研究领域

• 主要从事金融工程、数量经济、灾害管理、计算数学等方面的科学研究。研究成果主要集中在金融时间序列模型构建及应用，以及气象灾害风险管理研究两个方面。

论文成果 More>>

• Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method .Physica A .2019 ,526
• Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market .Physica A .2018 (506) :156-169
• Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets .Physica A .2017 (468) :119-130
• Causal relationship between the global foreign exchange market based on complex networks and entropy theory .Chaos Solitons & Fractals .2017 (99) :36-44
• Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets .Physica A .2017 (472) :67-76
• Structure characteristics of the international stock market complex network in the perspective of whole and part .Discrete Dynamics in Nature and Society .2017 (11)
• Simulation analysis of multifractal detrended methods based on the ARFIMA process .Chaos Solitons & Fractals .2017 (105) :235-243
• Effect of weather on agricultural futures markets on the basis of DCCA cross-correlation coefficient analysis .Fluctuation and Noise Letters .2016 ,15 (2)
• Asymmetric-Structure Analysis of Carbon and Energy Markets .Fractals .2016 ,24 (1)
• Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform .Physica A: Statistical Mechanics and its Applications .2016 (444) :505-523
• Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition .Chaos, Solitons & Fractals .2016 (83) :212-222
• Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis .Physica A: Statistical Mechanics and its Applications .2015 (436) :25-35
• Asymmetric statistical features of the Chinese domestic and international gold price fluctuation .International Journal of Modern Physics B .2015 ,29 (17)
• Effects of climatic events on the Chinese stock market: applying event analysis .Natural Hazards .2015 ,77 (3) :1979-1992
• Does the weather affect the Chinese stock markets? Evidence from the analysis of DCCA cross-correlation coefficient .International Journal of Modern Physics B .2015 ,29 (1)
• Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data .Physica A: Statistical Mechanics and its Applications .2014 (414) :308-320
• Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods .Modern Physics Letters B .2014 ,28 (11)
• Time-varying long memories of the Chinese currency and stock markets based on the Hurst exponent .Fluctuation and Noise Letters .2014 ,13 (1)
• Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market .Physica A: Statistical Mechanics and its Applications .2014 (393) :460-469
• Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA .Physica A: Statistical Mechanics and its Applications .2013 ,392 (4) :797-807

专利

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著作成果

• 基于分形分析的我国股市波动性研究
• 中国汇市和股市的关系研究
• Multifractal Detrended Analysis Method and Its Application in Financial Markets

科研项目

• 社会应急救援服务的金融支持研究, 国家自然科学基金项目 , 2017/01/01 , 结题中 , 国家社科基金重大项目子课题
• 跨市场风险传递的非对称多重分形DCCA方法构建及其应用研究, 国家自然科学基金项目 , 2014/01/01 -2017/12/01 , 已结题
• 股市与汇市关系的分形长记忆动态VAR模型构建与应用 , 2010/01/01 -2012/12/01 , 已结题 , 国家自然科学基金青年项目
• 基于计算金融实验的市场崩溃与模仿式羊群行为研究 , 2013/03/01 -2016/12/01 , 已结题 , 国家自然科学基金项目，面上项目
• 气象灾害救助保障能力建设研究 , 2012/03/01 -2013/03/03 , 已完成 , 中国气象局软科学研究课题
• 气象防灾减灾服务效益评价的指标体系及方法研究 , 2011/03/01 -2012/03/01 , 已完成 , 中国气象软科学研究课题
• 气候变化对中国证券市场波动的影响及其对策研究, 已完成 , 2008/03/01 -2009/03/01 , 中国气象软科学研究课题
• 人民币汇率波动对江苏上市公司权益风险的影响研究 , 2008/03/01 -2010/03/01 , 已完成 , 江苏省高校哲学社会科学基金项目
• 境外上市引发的财富转移效应的实证研究 , 2010/03/01 -2011/03/01 , 已完成 , 中国博士后科学基金项目
• 江苏海洋发展评价指标体系研究 , 2017/11/01 , 结题中 , 江苏省社会科学基金项目
• 社会应急救援管理的金融支持问题研究 , 2017/11/01 , 正在进行 , 高校哲学社会科学研究重大项目
• 科研管理“放管服”背景下科研经费管理新机制新举措研究 , 2017/11/01 , 已结题； , 高校哲学社会科学研究项目
• 高校科研支出绩效评价体系构建与应用研究 , 2017/10/01 -2018/12/01 , 已结题 , 财经发展专项课题
• 非对称多重分形相关性分析方法及其在境内外股市风险传染分析中的应用 , 2013/01/01 -2016/12/01 , 已结题； , 青年基金项目
• 服务业FDI对制造业的作用机理及垂直溢出效应研究 , 2012/03/01 -2014/03/01 , 已完成 , 教育部人文社会科学研究规划基金项目