個人簡歷

教育經(jīng)歷

2017.03-2021.01 蒙納什大學(xué)，數(shù)學(xué)學(xué)院，統(tǒng)計學(xué)博士

2013.09-2016.07  中國科學(xué)院大學(xué)，數(shù)學(xué)與系統(tǒng)科學(xué)研究院，應(yīng)用統(tǒng)計學(xué)碩士

2009.09-2013.07  華中科技大學(xué)，數(shù)學(xué)與統(tǒng)計學(xué)院，統(tǒng)計學(xué)學(xué)士

工作經(jīng)歷

2021.09—至今，對外經(jīng)濟(jì)貿(mào)易大學(xué)金融學(xué)院，講師

2020.10—2021.07，蒙納什大學(xué)計量經(jīng)濟(jì)學(xué)與商務(wù)統(tǒng)計系，研究助理

研究方向

非參數(shù)計量經(jīng)濟(jì)學(xué)，高維金融網(wǎng)絡(luò)，機(jī)器學(xué)習(xí)，金融科技

講授課程

研究生：數(shù)值分析

研究成果

科研論文

1.Muzi Chen, Nan Li, Lifeng Zheng, Difang Huang* and Boyao Wu*. “Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price.” Physica A: Statistical Mechanics and its Applications, 2021, forthcoming.

2.Muzi Chen, Yuhang Wang, Difang Huang* and Boyao Wu*. “Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy.” Entropy, vol. 23, no. 4, 2021, p. 434.

3.Yan, Yan, Boyao Wu, Tianhai Tian*, and Hu Zhang*. “Development of Stock Networks Using Part Mutual Information and Australian Stock Market Data.” Entropy, vol. 22, no. 7, 2020, p. 773.

工作論文

1.Time-Varying Network Vector Autoregression Model, joint with Jiti Gao.

2.Global Stock Network Connected and Resonance Effects Based on Time-Zone VAR Models with LASSO, joint with Muzi Chen and Difang Huang.

3.The Linear Relationship Model with LASSO for Studying Stock Networks, joint with Tianhai Tian.