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个人简介

教育经历 1994.9 1999.8 大连理工大学 土木工程 博士 1988.9 1991.7 大连理工大学 应用数学 硕士 1984.9 1988.7 大连理工大学 应用数学 学士 工作经历 2015.1 至今 大连理工大学管理学部 教授 2002.5 2014.12 大连理工大学管理学部 副教授、教授、副院长 2000.3 2002.5 上海交通大学管理学院 博士后 1991.4 2000.2 应用数学系 助教、讲师、副教授

研究领域

1. 金融工程理论与应用 2. 金融市场微观结构理论与应用 3. 信用衍生产品定价 4. 极端风险控制与分担方法 5. 资产证券化及其应用 6. 保险精算

近期论文

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尚勤.DESIGN OF CATASTROPHE MORTALITY BONDS BASED ON THE COMONOTONICITY THEORY AND JUMP-DIFFUSION PRO...[J],International Journal of Innovative Computing Information and Control,2022,5(4):991-1000 王晓梅.Effects of the Financial Crisis on International Trade[A],2nd Conference on Transnational Corporations and China,2022,120-125 秦学志.Fuzzy pricing of binary option based on the long memory property of financial markets[J],JOURNAL OF INTELLIGENT FUZZY SYSTEMS,2022,38(4):4889-4900 王越.Harmonious and mutual-beneficial credit mechanism and its model[A],International Conference on e-Risk Management (ICeRM 2008),2022,256-261 秦学志.IMpactof the deposit insurance on deposit removal among banks[A],the 15th intrenal symposium on knowledge and systems Science(KSS2014),2022 秦学志.interest rate-linked spread model for basket default swap[A],Management Science and Engineering,2022,233-238 王越.The Credit Loan Strategy Model Based on Leader Follower Game Theory[A],15th International Conference on Management Science and Engineering,2022,1139-+ Zhang K..The effect of government investment - Based on an IO model[A],17th International Conference on Management Science and Engineering, ICMSE 2010,2022,1757-1762 Huang Shiying.The Empirical Analysis on Structure Ratio of Added-Value and Distribution Justice[A],3rd International Conference on Financial Risk and Corporate Finance Management,2022,633-638 秦学志.The Impacts of financial linkage on sustainability of less-formal fianancial institutions:experie...[J],Journal of Co operative Organization and Management,2022,2(2):65-71 秦学志.The Effects of Owinership Types on Enterprise Innovation Efficiency: Do Industrial and Regional H...[A],International Conference of Management Science and Engineering(ICMSE),2022,833-844 Lin Zhi-hong.The Effects of Ownership Types on Enterprise Innovation Efficiency: Do Industrial and Regional ...[A],20th International Annual Conference on Management Science and Engineering,2022,833-844 秦学志.The maximum entropy method for fuzzy pattern recognition and its application in the evaluation ...[A],International Conference on Management Science and Engineering,2022,192-197 Khan, Muhammad Arif.The Sensitivity of Firms' Investment to Uncertainty and Cash Flow: Evidence From Listed State-O...[J],SAGE open,2022,10(1) 秦学志.The Use Modified Regression Analysis to Estimate Industrial Competitiveness, the Case of Banks i...[J],Applied Mechanics and Materials Journal,2022,541-542:1537-1549 秦学志.The Role of Financial Intermediation in Domestic Savings: Evidence from Savings and Credit Cooper...[J],international research journal in finance and economics,2022,108:179-191 Zhou, Yingying.Valuating for European Barrier Options of Up-and-out Type with Fuzzy Parameters[A],20th Chinese Control and Decision Conference,2022,2609-2614 Khan, Muhammad Arif.Uncertainty and leverage nexus: does trade credit matter?[J],EURASIAN BUSINESS REVIEW,2022,10(3):355-389 Khan, Muhammad Arif.Uncertainty and R&D investment: Does product market competition matter?[J],Research in International Business and Finance,2022,52 王雪华.A Cellular Automata Model for Forest Fire Spreading Simulation[A],IEEE Symposium Series on Computational Intelligence (IEEE SSCI),2022 秦学志.using the modified regression analysis to estimate industrial competitiveness -- the case of bank...[J],Applied Mechanics amd Material,2022,541(3):1537-1539 Wang X..A cellular automata model for forest fire spreading simulation[A],2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016,2022 Wang, Wenhua.A kind of investor-friendly dual-trigger contingent convertible bond[A],18th International Symposium on Knowledge and Systems Sciences, KSS 2017,2022,780:242-249 秦学志.analysis on the coefficient of relative risk aversion in currency substitution[A],procceedings of the second international conference on uncertainty theory,2022,31-35 秦学志.An Improved Extreme Financial Risk Measurement Model: ES-TV Parametric Model[A],International Conference on Economics and Management (ICEM),2022,72-78 秦学志.Calibrating Stochastic Volatility Models with Time-based Rescaling of Option Data[A],Proceedings - 2020 2nd International Conference on Economic Management and Model Engineering, ICEMME 2020,2022,919-923 Yang, Ruicheng.CDO pricing using single factor MG-NIG copula model with stochastic correlation and random fact...