九州大学 研究者情報
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儲 梅芬(ちゆう めいふん) データ更新日:2021.01.17

講師 /  経済学研究院 産業・企業システム部門 経営システム


主な研究テーマ
マルチフラクタル分析及び応用
カーネル分析及び応用
オプションプライシング
ウェブレット分析及び応用
キーワード:時系列、マルチフラクタル,カーネル分析,遺伝的アルゴリズム、ウェブレット変換、国際資本市場、外国為替市場
2005.04.
研究業績
主要原著論文
1. Meifen Chu Guangyuan Zhou Wenfeng Wu (2021), Data Envelopment Analysis on Relative Efficiency Assessment and Improvement: Evidence from Chinese Bank Branches, 34th EBES CONFERENCE PROCEEDINGS VOLUME - II, p.845-870, January 6-8. 2021, 2021.01, The objective of this research is four-fold. First, we focus on micro-level analysis of 18 bank branches of one large Chinese commercial bank using the Data Envelopment Analysis (DEA). Second, we decompose the effectiveness into efficiency and productivity to estimate the bank branches’ relative efficiency and productivity. This has rarely been conducted by previous researchers. Third, we employ a novel approach to further detect the efficiency of the bank branches, that is, to introduce operating environment factors with three dimensions (business conditions, competitiveness, and future development) to rank the bank branches’ efficiency. Finally, according to the assessment results, we suggest practical measures to improve the efficiency of inefficient branches in the areas of expense, revenue, and management. Our suggestions are beneficial to any commercial bank’s policy making..
2. Meifen Chu(2020), WAVELET ANALYSIS OF THE EURO AND ITS CO-MOVEMENT WITH FOUR EXCHANGE RATES, EURASIAN JOURNAL OF SOCIAL SCIENCES, DOI: 10.15604/ejss.2020.08.03.004, 8(3), 2020,, 123-133, 2020.10, The objective of this study is to examine the characteristics of the Euro exchange rate and its co- movement with four main currencies (the AUD, POUND, YEN, and RMB). After the Euro was adopted as an official currency in EU area, it grew rapidly and became the second most-traded currency in the world. The increasing importance of the Euro drew much attention from researchers and policymakers. This paper employs the wavelet analysis, which has become popular and recently is applied in various fields, such as medical science, radio science and social science. First, this paper observes five currency exchange series: the EURO, AUD, POUND, YEN and RMB. Next, using wavelet analysis, it examines the characteristics of each series. Then, a wavelet coherence analysis is used to examine the interdependence between the EURO and the other four currencies. The results indicate that the Euro displays a greater interdependence with the AUD and POUND, while it has lesser correlations with the YEN and RMB. This implies the Euro co-moves with the American and European exchange markets while it is less related with the Asian counterpart. It is interesting to note that the Yen led the Euro during the global financial crisis. Further, the Euro has interdependence with the four exchange rates at shorter periodicities during the crisis periods and is correlated with the four at long periodicities in the long run..
3. Meifen Chu(2018), Multifractal Characteristics of the Euro Exchange Rate, Journal of Political Economy, Vol. 85, No. 4, p107-p117, Society of Political Economy, Kyushu University, Journal of Political Economy, 85, 4, 107-117, open access, 2018.12.
4. Meifen Chu(2017), "Comparing Chinese and Japanese Stock Markets Using Hurst's Exponent Analysis", Entrepreneurship, Organizational Change and Employment Management, p388-p398, Nanjing University Press, 査読付き, 388-398, 2017.06.
5. Meifen Chu(2017), "A Comparative Analysis of Vietnamese and Chinese Stock Market Using Hurst Exponent Analysis", GSTF Journal of Business Review, Vol. 5, No.1, p 38-45, 査読付き, 2017.04.
6. Meifen Chu(2016), "A Comparative Study of Vietnam and China Stock Market", The 6th Annual International Conference on Qualitative and Quantitative Economics Research (QQE 2016), Proceeding, 査読付き, 2016.05.
7. 儲 梅芬(2016), 「ベトナム証券市場の非線形時系列分析」,『 経済学研究』, Vol.82, No.5・6, p1-11, 第82巻, 第5・6合併号, 1-11, 2016.03.
8. Meifen Chu(2014), "Multifractal analysis on Chinese and Japanese stock market", Proceedings of the Joint Conference by Nanjing University and Renmin University, p1-17, 2014.06.
9. 儲梅芬(2013), 「混合分布およびGAを用いるオプションの価格付け」, 『 経済学研究』, Vol.80, No. 2-3, p69-83, 2013.09.
10. Meifen Chu(2012), “Analysis of Nonlinear Characteristics on the Shanghai Stock Market”, Journal of Political Economy, 2012.03.
