序号 | 论文名称 | 发表刊物 | 年份 |
| 36 | Predicting financial distress of Chinese listed companies using machine learning: To what extent does textual disclosure matter? | International Review of Financial Analysis | 2023 |
| 35 | Distributed mean reversion online portfolio strategy with stock network | European Journal of Operational Research | 2023 |
| 34 | Forecasting stock volatility with a large set of predictors: A new forecast combination method | Journal of Forecasting | 2023 |
| 33 | Minimum cost consensus modeling under dynamic feedback regulation mechanism considering consensus principle and tolerance level | European Journal of Operational Research | 2023 |
| 32 | ESG disclosure and investor welfare under asymmetric information and imperfect competition | Pacific-Basin Finance Journal | 2023 |
| 31 | Public disclosure with information sharing in financial market | Finance Research Letters | 2023 |
| 30 | A new scenario reduction method based on higher-order moments | INFORMS Journal on Computing | 2022 |
| 29 | Robust international portfolio optimization with worst-case mean-CVaR | European Journal of Operational Research | 2022 |
| 28 | Uncertainty index and stock volatility prediction: Evidence from international markets | Financial Innovation | 2022 |
| 27 | Investor sentiment and stock volatility: New evidence | International Review of Financial Analysis | 2022 |
| 26 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks | Energy Economics | 2022 |
| 25 | Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models | International Journal of Forecasting | 2022 |
| 24 | Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility | Journal of Forecasting | 2022 |
| 23 | A novel method for online real-time forecasting of crude oil price | Applied Energy | 2021 |
| 22 | The information content of Chinese volatility index for volatility forecasting | Applied Economics Letters | 2021 |
| 21 | Multifractal analysis of realized volatilities in Chinese Stock Market | Computational Economics | 2020 |
| 20 | Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks | Applied Economics | 2020 |
| 19 | On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks | Energy Economics | 2020 |
| 18 | Realized volatility forecast with the Bayesian random compressed multivariate HAR model | International Journal of Forecasting | 2020 |
| 17 | Modelling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity | Emerging Markets Finance and Trade | 2020 |
| 16 | The real effects of stock prices: learning, disclosure and corporate social responsibility | Accounting and Finance | 2019 |
| 15 | Multivariate realized volatility forecasts of agricultural commodity futures | Journal of Futures Markets | 2019 |
| 14 | The Asymmetric High-frequency Volatility Transmission across International Stock Markets | Finance Research Letters | 2019 |
| 13 | Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data | Applied Economics | 2019 |
| 12 | Coordination mechanism for contract farming supply chain with government option premium subsidies | Asia-Pacific Journal of Operational Research | 2019 |