[J],JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2022,350(1):73-80 秦学志.comparative analysis of commercial banks liqiudity position:the case of Tanzania[J],international journal of business and management,2022,7(10):134-141 秦学志.commercial banks profitability position: the case of Tanzania[J],International Journal od Business and Management,2022,7(13):136-144 Huang, Shiying.Cooperate Performance Evaluation and Empirical Study on Added Value[A],22nd Chinese Control and Decision Conference,2022,2161-+ 秦学志.Credit degree methods of group decision-making in AHP (II)[J],Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,2022,20(5):76-79, 144 秦学志.Modeling the Banks Efficiency in Tanzania: Panel Evidence[J],Research Journal of Finance and Accounting,2022,4(9):66-83 秦学志.Multiparty game credit loan model with dual default risk[A],2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008,2022 Ruicheng, Yang.Optimal hiring and firing strategy for maximizing time-discounted total lmpulse dividend profit...[A],5th International Symposium on Management of Technology,2022,498-501 Yang, R..Optimal proportional reinsurance model with transaction costs[J],Journal of Applied Mathematics and Computing,2022,28(1-2):333-349 Wang, Xiehua.Pattern recognition method for correcting the judgement matrix into one with complete uniformity ...[J],Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,2022,17(11):56-59 秦学志.Prediction of Listed Companies’ Credit Risk Based on Mixed Logit Model with Factor Analysis[A],International Conference on Management of e-Commerce and e-Government,2022,210-214 Sun, Xiaolin.Prediction of Chinese Listed Companies' Credit Risk Based on Mixed Logit Model and Factor Analy...[A],3rd International Conference on Management of e-Commerce and e-Government,2022,258-261 秦学志.Pricing barrier options time-dependent parameters and curved boundaries[A],2008 ISECS International Colloquium on computing communication control and management,2022,299-308 Yang, Ruicheng.Pricing Barrier Options with Time-dependent Parameters and Curved Boundaries[A],International Colloquium on Computing, Communication, Control and Management,2022,3:299-+ Chen, Zhengsheng.Pricing BDS based on distorted Copulas functions[A],International Conference on MultiMedia and Information Technology,2022,771-774 尚勤.Pricing Catastrophe Mortality Bonds under Stochastic Dependence[A],2nd International Conference on Financial Risk and Corporate Financial Management,2022,252-255 尚勤.Pricing Longevity Risks under the Multivariate Stochastic Process with Tranche Techniques[A],17th International Conference on Management Science and Engineering (ICMSE),2022,1158-1163 迟国泰.Pricing model on interest rate of risk loan[A],International Conference on Management Science and Engineering,2022,689-694 Zhou, Yingying.Reduced credit risk measurement model with particle filter approach[A],3rd IEEE Conference on Industrial Electronics and Applications (ICIEA 2008),2022,203-+ 秦学志.Reduced Credit Risk Measurement Model with Particle Filtering Approach[A],2008 3rd IEEE Conference on Industrial Electronics and Applications conference,2022,203-207 Cao, Zhanzhong.Research on the RMB Index from the Perspective of Financial Security[A],2nd International Conference on Industrial Economics System and Industrial Security Engineering (IEIS),2022,127-134 秦学志.Retesting the existence, relativity and convergence of energy curse: An empirical test based on t...[A],3rd International Conference on New Energy and Future Energy System, NEFES 2018,2022,188(1) 秦学志.Role of Financial Development in Economic Growth: Evidence from Savings and Credits Cooperative S...[J],International Journal of Financial Research,2022,4(2):115-125 尚勤.Securitization of catastrophe mortality risk using gumbel Copula and tranche methods[J],ICIC Express Letters Part B Applications,2022,1(2):215-219 秦学志.Securitization of longevity risk in pension annuities[A],2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008,2022 Sun, Xiaolin.Study on credit risk prediction of listed companies in China[A],3rd international Conference on Risk Management and Global e-Business,2022,148-153 王宁.Survey of Application and Research on Government Cloud Computing In China[A],IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology (WI-IAT),2022,140-143 秦学志.SVM-based Abnormal Account Monitoring Model of Bank[A],International Conference of the Economic-Management-and-Trade-Cooperation (EMTC),2022,107:274-281 Guo Ming.Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model[A],PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT,2022,305-310 秦学志.Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model. ...[A],The 9th (2017) International Conference on Financial Risk and Corporate Finance Management (FRCFM2017),2022,305-310 Sun Wuhan.Design of A Modularized Weather Index Insurance Product System[A],5th International Conference on Financial Risk and Corporate Finance Management,2013,181-188 Khan, Muhammad Arif.Does uncertainty influence the leverage-investment association in Chinese firms?[J],Research in International Business and Finance,2019,50:134-152 秦学志.Effects of the Financial Crisis on International Trade[A],Xi an conference on Transnational Corporations (TNCs) and Foreign Direct Investment (FDI),2014 王文华.兼具债转股和债务减记特征的或有可转债及其定价[J],系统管理学报,2021,29(5):895-904

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