), with Hung-Wen Lin, Jing-Bo Huang, and Shu-Heng Chen

3. “Manipulated Information Dissemination and Risk-Adjusted Momentum Return in the Chinese Stock Market”, Advances in Artificial Intelligence, Software and Systems Engineering (2019, EI), with Hung-Wen Lin, Jing-Bo Huang, and Shu-Heng Chen

4. “Do Information Quantity and Transmission Make a Difference to the Stable Contrarian”, Decision Economics. Designs, Models, and Techniques for Boundedly Rational Decisions (2018, EI), with Hung-Wen Lin, Jing-Bo Huang, and Shu-Heng Chen

5. “Causalities among Momentum, Transparency and Media in China”, Proceedings of 2017 International Conference on Behavioral, Economic, and Socio-Cultural Computing (2017, EI), with Hung-Wen Lin and Jing-Bo Huang

Languages

Teochew (Native), Cantonese (Native), Mandarin (Native), English (Fluent)

Advisors and Mentors

1. Prof. Hung-Wen Lin (Email: d97724008@ntu.edu.tw), National Chung Hsing University, Taiwan, ROC (2016 ~ Present)

2. Distinguished Prof. Shu-Heng Chen (Email: chen.shuheng@gmail.com), National Chengchi University, Taiwan, ROC (2018 ~ Present)

3. Prof. Cody Yu-Ling Hsiao (Email: codyhsiaoanu@gmail.com), The Australian National University, Australia; Macao Polytechnic University, Macau China (2018 ~ Present)

4. Prof. Jing-Bo Huang, Sun Yat-Sen University, China (2017 ~ Present)

5. Prof. Xia-Ping (Jerry) Cao, Hang Seng University of Hong Kong, China (2020 ~ Present)