姓名: 吕智慧

行政职务:无

系别:统计系

职称:讲师/硕导

办公电话:

E-mail:202110004@oamail.gdufs.edu.cn

  • 个人简介
  • 科研成果
  • 所获荣誉
  • 教授课程

吕智慧,女,硕士研究生导师,2021年1月毕业于东北师范大学统计学专业,获理学博士学位。

长期从事于计量经济学,行为经济学,大维随机矩阵理论及其应用等领域的研究,在Emerging Markets Review, Research in International Business and Finance,Journal of Multivariate Analysis, Risk Management及Emerging Markets Finance and Trade等国际权威SCI、SSCI期刊发表论文13篇并担任Environmental and Ecological Statistic等权威期刊的审稿人。目前主持广东省区域联合项目1项,广州市科技局项目1项,广东省教育厅项目1项和广东省普通高校特色创新项目等多项科研项目。

科研成果:

[1] Zhihui Lv, He Xin, Wing-Keung Wong*(2026), Spillovers or Common Shocks? Factor-Adjusted Evidence on the Systemic Role of Green Finance,Research in International Business and Finance, Accepted in principle. (中科院二区Top)

[2] Zhihui Lv, He Xin, Wing-Keung Wong*(2026). From Mean to Machine Learning: Evolution and Econometric Synthesis Review of Granger Causality Methods. Asia-Pacific Financial Markets : 1-41.

[3]哈高帆,刘佳,吕智慧*,小学数学5C合作探究课堂过程模型的建构与关联结构检验,教育进展,2026, 16(9).DOI:10.12677/ae.2026.161992.

[4] Liu, Zhijun, Hu, Jiang, Bai, Zhidong, Zhihui Lv (2026). Asymptotic distributions of four linear hypothesis test statistics under a generalized spiked model. Journal of Multivariate Analysis, 105668.

[5] Zhihui Lv, Chun-Kei Tsang, Niklas F. Wagner, Wing-Keung Wong* (2023). What is an optimal allocation in Hong Kong stock, real estate, and money markets: an individual asset, efficient frontier portfolios, or a naive portfolio? Is this a new financial anomaly?. Emerging Markets Finance and Trade, 59(5):1554-1571.

[6] Wing-Keung Wong, Tsun Se Cheong, David Chui, Zhihui Lv*, João Paulo Vieito (2023). New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. Heliyon, 9(12): e22486. 

[7] Zhihui Lv, Amanda M. Y. Chu, Wing-Keung Wong*, Thomas C. Chiang (2021). The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio. Risk Management, 23: 97-122.

[8] Zhihui Lv, Amanda M.Y. Chu, Michael McAleer, Wing-Keung Wong* (2019). Modelling economic growth, carbon emissions and fossil fuel consumption in China: cointegration and multivariate causality. International Journal of Environmental Research and Public Health, 16(21): 4176.

[9] Rangan Gupta, Zhihui Lv*, Wing-Keung Wong (2019). Macroeconomic shocks and changing dynamics of the U.S. REITs sector. Sustainability, 11(10): 2776.

[10] Amanda M. Y. Chu, Zhihui Lv, Niklas F. Wagner*, Wing-Keung Wong (2020). Linear and nonlinear growth determinants: the case of Mongolia and its connection to China. Emerging Markets Review,  43: 100693.(中科院一区Top)

[11] Zhidong Bai, Yongchang Hui*, Dandan Jiang, Zhihui Lv, Wing-Keung Wong, Shurong Zheng (2018). A new test of multivariate nonlinear causality. PLoS ONE, 13(1): e0185155. 

[12] Oguzhan Cepni, Rangan Gupta*, Zhihui Lv (2020). Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio. Applied Economics Letters, 27(19): 1546-1551.

[13] Yan Liu, Zhidong Bai*, Hua Li*, Jiang Hu, Zhihui Lv, Shurong Zheng (2022). RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices. Statistics undefinedamp; Probability Letters, 187: 109501. 

主持科研项目:

       [1] 广东省区域联合基金,2022-2025,10万,在研,主持;

       [2] 广州市基础研究计划基础与应用基础研究项目,2022-2024,5万,结项,主持;

       [3] 广东省普通高校特色创新项目,2022-2024年,5万,结项,主持;

       [4] 广东外语外贸大学引进人才科研启动项目,2021-2025,5万,在研,主持。


所获荣誉:

广东外语外贸大学2025年度“优秀教学奖”三等奖

广东外语外贸大学2022年度“优秀科研业绩奖”三等奖

广东外语外贸大学2022年度考核“优秀”级别

广外数统学院2022年度优秀共产党员


指导学生获奖情况:

[1] 2026年美国大学生数学建模竞赛(MCM)指导教师,指导学生团队获得特等奖。

[2] 2025年广东省大学生数学建模竞赛暨全国大学生数学建模竞赛广东赛区本科组二等奖(指导教师)。

[3] 2026年第十六届全国大学生市场调查与分析大赛广东赛区研究生组一等奖(指导教师)。

[4] 2025–2026年“挑战杯”广东外语外贸大学大学生课外学术科技作品竞赛三等奖(指导教师)。 


本科生:高等数学、数理统计、贝叶斯统计、概率论、统计学、数学思维与应用,数据挖掘实务

研究生:应用统计案例实务,数据挖掘与机器学习


 

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