个人简历

教育经历

2017.03-2021.01 蒙纳什大学，数学学院，统计学博士

2013.09-2016.07  中国科学院大学，数学与系统科学研究院，应用统计学硕士

2009.09-2013.07  华中科技大学，数学与统计学院，统计学学士

工作经历

2021.09—至今，对外经济贸易大学金融学院，讲师

2020.10—2021.07，蒙纳什大学计量经济学与商务统计系，研究助理

研究方向

非参数计量经济学，高维金融网络，机器学习，金融科技

讲授课程

研究生：数值分析

研究成果

科研论文

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.

工作论文

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.