11. Meifen Chu(2011), "Nonlinear Time Series Analysis of China Stock Market", Enterprise Management in a Transitional Economy and Post Financial Crisis, p299‐309, Nanjing University Press, June 2011 , 2011.06.
12. 儲梅芬(2007), 「ウェーブレット変換による人工株式時系列のマルチフラクタル性分析とそのエージェント行動分析への応用」,九州経済学会『九州経済学会年報第45集』,121-127頁, 2007.12.
13. 儲梅芬(2007), 「Kernel-based手法を用いた判別分析の高性能化とそのクレジット審査への応用」,九州大学経済学会『経済論究』,第126・127合併号,79-89頁, 2007.03.
14. 儲 梅芬(2006), 「GPによる状態方程式近似とモンテカルロフィルタ法を用いたGARCHモデル推定」,九州経済学会『九州経済学会年報第44集』,205-210頁, 2006.12.
15. 儲 梅芬(2006), 「ジャンプ過程を含む変動要因で記述される投資・事業モデルのリアルオプション手法による評価とその応用」,九州大学経済学会『経済論究』,第125号,41-56頁, 2006.07.
16. 修士論文, 儲 梅芬(2002),「2項モデルによるオプションの価格付け理論の実証的研究」.
17. 博士論文, 儲 梅芬(2007),「時系列解析を中心としたシステムリスクモデルリング・分析手法に関する研究」.
主要学会発表等
1. Meifen Chu (2018), Chinese Bank Branches Efficiency Assessment and Proposals Using Data Envelopment Analysis, 2018 Kyushu Chugoku and Sikoku Area Study Group, Japan Society of Monetary Economics, 2018.12.
2. Meifen CHU, Detecting the characteristics of the Euro Exchange Rate, 2018 EUSAAP Conference, 2018.06.
3. Meifen CHU, Hurst Exponent Analysis of Chinese and Japanese Stock Market, Autumn Annual Meeting of Japan Society of Monetary Economics, 2017.09.
4. Meifen CHU, A Comparative Analysis on the Chinese and Japanese Stock Market Using Hurst Exponent Analysis Approach, The Ninth International Symposium on Multinational Business Management, 2017.06.
5. 儲 梅芬, Hurst Exponent Analysis of Vietnamese Stock Market, 2016 BIC統計科学学会(福岡), 2016.12.
6. Meifen CHU, A Comparative Study of Vietnam and China Stock Market, 6th Annual International Conference on Qualitative and Quantitative Economics Research (QQE 2016), 2016.05.
7. CHU Meifen, Nonlinear Time Series Analysis of Vietnam Stock Market, Japan Society of Monetary Economics, Kyushu, Chugoku and Shikoku Area Study Group Meeting, 2016.03.
8. Meifen Chu, Nonlinear Test and its Application to Stock Market, 九州経済学会, 2011.12.
9. Meifen Chu, Nonlinear Time Series Analysis of China Stock Market, The 6th Joint Conference by Nanjing University, Kyushu University and Renmin University of China, 2011.06.
10. Meifen Chu, Multifractal Analysis and its Application to Shanghai Stock Market, 九州経済学会, 2009.12.
学会活動
学会大会・会議・シンポジウム等における役割
2019.10.26~2019.10.26, The 14th Joint Conference by Kyushu University, Renmin University of China and Nanjing University, コーディネーター、司会.
2018.11.17~2018.11.17, The 13th Joint Conference by Kyushu University, Renmin University of China and Nanjing University, 企画、司会(Moderator).
2017.06.20~2017.06.21, The 12th Joint Conference by Renmin University, Nanjing University and Kyushu University, コーディネーター .
2016.12.03~2016.12.03, 九州経済学会, 司会(Moderator).
2016.03.20~2016.04.20, Japan Society of Monetary Economics, Kyushu, Chugoku and Shikoku Area Study Group, 司会(Moderator).
2014.12.06~2014.12.06, Japan Society of Monetary Economics, Kyushu, Chugoku and Shikoku Area Study Group, 司会(Moderator).
2012.12.01~2012.12.01, 九州経済学会, 司会(Moderator).
2010.06~2010.06, 日本応用経済学会, 討論者.
2011.12~2011.12, 九州経済学会, 討論者.
2010.12.01~2010.12.07, 九州経済学会, 司会(Moderator).
2009.12.05~2009.12.05, 九州経済学会, 討論者.
2016.11.03~2016.11.03, The 11th Joint Conference by Renmin University, Nanjing University and Kyushu University , コーディネーター.
2016.12.03~2016.12.03, 九州経済学会, 司会.
2015.11.20~2016.11.20, The 10th Joint Conference by Renmin University, Nanjing University and Kyushu University, 企画、コーディネーター.
