☆已发表论文
1、A two-stage affinity propagation 2clustering using the wtDTW distance: Application in stock selection andportfolio optimization[J], Expert Systems with Applications (SSCI,SCI,JCR1区)，2025(accepted)
2、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
3、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.
4、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.
5、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.
6、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
7、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
8、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
9、基于波动持续性的最优组合构建与分散化研究[J]，合作者：李心丹、柏巍、周明杰，管理科学学报，2019.22(1):44-56. （国家基金委A类期刊&CSSCI）（第一作者）
10、沪港通交易制度能提升中国股票市场稳定性吗？——基于社会网络的视角[J]，合作者：柏巍、李冬昕、许金涛，管理科学学报，2018.21(1):97-110.（国家基金委A类期刊&CSSCI）（第一作者）
11、社交网络、投资者关注与股价同步性[J]，合作者：许金涛，柏巍，李心丹，管理科学学报，2017.20（2）：53-62.（国家基金委A类期刊&CSSCI）（第一作者、通讯作者）被人大书报资料中心全文转载，2017年6月F63《投资与证券》
12、协同持续条件下的资产组合最优决策理论与实证研究[J]. 合作者：朱洪亮、吴承尧，管理科学学报, 2010, 13(9): 37-46.（国家基金委A类期刊&CSSCI）（第一作者、通讯作者）
13、股票市场的羊群行为与波动: 关联及其演化[J]，合作者：顾荣宝、李心丹、李龙，管理科学学报，2015.18（11）：82-94. （国家基金委A类期刊&CSSCI）（第二作者）
14、交易算法的市场影响研究[J]，合作者：王宇超、李心丹，管理科学学报，2014.17(1):57-71. （国家基金委A类期刊&CSSCI）（第三作者）
15、基于计算实验的证券市场羊群行为机理及其影响研究[J].合作者：尧舜、肖斌卿、瞿慧，系统工程理论与实践,2011,5(31):805-812. （国家基金委A类期刊&EI）（第一作者、通讯作者）
16、中国影子银行的行为模型[J].合作者：于建忠、宋素荣，金融研究，2016.2:163-171. （国家基金委A类期刊&CSSCI）（第二作者、通讯作者）
☆工作论文
1、Fund Managers Association networks, Information Sharing and FundPerformance Consistency, Working Paper, 2018.05.26
2、Representative Portfolio Selection via Information Gain Entropy ofComplex Network, Working Paper, 2017.10.16
3、Research on Financial Assets Portfolio Optimization in View ofRandom Matrix Correlation，Working Paper, 2017.02.22
4、Research on Optimization of Financial Portfolio Based on Mean -Entropy Model from the Perspective of Associated Network，Working Paper, 2018. 04.16
5、Construction of the SV-BEKK-GARCH Optimal Hedging Model and ItsEmpirical Evidence,Working Paper,2017.12.22
6、FOF Fund Network, Diversified Risk Parity and Dynamic AssetAllocation, Working Paper, 2018. 01.12
7、Associated Network, Information Gain Entropy and Optimization of theFOF Fund Portfolio,Working Paper,2018. 03.26
8、Can Shanghai-Hong Kong Stock Connect Improve the Information Contentof Chinese Stock Price，Working Paper, 2018. 02.18
9、Interest Tunneling and IPO Pricing under Social Network Perspective,Working Paper,2018. 03.27
10、Do Foreign Institutional Investors Drive the Stock Market Crash？Research on the QFII Transaction Behavior and Market Crash Risk, Working Paper,2018.02.18
