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杨继平
2023-05-06 10:25
  • 杨继平
  • 杨继平 - 教授-北京航空航天大学-经济管理学院-个人资料

近期热点

资料介绍

个人简历


理学学士 理学硕士(南开大学)管理学博士(北京航空航天大学)\r
美国 哥伦比亚大学Mailman公共卫生学院访问学者\r
美国 北卡罗莱纳大学(Charlotte)统计系和商学院访问学者\r
美国 加州大学(Ivine)决策科学研究所和Merage商学院访问学者\r
英国 伦敦城市大学Cass商学院访问学者\r
英国 斯特拉斯克莱德大学统计系和商学院访问学者

研究领域


风险决策方法和应用,金融投资分析、风险投资决策等\r
参数、非参数及半参数金融计量建模,金融风险管理,以及货币政策对股市波动的影响等\r
科研项目和政府部门预算绩效评估等""

近期论文


Yang, J. and Qiu, W., A measure of risk and a decision-making model based on expected utility and entropy, European Journal of Operational Research, 2005, 164(3), 792-799. (DOI:10.1016/j.ejor.2004.01.031; WOSUID: 000226855300018; EIAN: 2005048809014)\r
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Chiew, D.; Qiu, J.; Treepongkaruna, S.;Yang, J.; Shi, C. Performance of portfolios based on the expected utility-entropy fund rating approach. Entropy, 2021, 23(4), 481. (DOI:10.3390/e23040481; PMID:33919622; PMCID:PMC8072692; WOSUID: 000642982100001)\r
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Chiew, D., Qiu, J., Treepongkaruna, S.,Yang, J., Shi, C., The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US. PLOS ONE, 2019, 14(4): e0215320. (DOI:10.1371/journal.pone.0215320; PMID:31002680; PMCID:PMC6474604; WOSUID: 000465019900016)\r
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杨继平,石晨晓,Chiew, D., Qiu, J., Treepongkaruna, S.,基于期望效用-熵模型的基金评级方法及其在中国基金评级中的应用,中国管理科学,2019,27(12): 1-10。\r
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杨继平,冯毅俊,利率调整对我国股市不同状态波动性的影响,管理科学学报,2017,20(2), 63-75。\r
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Yang Jiping, Feng Yijun, Qiu Wanhua, Stock selection for portfolios using expected utility-entropy decision model, Entropy, 2017, 19(10), 508. (DOI:10.3390/e19100508; WOSUID: 000414845100005)\r
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杨继平,冯毅俊,基于结构转换PTTGARCH模型沪深股市波动率的估计,系统工程理论与实践,2016, 36(9): 2205–2215.\r
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杨继平,袁璐,张春会,基于结构转换非参数GARCH模型的VaR估计,管理科学学报,2014,17(2), 69-80。\r
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Yang Jiping, Qiu Wanhua, Normalized expected utility - entropy measure of risk, Entropy, 2014, 16(7),3590-3604.(DOI:10.3390/e16073590; WOSUID: 000339990800003)\r
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杨继平,张春会,基于马尔可夫状态转换模型的沪深股市波动率的估计,中国管理科学,2013,21(2),42-49。\r
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Yang Jiping, Liu Zhen, Chen Xiaoxuan, Impact of interest rate adjustments on the volatility of overnight return in china’s stock market, Proceedings of 5th International Institute of Statistics and Management Engineering Symposium 2012: Data-Driven Management Science under Developing, IISMES 2012, 267-271, July 20 - July 25, 2012 Qingdao, China, IEEE Press. (EIAN: 20142517851332)\r
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Yang Jiping, Qiao Runhai, Liu Zhen, Volatility of nominal exchange rate of RMB based on STAR/SETAR GARCH model, Proceedings of the 11th International Conference on Industrial Management, August 29-31, 2012, 698-702, Tokyo, Japan, Beihang University Press. (WOSUID:000318124100119)\r
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杨继平,陈晓暄,张春会,中国沪深股市结构性波动的政策性影响因素,中国管理科学,2012,20(6),43-51。\r
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杨继平,王中魁,《经济管理概论》教学改革研究与实践,北京航空航天大学学报(社会科学版),2011,24(6),117-120.\r
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Yang Jiping, Sun Lisha, An Empirical investigation of cointegration with regime shifts breaks of shanghai and shenzhen stock markets, Proceedings ofthe 10th International Conference on Industrial Management, Beijing, September 16 - 18, 2010, 519-523, Beihang University Press.(WOSUID: 000306943100097)\r
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杨继平,王中魁,基于期望效用-熵风险度量的决策者风险态度,北京航空航天大学学报(社科版),2010,23(5),53-56.\r
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Yang Jiping, Zhang Cheng, Analysis of structural breakpoints of china’s bond market and important economic event based on ICSS: MV algorithm, Proceedings of 2010 International Symposium – Economic Development and Engineering Management, Melbourne, Australia, 249-258, St. Plum-Blossom Press.(WOSUID: 000302388300043)\r
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王中魁,杨继平,张力健,改进的期望效用-熵模型在沪市股票选择中的应用研究,数学的实践与认识,2009,39(8),27-34。\r
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Yang Jiping, Qiao Runhai, Empirical analysis of asymmetric volatility of shanghai and shenzhen stock markets, Proceedings of 38th International Conference on Computers & Industrial Engineering, Oct. 31 - Nov. 2, 2008, Beijing, China, 372-378, Publishing House of Electronics Industry. (WOSUID: 000262289600051)\r
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张力健,刘志新,杨继平,过程控制图在股票收益波动分析中的应用研究,管理工程学报,2008,22(4),140-145。\r
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杨继平,李平,我国航空工业企业质量管理模式的建立及其应用,系统工程理论与实践,2006,26(9),135-140。\r
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Zhang Lijian, Yang Jiping, AR-GARCH type residuals chart and its application to financial time series monitoring, The 8th International Conference on Industrial Management (ICIM’ 2006), September 20-22, 2006, Qingdao, China, 675-680. (WOSUID: 000242562600103)\r
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Yang Jiping, Wang Zhongkui, The historical simulation model of value at risk and its application in shenzhen stock market, Lecture Notes in Decision Science: Financial Systems Engineering IV, 2006, 9, 425-430。\r
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Wenxuan Jia, Jiping Yang, Application of statistical process control to analyzing volatility of a stock price, Lecture Notes in Decision Science: Financial Systems Engineering IV, 2006, 9: 281-286.\r
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杨继平,张力健,沪市股票投资组合规模与风险分散化关系的进一步研究,系统工程理论与实践,2005,25(10),21-28。\r
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杨继平,张力健,期望效用-熵决策模型在沪市证券投资选择的应用研究,系统工程,2005,23(12),23-29。
现为担任AJOR(American Journal of Operational Research)编委,EJOR,Entropy等国际重要期刊和国内重要期刊《系统工程理论与实践》、《中国管理科学》和《管理学报》等审稿人。还担任西方金融学会会员、国家自然科学基金同行评议专家、全国统计方法应用标准化技术委员会委员等。

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