个人简介
招生专业
020204-金融学
020209-数量经济学
120100-管理科学与工程
招生方向
金融市场,行为金融
金融大数据,复杂数据分析
金融创新,金融管理
教育背景
2004-09--2007-07 北京航空航天大学经济管理学院 博士
2002-09--2004-07 北京航空航天大学经济管理学院 硕士,提前攻博
1998-09--2002-07 北京航空航天大学经济管理学院 本科
出国学习工作
2006.8.-9.:法国巴黎电信学院(TELECOM PARIS),合作研究
工作简历
2010-05~现在, 中国科学院研究生大学、中国科学院虚拟经济与数据科学研究中心, 副研究员
2009-07~2010-05,中国科学院研究生院、中国科学院虚拟经济与数据科学研究中心, 助理研究员
2007-06~2009-07,中国科学院研究生院、中国科学院虚拟经济与数据科学研究中心, 博士后
教授课程
天使投资
数据、模型与决策
多元统计分析
证券市场与投资分析
科研项目
(1)主持国家自然科学基金面上项目:面向金融市场的多源异构数据知识表示与应用研究,2018-01--2021-12
(2)主持横向课题:中国上市公司金融战略模式研究,2016-01--2017-12
(3)主持院级课题:基于文本挖掘的投资者关注与股市风险研究,2015-09--2017-09
(4)主持院级课题:基于区间数据分析的中国股市板块结构研究,2013-05--2015-04
(5)主持国家自然科学基金应急项目:我国应对欧洲主权债务危机的策略研究,2012-05--2013-02
(6)主持国家自然科学基金青年基金项目:基于复杂数据的相关性分析方法及应用研究,2012-01--2014-12
(7)主持院级课题:特殊类型数据的相关性分析方法及应用研究,2010-05--2012-04
(8)主持国家自然科学基金创新研究群体项目子课题:智能知识管理(二次挖掘)在资本市场决策中的应用,2010-01--2012-12
(9)主持中国博士后科学基金项目:静态投入产出表的预测方法研究,2008-12--2009-08
近期论文
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1. Wen Long, Zhichen Lu, Lingxiao Cui. Deep Learning-Based Feature Engineering for Stock Price Movement Prediction, Knowledge-Based Systems, 164 (2019): 163-173 (SCI)
2. Wen Long, Linqiu Song, Yingjie Tian. A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity, Expert Systems with Applications, 118 (2019): 411-424(SCI)
3. Yong Shi, Bo Li, Wen Long*. Pyramid scheme model for consumption rebate frauds, Chinese Physics B. 2019, 28(7): 078901 (SCI)
4. Yong Shi, Ye-ran Tang, Wen Long*, Sentiment contagion analysis of interacting investors: Evidence from China’s stock forum, Physica A: Statistical Mechanics and its Applications, 523(2019): 246-259(SCI)
5. Zhichen Lu, Wen Long*, Jiashuai Zhang, Yingjie Tian. Factor Integration Based on Neural Networks for Factor Investing, Lecture Notes in Computer Science, vol 11538, pp. 286-292 (EI)
6. Shuze Guo, Yao Jiang, Wen Long*. Urban tourism competitiveness evaluation system and its application: Comparison and analysis of regression and classification methods. Procedia Computer Science, 2019, 162: 429-437 (EI)
7. Yixin Liu, Xinhua Wang, Wen Long*. Detection of False Weibo Repost Based on XGBoost, IEEE/WIC/ACM International Conference on Web Intelligence, October 2019, 97–105, https://doi.org/10.1145/3358695.3360933
8. 唐也然、龙文*、石勇,投资者非理性行为是动量效应产生的原因吗?——来自互联网金融论坛的证据,证券市场导报,2020,(4):62-70
9. 龙文、郭莹、王振、冯海红,媒体报道会影响上市公司并购重组后的收益率吗?投资研究,2019,38(11):65-80
10. 龙文、毛元丰、管利静、崔凌逍,财经新闻的话题会影响股票收益率吗?——基于行业板块的研究,管理评论,2019,31 (5): 18-27
11. 龙文、赵曼仪,基于STAR模型的中美波动率指数与收益率相关性的比较研究,投资研究,2019,38(4):93-106
12. Yong Shi, Ye-ran Tang, Ling-xiao Cui, Wen Long*, A Text Mining Based Study of Investor Sentiment and Its Influence on Stock Returns, Economic Computation and Economic Cybernetics Studies and Research, 2018, 52(1): 183-199 (SSCI/SCI)
13. Wen Long, Ye-ran Tang, Ying-jie Tian*. Investor Sentiment Identification based on the Universum SVM. Neural Computing & Applications, 2018, 30(2): 661–670 (SCI)
14. Bin Wang, Wen Long*, Xianhua Wei. Investor Attention, Market Liquidity and Stock Return: A New Perspective. Asian Economic & Financial Review, 2018, 8(3): 341-352
15. Z. Lu, W. Long*, Y. Guo, Extreme Market Prediction for Trading Signal with Deep Recurrent Neural Network, Lecture Notes in Computer Science, vol 10861, pp. 410–418 (EI)
16. Yong Shi, Ye-ran Tang, Wen Long*. Finding Patterns of Stock Returns Based on Sequence Alignment, Procedia Computer Science 2018, 139: 256–262 (EI)
17. 王振齐、龙文*,基于平衡稳定性的货币危机预警模型及实证研究,系统工程学报,2018,33(3):355-364
18. Wen Long, Lijing Guan, Jiangjian Shen, Linqiu Song, Lingxiao Cui. A complex network for studying the transmission mechanisms in stock market. Physica A: Statistical Mechanics and its Applications, 484 (2017): 345-357(SCI)
