吴浩存 - 华南理工大学 - 经济与金融学院

个人简介

吴浩存副教授于2007年获得香港大学金融统计学博士学位，2002年毕业于华南理工大学数学系。现任华南理工大学经济与金融学院副教授，数量经济系硕士生导师。主讲统计学、高级计量经济学等本科及研究生课程。并在经济与金融学院开设的经济学创新班、金融全英班与金融科技精英班等创新计划中担任课程导师。其拥有粤港澳大湾区多年高等教育及科研咨询经验。曾在中山大学、香港理工大学、澳门大学、澳门科技大学、澳门旅游学院等大学任教及进行学术研究，至今主持多项科研咨询课题，包括国家社科基金及教育部基金项目，在国际学术杂志及会议上发表论文三十余篇，其中刊发的SSCI/SCI论文近十篇，并为多个国际学术杂志担任学术审稿人。近年来的主攻研究方向为金融科技与数字经济、经济大数据分析及统计建模、疫情危机事件下服务行业经济分析与对策研究、粤港澳大湾区经济与社会量化研究。寄望通过创新性的运用数量经济模型来解决国民经济及区域发展中产生的实际问题，结合经济与金融的学科知识，提供管理启示及政策建议。招生专业(Admission Majors) 数量经济学(Quantitative Economics) 主授课程 (Teaching Courses) 硕博课程： 1.高级计量经济学 2.时间序列分析本科课程： 1.统计学 2.统计软件应用实验 3.多元统计分析与R语言应用 4.计量经济学 5.行为金融学 6.证券投资学 7.微观经济学 8.项目管理与软件过程 Postgraduate Courses: 1.Advanced Econometrics 2.Time Series Analysis Undergraduate Courses: 1.Statistics 2.Statistical Software and Applied Experiments 3.Multivariate Statistics and R Applications 4.Econometrics 5.Behavioral Finance 6.Securities Investment 7.Microeconomics 8.Project Management and Software Process 教育经历(Education) 2004～2007，统计学博士（经济与金融统计），香港大学 2002～2004，应用数学硕士（数据挖掘方向），香港大学 1998～2002，理学学士（应用数学与计算机双专业），华南理工大学 2004-2007, Ph.D. in Financial Statistics, University of Hong Kong 2002-2004, MS in Applied Mathematics, University of Hong Kong 1998-2002, BS in Applied Mathematics & Computer Science, South China University of Technology 工作经历(Experience) 2013～至今，华南理工大学，经济与金融学院，副教授，硕士生导师 2010～2013，中山大学，旅游学院，讲师，硕士生导师 2009～2010，香港理工大学，酒店与旅游管理学院，博士后研究员 2007～2009，美国赛仕软件研究所，统计师及咨询顾问 2013- Present, Associate Professor, School of Economics and Finance, South China University of Technology 2010-2013, Lecturer, School of Tourism Management, Sun Yat-Sen University 2009-2010, Postdoctoral Fellow, School of Hotel & Tourism Management, The Hong Kong Polytechnic University. 2007-2009, Statistician and Business Consultant, SAS Institute. 科研项目(摘选) (Selected grants) 1.主持：教育部社科青年基金项目：基于独立成分分析模型的国内酒店房价影响因素研究 (2010-2013)。 2.主持：国家社科基金项目（面上项目）：大数据背景下出入境客流承载力与旅客行为统计建模研究（2015-2020）。 1.Principal Investigator, Project Topic: Studying the impact factors of hotel pricing in Chinese hotels: an independent component analysis approach (2010-2013), Research Fund for Youth Researchers, Ministry of Education, China. 2.Principal Investigator, Project Topic: A big data Research on carrying capacity and statistical modeling of inbound and outbound visitor arrivals and visitor behavior (2015-2020), Research Fund for General Projects, National Social Science Fund, China. 奖誉（Honors） FRM (Financial Risk Manager) 金融风险管理师

研究领域

应用统计及计量建模，大数据分析，金融及风险管理，旅游及接待业量化分析 Applied Statistics & Econometric Modeling, Big Data Analytics, Financial & Risk Management, Quantitative Analysis for Tourism and Hospitality Industries

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）

1.Sou, J.P., Wu, E.H.C., Tang, W.S.L., (2018). Segmentation of Chinese Tourists by Seasonal and Trend Patterns: The Case of Macao, Journal of China Tourism Research, 14, 279-295 2.Wu, E.H.C., Law, R, &Jiang, B. (2013). Predicting Browsers and Purchasers of Hotel Websites: A Weight-of-Evidence Grouping Approach, Cornell Hospitality Quarterly, 54(1): 38-48. (SSCI) 3.Wu, Q., Law, R, Wu, E.H.C., & Lin, J.X. (2013). A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization, Information Sciences, 238: 96-110. (SCI) 4.Wu, E.H.C., Law, R, &Jiang, B. (2010). The Impact of Infectious Diseases on Hotel Occupancy Rate based on Independent Component Analysis. International Journal of Hospitality Management, 29(4): 751-753. (SSCI) 5.Wu, E.H.C., Law, R, &Jiang, B. (2010). Data Mining for Hotel Occupancy Rate: An Independent Component Analysis Approach, Journal of Travel & Tourism Marketing, 27(4): 426–438. (SSCI) 6.Wu, E.H.C., Yu, L.H., &Li, W.K. (2009). A Smoothed Bootstrap Test for Independence based on Mutual Information, Computational Statistics & Data Analysis, 53(7):2524-2536. (SCI) 7.Yip, A., Ng, M., Wu, E.H.C., & Chan, T. (2007), Strategies for Identifying Statistically Significant Dense Regions in Microarray Data. IEEE-ACM Transactions on Computational Biology and Bioinformatics, 4(3):415-429. (SCI) 8.Wu, E.H.C., Yu, L.H., &Li, W.K. (2006) Value at Risk Estimation Using ICA-GARCH Models, International Journal of Neural Systems,16(5):371-382. (SCI) 9.Wu, E.H.C., & Yu, L.H.(2006). Pattern Recognition of the Term Structure Using Independent Component Analysis, International Journal of Pattern Recognition and Artificial Intelligence, 20(2):173-188. (SCI) 10.Wu, E.H.C., & Yu, L.H.(2006). A Robust and Scalable Clustering Model for Time Series via Independent Component Analysis, International Journal of Systems Science, 37(13):987-1001. (SCI)

学术兼职

1.华南理工大学，数学学院，校友会，理事 2.华南理工大学，经济与金融学院，党外知识分子联谊会，理事 1.Council Member, Alumni Association, School of Mathematics, South China University of Technology. 2.Council Member, Non-Party Intellectuals Association, School of Economics and Finance, South China University of Technology.