☆已發(fā)表論文
1、A Two-stage Affinity Propagation 2 Clustering Using the wtDTWDistance: Application in Stock Selection and Portfolio Optimization[J],ExpertSystems with Applications (SSCI,SCI),Corresponding author,2025
2、Networked liquidity risk contagion in high-carbon sectors: The roleof multi-agent behavioral constraints, International Review of FinancialAnalysis (SSCI), Volume 106, October2025, 104530: 1-20,Corresponding author,2025
3、Prediction of lithium carbonate prices in China applying aVMD–SSA–LSTM combined model, Mathematics (SCI), 13, 613: 1-17,Correspondingauthor,2025
4、A Hybrid Approach of Wavelet Transform, ARIMA and LSTM Model for theShare Price Index Futures Forecasting NorthAmerican Journal of Economics & Finance(SSCI),Corresponding author,2024
5、How to Construct a Lower Risk FOF based on Correlation Network? TheMethod of Principal Component Risk Parity Asset Allocation Journal of Systems Science & Complexity(SCI),Corresponding author,2024
6、How to Construct a Lower Risk FOF based on Comrrelation Network? TheMethod of Principal Component Risk Parity Asset Allocation[J],With J.-T,Zhang,W.Bai,JSSC(SCI),2023,DOI:10.1007/s11424-023-2296-4,CorrespondingAuthor.
7、Stock Market Reactions to Social Media: Evidence from WeChatRecommendations[J], With Y.-Z. Zhang, PHYSICA A: STATISTICAL MECHANICS AND ITSAPPLICATIONS, Accepted, 2021. (SSCI), Corresponding Author
8、A two-stage affinity propagation 2clustering using the wtDTW distance: Application in stock selection andportfolio optimization[J], Expert Systems with Applications (SSCI,SCI,JCR1區(qū)),2025(accepted)
9、A Hybrid Approach ofWavelet Transform, ARIMA and LSTM Model for the Share Price Index FuturesForecasting[J], North American Journal of Economics & Finance(SSCI,Corresponding Author.),https://doi.org/10.1016/j.najef.2024.102022
10、How to Construct a Lower Risk FOF based on Comrrelation Network? The Method of Principal Component Risk Parity Asset Allocation[J],With J.-T,Zhang,W.Bai,JSSC(SCI),2023,DOI:10.1007/s11424-023-2296-4,Corresponding Author.
11、Stock Market Reactions to Social Media:Evidence from WeChat Recommendations[J],With Y.-Z,Zhang,Physica A (SSCI, SCI), 2021,https://doi.org/10.1016/j.physa.2020.125357,Corresponding Author.
12、Fund Managers’Association Networks,InformationSharing and Fund Performance Consistency[J], With K.–L, D. -X. Li, Y.-X. Li, Applied Economics Letters(SSCI), 2019,https://doi.org/10.1080/13504851.2019.1646400, First Author.
13、Contagion Model on Counterparty Credit Risk in the CRT Market by Consideringthe Heterogeneity of Counterparties and Preferential-random Mixing Attachment[J],With T.-Q. Chen, J.-P Wang, Y.-P He, Physica A (SSCI, SCI), 2019,520(3):458-480. (SSCI), Corresponding Author
14、Stock Market Correlations and the Business Sentiments: Evidence fromthe US and Germany[J], With R.-Z. Gao, B. Zhang, Journal of Economics, 2018.66(4):396-415.(SSCI), Corresponding Author
15、Three Dimensional Nilpotent Singularity and Sil’nikov Bifurcation[J],With X.-D. Li, Chaos, Solitons and Fractals,2007,31(1): 75-84. (SSCI& SCI) Corresponding Author
16、基于波動(dòng)持續(xù)性的最優(yōu)組合構(gòu)建與分散化研究[J],合作者:李心丹、柏巍、周明杰,管理科學(xué)學(xué)報(bào),2019.22(1):44-56. (國(guó)家基金委A類(lèi)期刊&CSSCI)(第一作者)
17、滬港通交易制度能提升中國(guó)股票市場(chǎng)穩(wěn)定性嗎?——基于社會(huì)網(wǎng)絡(luò)的視角[J],合作者:柏巍、李冬昕、許金濤,管理科學(xué)學(xué)報(bào),2018.21(1):97-110.(國(guó)家基金委A類(lèi)期刊&CSSCI)(第一作者)
18、社交網(wǎng)絡(luò)、投資者關(guān)注與股價(jià)同步性[J],合作者:許金濤,柏巍,李心丹,管理科學(xué)學(xué)報(bào),2017.20(2):53-62.(國(guó)家基金委A類(lèi)期刊&CSSCI)(第一作者、通訊作者)被人大書(shū)報(bào)資料中心全文轉(zhuǎn)載,2017年6月F63《投資與證券》
19、協(xié)同持續(xù)條件下的資產(chǎn)組合最優(yōu)決策理論與實(shí)證研究[J]. 合作者:朱洪亮、吳承堯,管理科學(xué)學(xué)報(bào), 2010, 13(9): 37-46.(國(guó)家基金委A類(lèi)期刊&CSSCI)(第一作者、通訊作者)
20、股票市場(chǎng)的羊群行為與波動(dòng): 關(guān)聯(lián)及其演化[J],合作者:顧榮寶、李心丹、李龍,管理科學(xué)學(xué)報(bào),2015.18(11):82-94. (國(guó)家基金委A類(lèi)期刊&CSSCI)(第二作者)
21、交易算法的市場(chǎng)影響研究[J],合作者:王宇超、李心丹,管理科學(xué)學(xué)報(bào),2014.17(1):57-71. (國(guó)家基金委A類(lèi)期刊&CSSCI)(第三作者)
22、基于計(jì)算實(shí)驗(yàn)的證券市場(chǎng)羊群行為機(jī)理及其影響研究[J].合作者:堯舜、肖斌卿、瞿慧,系統(tǒng)工程理論與實(shí)踐,2011,5(31):805-812. (國(guó)家基金委A類(lèi)期刊&EI)(第一作者、通訊作者)
23、中國(guó)影子銀行的行為模型[J].合作者:于建忠、宋素榮,金融研究,2016.2:163-171. (國(guó)家基金委A類(lèi)期刊&CSSCI)(第二作者、通訊作者)