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王永巧,1977年7月,浙江磐安人。2005年7月于中国科学院数学与系统科学研究院取得博士学位,同年9月进入浙江工商大学金融学院执教。主要研究兴趣是金融风险管理与数据挖掘。
工作简历
[1] 2005.09--2006.11 浙江工商大学金融学院讲师
[2] 2006.12--2012.12 浙江工商大学金融学院副教授
[3] 2013.01--今 浙江工商大学金融学院教授
主持的科研项目
[1] 国家自然科学基金,基于时变Copula的极端风险溢出研究(71101127), 2012.01-2014.12.
[2] 国家教育部人文社科项目,开放进程中的中国大陆与国际金融市场间的风险传染研究--基于极端风险溢出的视角(10YJC790265),2011.01-2013.12.
[3] 浙江省自然科学基金,基于模糊核学习的数据挖掘技术研究(Y7080205),2009.01-2010.12.
SCI期刊论文
[1] Yongqiao Wang, Shouyang Wang, Kin Keung Lai: A new fuzzy support vector machine to evaluate credit risk. IEEE Transactions on Fuzzy Systems 13(6): 820-831 (2005).
[2] Yongqiao Wang, Xun Zhang, Shouyang Wang, Kin Keung Lai: Nonlinear clustering-based support vector machine for large data sets. Optimization Methods and Software 23(4): 533-549 (2008).
[3] Yongqiao Wang, Shouyang Wang, Kin Keung Lai: Measuring Financial Risk with Generalized Asymmetric Least Squares Regression. Applied Soft Computing 11(8): 5793-5800 (2011).
[4] Yongqiao Wang, He Ni: Multivariate Convex Support Vector Regression with Semi-definite Programming. Knowledge-based Systems 30 (1): 87-94 (2012)
[5] Yongqiao Wang: Robust $\nu$-Support Vector Machine Based on Worst-case Conditional Value-at-Risk Minimization. Optimization Methods and Software 27(6):1025-1038(2012)
[6] Yongqiao Wang, He Ni, Shouyang Wang: Nonparametric Bivariate Copula Estimation based on Shape Restricted Support Vector Regression. Knowledge-based Systems. 35(1): 235-244 (2012).
[7] Yongqiao Wang, He Ni, Shouyang Wang: Multiple-$\nu$ Support Vector regression with Spectral Risk Measure. Neurocomputing 101 (1): 217-228 (2013).
[8] Yongqiao Wang, Shouyang Wang: Estimating $\alpha$-frontier Technical Efficiency with Shape-Restricted Kernel Quantile Regression. Neurocomputing 101 (1): 243–251(2013).
[9] Yongqiao Wang: Modeling Financial Dependence with Support Vector Regression. Intelligent Data Analysis 17 (2): 233–249 (2013).
[10] Yongqiao Wang: Smooth Nonparametric Copula Estimation with Least Squares Support Vector Regression. Neural Processing Letters 38(1): 81-96 (2013).
[11] Yongqiao Wang, Shouyang Wang, Chuangyin Dang, Wenxiu Ge: Nonparametric Quantile Frontier Estimation under Shape Restriction. European Journal of Operational Research 232(3): 243–251 (2014).
[12] He Ni,Yongqiao Wang, Stock Index Tracking by Pareto Efficient Genetic Algorithm, Applied Soft Computing. In Press.
中文期刊论文
[1] 王永巧,汪寿阳,卖空, 保证金与最优投资组合, 《数量经济技术经济研究》, 2006年第3期,150-153页。
[2] 王永巧,刘诗文,基于时变Copula的金融开放与风险传染,《系统工程理论与实践》,2011年第4期, 778-784页。
[3] 王永巧, 胡浩, 基于时变参数Copula的△CoVaR度量技术, 《统计与信息论坛》, 2012年第6期, 50-54页。
访问交流
[1] 2003.03-2003.05, Research Assistant, Department of Management Sciences, City University of Hong Kong (Supervisor: Prof. K.K.Lai)
[2] 2003.10-2003.12, Research Assistant, Department of Management Sciences, City University of Hong Kong (Supervisor: Prof. K.K.Lai)
[3] 2006.06-2006.07, Senior Research Associate, Department of Management Sciences, City University of Hong Kong (Supervisor: Prof. K.K.Lai)
[4] 2013.02-2013.04, Senior Research Associate, Department of Systems Engineering and Engineering Management, City University of Hong Kong (Supervisor: Prof. C.Y. Dang)
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