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个人简介

主要学习研究经历 南开大学数学系计算数学及其应用软件专业学习,获学士学位 南开大学国际企业管理系,获硕士学位 天津大学系统工程研究所管理科学与工程专业学习,获博士学位 研究经历 2004.3-2006.2:中国科学院计算技术研究所博士后 2006.3-2008.6:北京航空航天大学经济管理学院 讲师 2008.7-2016.6:北京航空航天大学经济管理学院 副教授 2016.7- 北京航空航天大学经济管理学院 教授 2013.9-2014.10 University of Delaware 主要奖励 2007年获得教育部自然科学奖一等奖(第四完成人) 获奖项目:进化计算理论及应用研究 证书号:2006-011 天津大学优秀博士论文奖:进化计算中的模式理论、涌现及其应用研究(2006年)

研究领域

计算金融 行为金融 金融市场稳定性

近期论文

查看导师新发文章 (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)

Haijun Yang(*), Hengshun Ge, Ying Luo, The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity, Research in International Business and Finance 2020,53, 101194. Haijun Yang(*), Wei Xia, Private Information Transmission, Momentum and Reversal, Journal of Behavioral Finance, 2020, 21(3): 311-322. Qinghua Zheng, Chutong Yang, Haijun Yang(*), Jianhe Zhou, A Fast Exact Algorithm for Deployment of Sensor Nodes for Internet of Things, Information Systems Frontiers, 2020,22(4), 829-842 Jianlei Hou, Shangmei Zhao, Haijun Yang(*), Individual Analysts, Stock Return Synchronicity and Information Efficiency, International review of financial analysis, 2020: 101513. Zhaoyuan Wang, Shancun Liu, Haijun Yang(*), Harris Wu. An Agent-Based Approach for Time-Series Momentum and Reversal. Journal of Systems Science and Complexity, 2020, 33: 461-474. Xiaoyu Guo, Hui Zhang, Haijun Yang(*), Lianyuan Xu,Zhiwen Ye, A Single Attention-Based Combination of CNN and RNN for Relation Classification, IEEE Access, 2019, 7: 1-12 Zhaoyuan Wang, Shancun Liu, Haijun Yang(*), The influence of social network structure on stock price disclosure, Physica A: Statistical Mechanics and its Applications, 2019, 533: 122064. Yaohu Lin, Shancun Liu, Haijun Yang(*), Harris Wu. A Deep Learning Framework for Stock Prediction Using LSTM[C]//The International Conference on Decision Economics. Springer, Cham, 2019: 61-69. 常一鸣, 赵尚梅, 杨海军, 等. 存款保险制度采用与设计的影响因素分析. 管理评论, 2019, 31(11): 44-59. Jianlei Hou, Shangmei Zhao, Haijun Yang(*), Security analysts’earnings forecasting performance based on information transmission network, Physica A: Statistical Mechanics and its Applications, 2018.6, 2018(509): 611~619. Yiming Chang, Shangmei Zhao, Haijun Yang(*), Jiang He, Hu Fei, Determi nants of deposit insurance coverage, Prague Economic Papers, 2018.7, 27(4): 1~18. Haijun Yang(*), and Shuheng Chen, A heterogeneous artificial stock market model can benefit people against another financial crisis. PloS one 13.6 (2018): e0197935. 杨海军, 胡敏文. 基于核心-边缘网络的中国银行风险传染. 管理科学学报, 2017,10: 44-56. 赵尚梅, 胡飞, 杨海军(通讯作者). 企业与公共研究机构研发产出比较研究. 财贸经济, 2016, 37(12): 144-157. 杨海军 李建武 李敏强,进化算法的模式、涌现与困难性研究,科学出版社,2012年。 Haijun Yang, Harry jiannan Wang, Guiping Sun and Li Wang, A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach, Journal of Evolutionary Economics, 2015, DOI 10.1007/s00191-015-0424-6. Haijun Yang, Minqiang Li, Qinghua Zheng,Yuzhong Sun, How to Avoid Herd Behavior: A Stochastic Multi-Choice Scheduling Algorithm and Parameters Analysis in Grid Scheduling. International Journal of Information Technology & Decision Making, 2015, 14(2): 287-315. Haijun Yang, Lin Li, Deshen Wang, 2015, Research on the Stability of Open Financial System, Entropy, 2015, 17(4): 1734-1754 赵尚梅,孙桂平,杨海军(通讯作者),股票期权对股票市场的波动性分析—基于agent的计算实验金融仿真角度,管理工程学报, 2015, 29(1): 207-215. 