Shangguan Wuyue postdoctoral joined the postdoctoral station of management science and engineering of Xiamen University in August 2020. On August 12, 2021, the academic paper "Developing a Composite Measure to Represent Information Flows in Networks: Evidence from a Stock Market" signed by Shangguan Wuyue postdoctoral was officially accepted by the international top journal Information Systems Research, which will become the first article published by the school of management in this journal. Information Systems Research is one of the top 24 academic journals (UTD24) selected by the University of Texas, Dallas. Information Systems Research is a top journal in the field of international information systems and enjoys a high academic reputation in the field of international management.
From the perspective of design science, this paper proposes a measure index to reflect the information flow in the network: Eigen Attention Centrality (EAC). This index takes into account not only the topological characteristics of the network, but also the information intensity of the individual and the information diffusion degree from other individuals. This paper applies EAC index to the situation of stock return prediction, uses a series of prediction models based on machine learning, and combines a variety of prediction performance evaluation methods to evaluate the effectiveness and usefulness of EAC index.
Biography: Dr. Shangguan Wuyue graduated from the school of management of Zhejiang University and received a doctorate in management science and Engineering in 2020. From 2017 to 2018, she was supported by the national study abroad fund committee and served as a joint training doctor at the University of Texas at Austin. Her co tutor was professor prabhudev konana (now the dean of the Business School of the University of Maryland). In August 2020, she joined the postdoctoral station of management science and engineering of Xiamen University, and the cooperative tutor is Professor Cai Shun. Dr. Shangguan Wuyue's research interests include social media, social networks, financial technology, digital technology, etc. Her achievements have been published in international well-known journals information systems research, finance research letters, and a number of top international conference proceedings in the field of information systems. And she has participated in a number of general projects of the National Natural Science Foundation of China.