2016.03.20~2016.03.20, Japan Society of Monetary Economics, Chairperson.
2014.12.06~2014.12.06, 2014年日本金融学会西日本部会, 司会.
2014.06.13~2014.06.13, The 9th Joint Conference by Renmin University, Nanjing University and Kyushu University , コーディネーター.
2013.11.06~2013.11.06, The 8th Joint Conference by Renmin University, Nanjing University and Kyushu University , コーディネーター.
2012.11.17~2012.11.18, The 7th Joint Conference by Renmin University, Nanjing University and Kyushu University, 企画、コーディネーター.
2010.11~2010.11, The 5th Joint Conference by Kyushu University, Renmin University of China and Nanjing University, コーディネーター.
2008.06~2008.06, The 3rd Joint Conference by Kyushu University, Renmin University of China and Nanjing University, コーディネーター.
2009.11.19~2009.11.19, The 4th Joint Conference by Kyushu University, Renmin University of China and Nanjing University, Conference Excecutive Committee Member, コーディネーター.
2011.06.05~2011.06.06, The 7th international symposium on multinational business management , コーディネーター.
その他の研究活動
海外渡航状況, 海外での教育研究歴
台湾国立大学, Taiwan, 2020.01~2020.01.
中國人民大学, China, 2019.10~2019.10.
上海交通大学, China, 2019.08~2019.08.
Renmin University of China, China, 2018.04~2018.04.
University of Queensland, Australia, 2018.03~2018.03.
上海交通大学, China, 2018.07~2018.09.
中國人民大学, China, 2018.04~2018.04.
University of Queensland, Australia, 2018.03~2018.03.
Shanghai Jiaotong University, China, 2018.01~2018.02.
中国人民大学, China, 2017.04~2017.04.
上海交通大学, 中国人民大学, China, 2017.03~2017.03.
University of Queensland, Australia, 2017.03~2017.03.
国立台湾大学, Taiwan, 2016.12~2016.12.
中国人民大学, China, 2016.11~2016.11.
上海交通大学, 上海財経大学, China, 2016.09~2016.09.
上海交通大学, 東華大学, China, 2016.08~2016.08.
中国人民大学, China, 2016.04~2016.04.
中国人民大学, China, 2016.03~2016.03.
国立台湾大学, Taiwan, 2016.01~2016.01.
中国人民大学, China, 2015.03~2015.03.
中国人民大学, China, 2015.03~2015.03.
国立台湾大学, Taiwan, 2015.02~2015.02.
2014日本留学フェア, ベトナム国家大学附属高校, Vietnam, 2014.11~2014.11.
Vietnam National University Hanoi, ダナン外務局、Hue Foods、その他, Vietnam, 2014.08~2014.08.
Nanjing University, China, 2014.06~2014.06.
Renmin University of China, China, 2014.04~2014.04.
Renmin University of China, China, 2014.03~2014.03.
OCSC International Education, Thailand, 2013.10~2013.10.
Vietname Stock Exchanges, Hanoi, Vietnam, 2013.08~2013.08.
Shanghai University of Finance and Economics, China, 2013.08~2013.08.
Taipei World Trade Center Exhibition Hall, Taiwan, 2013.07~2013.07.
Renmin University of China, China, 2013.06~2013.06.
Renmin University of China, China, 2013.04~2013.04.
Ateneo De Manila University, Philippines, 2013.03~2013.03.
Fudan University, China, 2012.08~2012.08.
セコム西安、ブラザー西安、ToTo上海、西日本シティ銀行上海オフィスなど, China, 2012.08~2012.08.
Renmin University of China, China, 2012.04~2012.04.
Hanoi Stock Exchange, UST Shanghai, JETRO Shanghai, The Nishi-Nippon City Bank, Ltd., Shanghai Office, Vietnam, China, 2011.11~2011.11.
ZheJiang University, China, 2011.10~2010.10.
Renmin University of China, China, 2011.06~2012.06.
Nanjing University, China, 2011.06~2011.06.
Renmin University of China, China, 2011.04~2011.04.
The Institute for Business and Finance Research, UnitedStatesofAmerica, 2011.01~2011.01.
Renmin University of China, Peking University, Tsing Hua University, China, 2010.04~2012.04.
Renmin University of China, China, 2010.03~2010.03.
Renmin University of China, China, 2009.12~2009.12.
Renmin University of China, China, 2009.11~2009.11.
Fudan University, China, 2009.10~2009.10.
Renmin University of China, China, 2009.04~2009.04.
Renmin University of China, China, 2008.09~2011.09.
Nanjing University, China, 2008.06~2008.06.
受賞
Outstanding Research Award, The Institute for Business and Finance Research, 2011.01.

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