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北京交通大學(xué)應(yīng)用經(jīng)濟(jì)學(xué)研究生導(dǎo)師介紹：王軍

基本信息
辦公電話：電子郵件： wangjun@bjtu.edu.cn
通訊地址：北京交通大學(xué)理學(xué)院郵編：100044

教育背景與工作經(jīng)歷
北京師范大學(xué)數(shù)學(xué)系獲學(xué)士學(xué)位、碩士學(xué)位。專業(yè)：概率論與數(shù)理統(tǒng)計
神戶大學(xué)自然科學(xué)研究院獲理學(xué)博士學(xué)位。專業(yè)：概率論與數(shù)理統(tǒng)計
神戶大學(xué)自然科學(xué)研究院博士后、研究員。研究方向：隨機(jī)過程理論、金融數(shù)學(xué)與金融工程
現(xiàn)為北京交通大學(xué)理學(xué)院教授、碩士生導(dǎo)師、博士生導(dǎo)師、博士后導(dǎo)師。科研、教學(xué)方向：金融統(tǒng)計、金融數(shù)學(xué)與金融工程、金融物理、隨機(jī)過程、統(tǒng)計學(xué)、概率論與數(shù)理統(tǒng)計、計算機(jī)工程（數(shù)據(jù)模擬、模型建立、統(tǒng)計分析等）
金融數(shù)學(xué)與金融工程研究所所長，研究所網(wǎng)址： http://sci.bjtu.edu.cn/research_unit/wangjun/mysite/index.htm
研究生招收方向：
博士后招生方向：金融統(tǒng)計（統(tǒng)計學(xué)），概率論與數(shù)理統(tǒng)計
博士后招生網(wǎng)址： http://jgrsc.njtu.edu.cn/postDoctoral/shownews.asp?id="132" （人事處）
博士研究生招生方向-1：金融統(tǒng)計（統(tǒng)計學(xué)），概率論與數(shù)理統(tǒng)計
博士研究生招生方向-2：經(jīng)濟(jì)管理學(xué)院--應(yīng)用經(jīng)濟(jì)學(xué)博士研究生
碩士研究生招生方向：金融統(tǒng)計（統(tǒng)計學(xué)），概率論與數(shù)理統(tǒng)計
研究方向（順序不分先后）
金融統(tǒng)計
隨機(jī)分析與隨機(jī)運(yùn)籌
金融學(xué)、金融工程和價格理論及政策
招生專業(yè)
理學(xué)院:統(tǒng)計學(xué)博士
理學(xué)院:概率論與數(shù)理統(tǒng)計碩士
理學(xué)院:統(tǒng)計學(xué)碩士
經(jīng)濟(jì)管理學(xué)院:應(yīng)用經(jīng)濟(jì)學(xué)博士
科研項(xiàng)目：
主持國家自然科學(xué)基金面上項(xiàng)目：《經(jīng)濟(jì)物理領(lǐng)域中的金融時間序列回程間隙與波動相關(guān)性的預(yù)測系統(tǒng)、隨機(jī)模型和統(tǒng)計分析》，項(xiàng)目批準(zhǔn)號：71271026
主持國家自然科學(xué)基金面上項(xiàng)目：《應(yīng)用隨機(jī)交互作用系統(tǒng)研究證券市場價格波動的統(tǒng)計規(guī)律性質(zhì)》，項(xiàng)目批準(zhǔn)號：10971010
主持國家自然科學(xué)基金面上項(xiàng)目：《非Black-Scholes模型環(huán)境下的未定權(quán)益的定價和套期保值研究》，項(xiàng)目批準(zhǔn)號：70771006
主持國家自然科學(xué)基金面上項(xiàng)目：《統(tǒng)計物理模型在金融領(lǐng)域中的應(yīng)用》，項(xiàng)目批準(zhǔn)號：70471001
教學(xué)工作
本科教學(xué)課程：《金融工程概論》《金融數(shù)學(xué)基礎(chǔ)》《計量經(jīng)濟(jì)學(xué)》《隨機(jī)過程》《概率論與數(shù)理統(tǒng)計》
全校公共研究生課程：《隨機(jī)過程I》
專業(yè)研究生課程：《金融統(tǒng)計》《概率論基礎(chǔ)》《隨機(jī)金融學(xué)與保險數(shù)學(xué)》《隨機(jī)過程論》《金融數(shù)學(xué)與金融工程》《無窮質(zhì)點(diǎn)馬氏過程與滲流理論》等
學(xué)術(shù)成果
期刊論文

發(fā)表學(xué)術(shù)論著180多篇部。代表作如下：
Exponent Back Propagation Neural Network Forecasting for Financial Cross-Correlation Relationship, Expert Systems with Applications 53 (2016) 106-116.
