蒋志强 - 华东理工大学

个人简介

教授课程金融数值分析（本科） MATLAB与金融计算（本科）工作经历 2011.05-2013.08, 华东理工大学商学院, 讲师 2013.09-2018.08，华东理工大学商学院，副教授 2018.09-至今，华东理工大学商学院，教授、硕导（2014）、博导（2017）教育背景 2001.09-2005.07, 华东理工大学理工优秀生部, 工学学士 2005/09-2011/03, 华东理工大学商学院, 理学博士海外经历 2008.11-2009.05, 瑞士联邦理工大学苏黎世分校（ETH Zurich）, 国家公派留学联合培养博士 2011.07-2011.09, 美国波士顿大学（Boston University）, 访问学者 2015.03-2016.03, 美国波士顿大学（Boston University）, 访问学者研究项目 1. 国家自然科学重大研究计划（大数据驱动的管理与决策研究）培育项目，91746108，基于网络大数据的人类合作行为分析，2018/01-2020/12，直接经费43万元，在研，主持 2. 上海市哲学社会科学规划一般课题，2017BJB006，基于金融网络风险传导的金融市场极端风险预警模型研究，2018/01-2020/12，8万元，在研，主持 3. 国家自然科学基金青年项目，11205057，复杂时空网络的演化、建模及动力学研究，2013/01-2015/12，22万元，已结题，主持 4. 教育部博士点基金新教师类，20120074120028，MMORPG中虚拟人移动行为的时空演化建模及其计算实验研究，2013/01-2015/12，4万元，已结题，主持 5. 上海市晨光计划，2012CG34，基于复杂金融网络的中国股市操纵行为研究，201301-201512，2万元，已结题，主持获奖信息 2012年，上海市晨光学者 2016年，上海市自然科学奖二等奖，《复杂系统离散标度不变性的原理、方法和应用》（排名第二） 2016年，华东理工大学教学成果奖一等奖（排名第三） 2016年，华东理工大学教学成果奖三等奖（独立完成） 2017年，华东理工大学五四青年奖章提名奖 2018年，华东理工大学青年教师课堂教学竞赛一等奖（人文社科组） 2018年，华东理工大学第三届校园新星（教学类） 2018年，上海市青年教师课堂教学竞赛优秀奖 2018年，上海市青年拔尖人才