赵尚梅,孙桂平,杨海军(通讯作者),基于信息传导的期权对股票市场稳定性影响研究,管理科学学报, 2015, 29(6): 84-94. Haijun Yang, Minqiang Li, Qinghua Zheng, PERFORMANCE ANALYSISOF GRID ARCHITECTURE VIA QUEUEING THEORY. International Journal of Foundations of Computer Science, 2014, 25(06): 697-722. Haijun Yang, Shu Qi, Minqiang Li, The Performance of Cohort Genetic Algorithms on Royal Road Function and Multi-Modal Functions. Journal of Computational and Theoretical Nanoscience, 2014, 11(8): 1817-1825. Haijun Yang, Guping Sun, Study on Stability of an Artificial Stock Option Market based on Bidirectional Conduction. Entropy, 2013, 15(2):700-720. Shangmei Zhao, Guiping Sun, Haijun Yang, The Effect on Volatility of Stock Market After Launching Stock Index Options based on Information Structure of Stock Index Options, Advances in information Sciences and Service Sciences, 2013,15(4), 850-859. Guiping Sun, Shangmei Zhao, Haijun Yang, Study on Stabilization of an Artificial Stock Option Market, The 11th International Conference on Industrial Management, Tokyo, August 29- 31, 2012. Haijun Yang, Shu Qi, Zhou Zhang and David Koslowsky, A symmetry and Confidence Effects in the Information Diffusion Process of Financial Markets, 2015 AEA conference. Haijun Yang, Li Minqiang, Form Invariance of Schema and Exact Schema Theorem. Science in China (series F), 2003, Vol. 46(6): P: 475-484. Haijun Yang, Zhiwei Xu, Yuzhong Sun and Qinghua Zheng“Performance Analysis and Prediction on VEGA Grid”. LNCS(ISPA05), P608-619, 2005. Qinghua Zheng, Haijun Yang and Yuzhong Sun, How to Avoid Herd: A Novel Stochastic Algorithm in Grid Scheduling,15th IEEE international Symposium on High Performance Distributed Computing(HPDC-2006.), Paris, France,2006.P267-278. Haijun Yang, Minqiang Li and Jisong Kou, Exact Schema Theorem Based On the Space of Schema, SMC, 2003 Oct. Hyatt Regency, Washington,D,C.,P:349-354. 杨海军,李敏强,进化算法中的模式定理及建筑块,计算机学报,2003,vol26(11), P:1550-1554. 杨海军,李敏强,有限群体遗传算法的动力性,自动化学报2004,volume 3 Number6, P:968-973. 杨海军,李敏强,模式的形式不变性及准确的模式理论,中国科学E辑volume 33(8)2003,, P:707-714. Haijun Yang, Yang Lei, Valuing American Options by Weighted Least-squares Quasi-Monte Carlo, Engineering, Services and Knowledge Management 2008. 杨海军,李敏强,进化算法中基于排序选择下的准确模式理论,系统工程学报,volume 19(1)2004,, P:79-85. Haijun Yang, Li Minqiang, Appropriate Schemata and Building Blocks,Journal of Systems Engineering and Electronics 2005 .2. Haijun Yang , Zhiwei Xu, Yuzhong Sun , Zheng Shen , and Changshu Liu“Modeling and Performance Analysis of the VEGA Grid System”e-Science and grid computing, P296-303, 2005. Qinghua zheng, Haijun Yang and Yuzhong Sun,Self-Organizing Communication-aware Resource Management for Scheduling in Grid Environment,HPC-Asia2005,2005,P346-353. Haijun Yang,Minqiang Li and Qinghua Zheng, Performability Analysis of Grid Architecture Via Queueing Networks, ISPA2007, Canada, P577-588. 杨海军,雷杨,基于加权最小二乘拟蒙特卡罗的美式期权定价,系统工程学报,2008,Vol23.No.5,532-538.

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