个人简历

北京师范大学数学系获学士学位、硕士学位。专业：概率论与数理统计 神户大学自然科学研究院获理学博士学位。专业：概率论与数理统计 神户大学自然科学研究院博士后、研究员。研究方向：随机过程理论、金融数学与金融工程 现为北京交通大学理学院教授、硕士生导师、博士生导师、博士后导师。科研、教学方向：金融统计、金融数学与金融工程、金融物理、随机过程、统计学、概率论与数理统计、计算机工程（数据模拟、模型建立、统计分析等）

研究领域

统计学硕士 概率论与数理统计硕士

近期论文

New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system, Chaos: An Interdisciplinary Journal of Nonlinear Science 27 (2017) 013117 (16 pages).
Multivariate multiscale entropy of financial markets, Communications in Nonlinear Science and Numerical Simulation 52 (2017) 77-90.
Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics, Digital Signal Processing 63 (2017) 56-71.
Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets, Physica A: Statistical Mechanics and its Applications 471 (2017) 364-376.
Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation, Physica A: Statistical Mechanics and its Application 482 (2017) 29-41.
Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics, Physica A: Statistical Mechanics and its Applications 482 (2017) 741-756.
Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics, Physics Letters A 381 (2017) 767–779.
Forecasting stochastic neural network based on financial empirical mode decomposition, Neural Networks 90 (2017) 8-20.
Return Scaling Cross-Correlation Forecasting by Stochastic Time Strength Neural Network in Financial Market Dynamics, Soft Computing, accepted, 2017.
Multiscale volatility duration characteristics on financial multi-continuum percolation dynamics, International Journal of Modern Physics C 28 (2017) 1750067 (21 pages).
Predicting agent-based financial time series model on lattice fractal with random Legendre neural network, Soft Computing 21 (2017) 1693-1708.
Nonlinear stochastic exclusion financial dynamics modeling and complexity behaviors, Nonlinear Dynamics 88 (2017) 921-935.
Exponent Back Propagation Neural Network Forecasting for Financial Cross-Correlation Relationship, Expert Systems with Applications 53 (2016) 106-116.
Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations, Energy 102 (2016) 365-374.
COMPLEXITY AND MULTIFRACTAL OF VOLATILITY DURATION FOR AGENT-BASED FINANCIAL DYNAMICS AND REAL MARKETS, Fractals 23 (2016) 1650052, 17 Pages.
Nonlinear dynamical complexity of agent-based stochastic financial interacting epidemic system, Nonlinear Dynamics 86 (2016) 1823-1840.
Complexity multiscale asynchrony measure and behavior for interacting financial dynamics, Physics Letters A 380 (2016) 2931-2942.
Linking market interaction intensity of 3D Ising type financial model with market volatility, Physica A: Statistical Mechanics and its Applications 461 (2016) 531-542.
Nonlinear multiscale coupling analysis of financial time series based on composite complexity synchronization, Nonlinear Dynamics 86 (2016) 441-458.
Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System, Computational Economics 48 (2016) 607-625.
Nonlinear analysis on cross-correlation of financial time series by continuum percolation system, International Journal of Bifurcation and Chaos 26 (2016) 1630004 (19 pages).
Fluctuation behaviors of financial return volatility duration, Physica A: Statistical Mechanics and its Applications 448 (2016) 30-40.
Multifractal and recurrence behaviors of continuum percolation-based financial price dynamics, Nonlinear Dynamics 83 (2016) 513-528.
Interacting price model and fluctuation behavior analysis from Lempel-Ziv complexity and multi-scale weighted-permutation entropy, Physics Letters A 380 (2016) 117-129.
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks, Computational Intelligence and Neuroscience 2016 (2016) 4742515 (14 pages).