研究领域

金融市场极端风险预警建模股票收益率的预测性研究基于大数据分析和实验经济学的合作行为研究金融市场、移动通信和网络游戏的大数据分析和统计建模

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

2020 1. P. Wang, J.-C. Ma, Z.-Q. Jiang*, W.-X. Zhou, D. Sornette, Comparative analysis of layered structures in empirical investor networks and cellphone communication networks, EPJ Data Science, 9, 11, 2020. 2. 吴婧，蒋志强*，周炜星，基于重现时间间隔分析的极端收益预测及交易策略研究，中国管理科学, 28(5), 39-51, 2020 2019 1. 蒋志强，田婧雯，周炜星*，中国股市收益率的可预测性研究，管理科学学报, 22(4), 92-108, 2019. 2. Z.-Q. Jiang#, W.-J. Xie#, W.-X. Zhou*, D. Sornette*, Multifractal analyisis of financial markets: a review, Rep. Prog. Phys., 82, 125901, 2019. 3. T.-H. Zhi, Z.-F. Li, Z.-Q. Jiang, L.-J. Wei*, D. Sornette, Is there a housing bubble in China? Emerging Markets Review, 39, 120-132, 2019. 4. X.-L. Gao, Z.-Q. Jiang*, W.-X. Zhou, and H. E. Stanley, Comparing null models for testing multifractality in time series. EP, 125, 18001, 2019. 2018 1. 蒋志强，王纲金，A Canabarro, B Podobnik, H E Stanley, 周炜星*，Short term prediction of extreme returns based on the recurrence interval analysis, Quantitative Finance, 18(3), 353-370, 2018 2. G.-J. Wang, Z.-Q. Jiang, M. Lin, C. Xie, H. E. Stanley, Interconnectedness and systemic risk of China's financial institutions, Emerging Market Review, 35(6), 1-18 (2018). 3. G.-J. Wang, C. Xie, L.-F. Zhao, Z.-Q. Jiang, Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?, Journal of International Financial Markets, Institutions & Money, 57 (11), 205-230 (2018). 2017 1. 蒋志强，高兴禄，周炜星，H. E. Stanley, Multifractal cross wavelet analysis, Fractals, 25 (6), 1750054 (2017) 2. 蒋志强, 杨彦红, 王纲金, 周炜星*, Joint multifractal analysis based on wavelet leaders, Frontiers of Physics, 12, 128907 (2017) 2016 1. Z.-Q. Jiang, A. Canabarro, B. Podobnik, H. E. Stanley, and W.-X. Zhou*, Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets, Quantitative Finance, 16, 1713-1724 (2016). 2. G.-J. Wang*, X. Chi, Z.-Q. Jiang, H. E. Stanley, Who are the net senders and recipients of volatility spillovers in China's financial markets?, Finance Research Letters, 18, 255–262 (2016). 3. G.-J. Wang*, X. Chi, Z.-Q. Jiang, H. E. Stanley, Extreme risk spillover effects in world gold markets and the global financial crisis, International Review of Economics and Finance, 46, 55-77 (2016). 4. Z.-Q. Jiang, W,-J. Xie, M.-X. Li, W.-X. Zhou*, and D. Sornette*, Two-state Markov-chain Poisson nature of individual cellphone call statistics, Journal of Statistical Mechanics, 073210 (2016). 5. W,-J. Xie, M.-X. Li, Z.-Q. Jiang, W.-X. Zhou, Q.-Z. Tan, B. Podobnik, W.-X Zhou* and H. E. Stanley*, Skill complementarity enhances heterophily in collaboration networks, Scientific Reports, 6, 18727 (2016). 6. M. Yang, Z.-Q. Jiang, The dynamic correlation between policy uncertainty and stock market returns in China, Physica A, 461, 92–100 (2016). 2015 1. H. Zhu, Z.-Q. Jiang*, S.-P. Li, and W.-X. Zhou*, Profitability of simple technical trading rules of Chinese stock exchange indexes, Physica A, 439, 75–84 (2015). 2. S. Wang, Z.-Q. Jiang*, S.-P. Li, W.-X. Zhou*, Testing the performance of technical trading rules in the Chinese markets based on superior predictive test, Physica A, 439, 114–123 (2015). 3. M.-X. Li, W.-J. Xie, Z.-Q. Jiang* and W.-X. Zhou*, Communication cliques in mobile phone calling networks, Journal of Statistical Mechanics, P11007 (2015). 2014 1. Z.-Q. Jiang, W.-J. Xie, W.-X. Zhou*, Testing the weak-form efficiency of the WTI crude oil futures market, Physica A, 405, 235-244 (2014). 2. W.-J. Xie, Z.-Q. Jiang, W.-X. Zhou*, Extreme value statistics and recurrence intervals of NYMEX energy futures volatility, Economic Modelling, 36, 8-17 (2014). 2013 1. Z.-Q. Jiang, W.-J. Xie, X. Xiong, W. Zhang, Y.-J. Zhang, W.-X. Zhou, Trading networks, abnormal motifs and stock manipulation, Quantitative Finance Letters, 1, 1-8 (2013). 2. Z.-Q. Jiang, W.-J. Xie, M.-X. Li, B. Podobnik, W.-X. Zhou, and H. E. Stanley, Calling patterns in human communication dynamics, PNAS, 110, 1600-1605 (2013). 2011 1. Z.-Q. Jiang and W.-X. Zhou, Multifractal detrending moving-average cross-correlation analysis, Physical Review E, 84, 016106 (2011). 2010 1. Z.-Q. Jiang,W.-X. Zhou, D. Sornette, R.Woodard, K. Bastiaensen, and P. Cauwels, Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, Journal of Economic Behavior & Organization, 74, 149-162 (2010). 2009 1. Z.-Q. Jiang,W.-X. Zhou, and Q.-Z. Tan, Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game, EPL, 88, 48007 (2009). 2008 1. Z.-Q. Jiang and W.-X. Zhou, Statistical significance of rich-club phenomena in complex networks, New Journal of Physics, 10, 043002 (2008). 2007 1. Z.-Q. Jiang and W.-X. Zhou, Endogenous and exogenous dynamics in the fluctuations of capital fluxes, Eur. Phys. J. B, 57, 347-355 (2007). 2. Z.-Q. Jiang, W.-X. Zhou, B. Xu, and W.-K. Yuan, Process Flow Diagram of an Ammonia Plant as a Complex Network, AIChE Journal, 53, 423-428 (2007).