| 11 | Pricing discrete barrier options under jump-diffusion model with liquidity risk | International Review of Economics & Finance | 2019 |
| 10 | Multi-period portfolio performance evaluation model based on possibility theory | IEEE Transactions on Fuzzy Systems | 2019 |
| 9 | An analytical approximation approach for pricing European options in a two-price economy | North American Journal of Economics and Finance | 2019 |
| 8 | Pricing discrete barrier options under jump-diffusion model with liquidity risk | International Review of Economics & Finance | 2018 |
| 7 | International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where? | North American Journal of Economics and Finance | 2018 |
| 6 | European quanto option pricing in presence of liquidity risk | North American Journal of Economics and Finance | 2018 |
| 5 | High-frequency volatility connectedness between crude oil and China’s agricultural commodity markets | Energy Economics | 2018 |
| 4 | Volatility dependences of stock markets with structural breaks | European Journal of Finance | 2018 |
| 3 | Application of Heston’s model to the Chinese Stock Market | Emerging Markets Finance and Trade | 2017 |
| 2 | Realized volatility forecast for stock index futures using the HAR models with Bayesian approaches | China Accounting and Finance Review | 2016 |
| 1 | Evaluating the default risk of bond portfolios with extreme value theory | Computational Economics | 2015 |
| 35 | 基于金融文本情绪挖掘的Black-Litterman投资组合模型研究——以东方财富股吧发帖文本和我国A股市场为例 | 运筹学学报 | 2022 |
| 34 | 基于MRS的股指期货最优分位数套期保值研究 | 系统工程学报 | 2022 |
| 33 | 粤港澳大湾区金融发展质量与金融辐射效应研究 | 华南理工大学学报 | 2022 |
| 32 | 基于随机占优的中国股指期货高频套利研究 | 管理工程学报 | 2022 |
| 31 | 气候变化、绿色转型与农业贷款不良率——基于压力测试的实证 | 金融监管研究 | 2022 |
| 30 | 中国股市泡沫破裂临界时点动态置信区间研究 | 中国管理科学 | 2022 |
| 29 | 发达市场与新兴市场的尾部风险—溢出、传染与传染动因检验 | 中国管理科学 | 2022 |
| 28 | 具有灵活时间期限的混合投资组合优化模型 | 中国管理科学 | 2022 |
| 27 | 金融市场系统性风险预警与监管研究——基于信息溢出网络的视角 | 金融发展研究 | 2022 |
| 26 | 次分数Black-Scholes模型的套利机会 | 中国科学:数学 | 2021 |
| 25 | 多聚类视角下的碳达峰路径预测与趋势研判—基于广东省21个地级市面板数据的分析 | 南方经济 | 2021 |
| 24 | 基于新闻文本挖掘的股指期货高频预测研究 | 系统科学与数学 | 2021 |
| 23 | 粤港澳大湾区创业风险投资网络演化及影响因素研究 | 南方经济 | 2021 |
| 22 | 粤港澳大湾区特色金融产业发展与创新对策研究 | 城市观察 | 2021 |
| 21 | 机器学习在金融资产价格预测和配置中的应用研究述评 | 管理学报 | 2020 |
| 20 | 粤港澳大湾区科技保险与国际科创中心的互动研究 | 华南理工大学学报 | 2020 |
| 19 | 奖励众筹融资绩效动态预测研究——来自“众筹网”数据的实证 | 中国管理科学 | 2020 |
| 18 | “深港通”背景下深港投资者情绪的传染性研究——基于SHIBBS-EEMD模型 | 系统管理学报 | 2020 |
| 17 | 考虑背景风险的均值-半方差投资组合优化模型 | 系统工程理论与实践 | 2020 |
| 16 | 汇率期权套期保值模型及其应用 | 系统管理学报 | 2019 |
| 15 | 考虑边信息的在线投资组合指数梯度策略 | 系统工程理论与实践 | 2019 |
| 14 | 基于滚动经济回撤约束和下半方差的最优投资组合策略 | 系统工程理论与实践 | 2018 |
| 13 | 科技型企业的运营决策与融资均衡：保险在其中所扮演的角色 | 保险研究 | 2018 |
| 12 | 基于等价鞅测度的动态套期保值模型研究 | 系统工程理论与实践 | 2018 |
| 11 | 带交易费用的集成专家意见在线投资组合策略 | 系统工程理论与实践 | 2018 |
| 10 | 基于股价预测的泛证券投资组合策略 | 中国管理科学 | 2018 |
| 9 | 基于TVS-MHAR模型金融市场多元波动率的预测 | 系统工程理论与实践 | 2018 |
| 8 | 多国股票市场的高频波动相关性研究 | 中国管理科学 | 2018 |
| 7 | 基于贝叶斯因子模型金融高频波动率预测研究 | 管理科学学报 | 2017 |
| 6 | 中国金融市场系统复杂性的演化机理与管理研究 | 管理科学学报 | 2017 |
| 5 | 股票市场，货币市场和外汇市场非线性演化研究 | 系统工程学报 | 2017 |
| 4 | 中国金融市场系统复杂性的演化机理与管理研究 | 管理科学学报 | 2017 |
| 3 | 珠三角财富管理中心的建设模式探讨 | 武汉大学学报 | 2016 |
| 2 | 基于“三元悖论”金融政策目标的非线性结构分析 | 系统工程理论与实践 | 2016 |
| 1 | 基于TVP-VAR-GCK模型的量价时变关系研究 | 管理科学学报 | 2015 |
学术论文