Predicting agent-based financial time series model on lattice fractal with random Legendre neural network, Soft Computing, 2016.
Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System, Computational Economics, 2016.
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) 613073 (14 pages).
Quantifying complexity of financial short-term time series by composite multicale entropy measure, Commumications in Nonlinear Science and Numerical Simulation 22 (2015) 375-382.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems, Chaos: An Interdisciplinary Journal of Nonlinear Science 25 (2015) 043111 (9 pages).
Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system, Chaos: An Interdisciplinary Journal of Nonlinear Science 25 (2015) 103103 (12 pages).
Fluctuation Complexity of Agent-Based Financial Time Series Model by Stochastic Potts System, International Journal of Modern Physics C 26 (2015) 1550123 (19 pages).
Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks, Neurocomputing 156 (2015) 68-78.
Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation, International Journal of Modern Physics C 26 (2015) 1550002 (17 pages).
Voaltility Behaviors of Financial Time Series by Percolation System on Sierpinski Carpet Lattice, Fluctuation and Noise Letters 14 (2015) 1550015 (19 pages).
Nonlinear analysis of volatility duration financial series model by stochastic interacting dynamic system, Nonlinear Dynamics 80 (2015) 701-713.
Agent-based financial dynamics model from stochastic interacting epidemic system and complexity analysis, Physics Letters A 379 (2015) 1023-1031.
Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market, International Journal of Computational Intelligence Systems 8 (2015) 787-795.
Volatility Behavior of Visibility Graph EMD Financial Time Series from Ising Interacting System, Physica A: Statistical Mechanics and its Applications 432 (2015) 301-314.
Entropy and Recurrence Measures of a Financial Dynamic System by an Interactinf Voter System, Entropy 17 (2015) 2590-2605.
Graphic analysis and multifractal on percolation-based return interval series, International Journal of Modern Physics C 26 (2015) 1550137 (19 pages).
Multiscale behavior of financial time series model from Potts dynamic system, Nonlinear Dynamics 78 (2014) 1065-1077.
Nonlinear scaling analysis approach of agent-based Potts financial dynamical model, Chaos: An Interdisciplinary Journal of Nonlinear Science 24 (2014) 043113 (8 pages).
Graph Based and Multifractal Analysisi of Random Price Time Series Model by Continuum Percolation, International Journal of Nonlinear Sciences and Numerical Simulation 15 (2014) 265-277.
Complex System Analysis of Market Return Percolation Model on Sierpinski Carpet Lattice Fractal, Journal of Systems Science and Complexity 27 (2014) 743-759.
Financial time series prediction by a random data-time effective RBF neural network, Soft Computing 18(3) (2014) 497-508.
Phase and Multifractality Analyses of Random Price Time Series by Finite-Range Interacting Biased Voter System, Computational Statistics 29 (2014) 1045-1063.
Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System, Abstract and Applied Analysis 2014 (2014) 806271 (11 pages).
Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice, Physica A: Statistical Mechanics and its Applications 392 (2013) 4055-4063.
Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index, Chaos, Solitons & Fractals 52 (2013) 36-44.
Volatility clustering and long memory of financial time series and financial price model, Digital Signal Processing 23 (2013) 489-498.
Dependence phenomenon analysis of the stock market, EPL 102 (2013) 18004.
Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system, Journal of Applied Statistics 40 (2013) 2188-2203.
FLUCTUATION BEHAVIOR OF FINANCIAL RETURN INTERVAL SERIES MODEL FOR PERCOLATION ON SIERPINSKI CARPET LATTICE, Fractals 21 (2013) 1350023 (13 pages).
Voaltility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network, Mathematical Problems in Engineering 2013 (2013) 436795 (11 pages).
Statistical Properties and Multifractal Behaviors of Market Returns by Ising Dynamic Systems, International Journal of Modern Physics C 23(3) (2012) 1250023 (14 pages).
Effect of Boundary Conditions on Stochastic Ising-Like Financial Market Price Model, Boundary Value Problems 2012 (2012): 9 (17 pages).
Modelling Stock Price Dynamics by Continuum Percolation System and Relevant Complex Systems Analysis, Physica A: Statistical Mechanics and its Applications 391 (2012) 4827–4838.
