Wang Jun

Published date：2014-03-14 Provided by：数学系

Jun Wang
Personal Information
Title：	Professor
Position：
Tel：	(86)-10-51688453
E-mail：	wangjun@bjtu.edu.cn
Present Address：	School of Science, Beijing Jiaotong University,No 3. Shangyuancun, Haidian District, Beijing, P.R.China, 100044
Education
Beijing Normal University, China B.Sc., Master’s Kobe University, Japan Ph.D.
Research Interest
Financial Mathematics, Financial Engineering, Financial Statistics, Probability Theory and Statistics
Funding
National Natural Science Foundation of China Grant No. 71271026 and Grant No. 10971010
Major Publication
Published more than 130 papers. [1] Financial time series prediction by a random data-time effective RBF neural network, Soft Computing 18(3) (2014) 497-508. [2] Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice, Physica A 392 (2013) 4055-4063. [3] Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index, Chaos, Solitons & Fractals 52 (2013) 36-44. [4] Volatility clustering and long memory of financial time series and financial price model, Digital Signal Processing 23 (2013) 489-498. [5] Dependence phenomenon analysis of the stock market, EPL 102 (2013) 18004. [6] Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system, Journal of Applied Statistics 40 (2013) 2188-2203. [7] Nonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System, Abstract and Applied Analysis 2013 (2013), Article ID 612738, 12 Pages. [8] FLUCTUATION BEHAVIOR OF FINANCIAL RETURN INTERVAL SERIES MODEL FOR PERCOLATION ON SIERPINSKI CARPET LATTICE, Fractals 21 (2013) 1350023, 13 Pages.
Awards & Honors

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