Lattice Oriented Percolation System Applied to Volatility Behavior of Stock Market, Journal of Applied Statistics 39(4) (2012) 785–797.
Fluctuation Prediction of Stock Market Index by Legendre Neural Network with Random Time Strength Function, Neurocomputing 83 (2012) 12–21.
Statistical Analysis and Forecasting of Return Interval for SSE and Model by Lattice Percolation System and Neural Network, Computers & Industrial Engineering 62 (2012) 198-205.
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model, Journal of Applied Mathematics 2012 (2012) 646475 (15 pages).
Analysis and Modelling of Stock Market Relative Fluctuation by Percolation System, Journal of Information & Computational Science 9 (2012) 771-779.
Voter Interacting Systems Applied to Chinese Stock Markets, Mathematics and Computers in Simulation 81 (2011) 2492–2506.
Analysis of Two-Layered Random Interfaces for Two Dimensional Widom-Rowlinson's Model, Abstract and Applied Analysis 2011 (2011) 858725 (21 pages).
Integrating Independent Component Analysis and Principal Component Analysis with Neural Network to Predict Chinese Stock Market, Mathematical Problems in Engineering 2011 (2011) 382659 (15 pages).
Fluctuations of Stock Price Model by Statistical Physics Systems, Mathematical and Computer Modelling 51 (2010) 431-440.
Modeling and Simulation of the Market Fluctuations by the Finite Range Contact Systems, Simulation Modelling Practice and Theory 18 (2010) 910–925.
Forecasting model of global stock index by stochastic time effective neural network, Expert Systems with Applications 37(1) (2010) 834-841.
FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS, Advances in Complex Systems 13 (2010) 643–657.
Fractal Detrended Fluctuation Analysis of Chinese Energy Markets, International Journal of Bifurcation and Chaos 20(11) (2010) 3753–3768.
Analysis of Chain Reaction Between Two Stock Indices Fluctuations by Statistical Physics Systems, Wseas Transactions on Mathematics 9 (2010) 830-839.
The estimates of correlations in two-dimensional Ising model, Physica A: Statistical Mechanics and its Applications 388 (2009) 565-573.
Statistical Analysis by Statistical Physics Model for the Stock Markets, International Journal of Modern Physics C 20(10) (2009) 1547-1562.
The Stochastic Ising Model with the Mixed Boundary Conditions, Boundary Value Problems 2009 (2009) 571950 (17 pages).
Construction of Stock Index Fluctuation Model by Continuum Percolation and It's Discussion, Mathematica Applicata 22 (2009) 65-71.
Fluctuations of interface statistical physics models applied to a stock market model, Nonlinear Analysis: Real World Applications 9 (2008) 718-723.
Statistical Analysis and Data Analysis of Stock Market by Interacting Particle Models, Journal of Computer 3(12) (2008) 11-19.
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market, Journal of Computer 3(12) (2008) 3-10.
The Asymptotical Behavior of Probability Measures for the Fluctuations of Stochastic Models, Wseas Transactions on Mathematics 7 (2008) 273-282.
Data Analysis and Statistical Behaviors of Stock Market Fluctuations, Journal of Computer 3(10) (2008) 11-19.
The statistical properties of the interfaces for the lattice Widom-Rowlinson model, Applied Mathematics Letters 19(3) (2006) 223-228.
Supercritical Ising Model on the Lattice Fractal--the Sierpinski Carpet, Modern Physics Letters B 20(8) (2006) 409-414.
The Dobrushin-Hryniv theory for the two dimensional lattice Widom-Rowlinson model, Advanced Studies in Pure Mathematics 39 (2004) 231-279, Mathematical Society of Japan.
Spectral Gap of Ising Model for Dobrushin's boundary condition in two dimensions, Analysis on the Critical Phenomena of Rondom Systems, ed.by Y. Higuchi, 52-76, 2000, Kobe University, Japan.
The Spectral Gap of Two Dimensional Ising Model with a Hole: Shrinking Effect of Contours, J. Math. Kyoto Univ. (JMKYAZ) 39(3) (1999) 529-556.
Random walk on the Poisson point of infinite cluster of the continuous percolation, Mathematica Japonica 48(3) (1998) 391-397.
A Sufficient Condition for Non-coexistence of One Dimensional Multicolor Contact Process, Acta Mathematicae Applicatae Sinica 10(2) (1994) 169-176.
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