19. Wen Long, Linqiu Song, Lingxiao Cui. Relationship between Capital Operation and Market Value Management of Listed Companies Based on Random Forest Algorithm. Procedia Computer Science, 2017, 108: 1271-1280. (EI)
20. Xiuqi Fan, Mengdi Du, Wen Long*. Risk Spillover Effect of Chinese Commercial Banks: Based on Indicator Method and CoVaR Approach. Procedia Computer Science, 2017, 122: 932-940. (EI)
21. Lin Lai, Chang Li, Wen Long*. A New Method for Stock Price Prediction Based on MRFs and SSVM, 2017 The IEEE International Conference on Data Mining, New Orleans, USA, Nov. 18-21, 2017. (EI)
22. 杨文宁、龙文*,基于序列比对的沪深指数暴涨暴跌分析,管理评论,2017,29(3): 3-11
23. 龙文、王霦、赵文治,商品期货新合约上市对已有合约波动性影响的实证分析,统计与决策,2017, (6): 168-171
24. Wen Long*, Yeran Tang, Dingmu Cao. Correlation Analysis of Industry Sectors in China's Stock Markets Based on Interval Data. Filomat. 30(15): 3999-4013 (SCI)
25. Ling-xiao Cui, Wen Long*. Trading strategy based on dynamic mode decomposition: tested in Chinese stock market. Physica A: Statistical Mechanics and its Applications, 461 (2016): 498–508 (SCI)
26. Jiangjian Shen, Wen Long*. The Regime Characteristics of Chinese Stock Market Industry Sectors. Procedia Computer Science. 2016, 91:512~518 (EI)
27. Wen Long, Lijing Guan, Lingxiao Cui*. Investors Attention and the Effects on Stock market: An Empirical Study Based on Stock forum. The IEEE International Conference on Data Mining series (ICDM) 2016, Spain, 2016.12.12-2016.12.15 (EI)
28. Wen Long, Bin Wang, Lingxiao Cui*. The influence of investor attention on Return and Volatility of Stock market. 2016 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent, USA, 2016.10.13-2016.10.16 (EI)
29. 沈江建、龙文*,基于马尔科夫状态转移的中国股票市场行业板块波动性与相关性研究,数学的实践与认识,2016,(21):80~88
30. 魏志平、龙文*、王霦、石敏俊,地区主导产业选择的多维度方法研究——以新疆吐鲁番市为例,科技促进发展,2016,12(3):313-322
31. Huiwen Wang, Cheng Wang, Haitao Zheng, Haoyun Feng, Rong Guan, Wen Long, Updating Input–Output Tables with Benchmark Table Series. Economic System Research, 2015, 27(3): 287-305 (SCI)
32. Wen Long, Huiwen Wang. Prediction of sequential static input-output table, 2015 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology, Singapore, Dec. 6-9, 2015 (EI)
33. 龙文、李楠、王惠文、成思危,金融危机过程中不同类型国家经济发展的差异性比较——基于函数数据分析方法,管理评论,2014,(3):3-10
34. 侯立宏、石勇、龙文、刁明. 边疆地区科技特派员工作意愿及影响因素研究——基于新疆兵团401份调查问卷的实证分析,中国软科学,2014, 4: 108-115
35. Dingmu Cao, Wen Long*. The style characteristic of China’s stock market: an application to PCA for interval symbolic data, Revue des Nouvelles Technologies de l'Information, 2013, vol.RNTI-E-25, pp.40-57
36. Yang, Wenning, Long Wen*, and Cao Dingmu. Copula-based model for portfolio of sector indices. 2013 International Conference on Management Science and Engineering (ICMSE). IEEE, 2013 (EI)
37. Long, Wen, Qian Wang. Correlation Coefficient of Compositional Data Based on Isometric Logratio Transformation. 2013 IEEE/WIC/ACM International Conferences on Web Intelligence and Intelligent Agent Technology (WI-IAT), Atlanta, USA, Nov. 17-20, 2013 (EI)
38. 龙文等,欧债危机对我国的长期启示,金融发展评论,2013,7:64-76
39. 石敏俊、杨晶、龙文、魏也华,中国制造业分布的地理变迁与驱动因素,地理研究,2013,32(9):1708-1720
40. 龙文, 杨海珍, 李晶, 昃于靖, 刘丽, 李银华. 从国际比较的视角看中国再保险市场发展前景. 统计与决策. 2010, 13:108-111
41. Wen Long, Henry M.K. Mok, Yan Hu, Huiwen Wang. The Style and Innate Structure of the Stock Markets in China. Pacific-Basin Finance Journal, 2009, 17(2): 224-242 (SSCI)
42. Wen Long, Huiwen Wang. Predictive Modeling of Large-Scale Sequential Curves Based on Clustering, International Journal of Operations & Quantitative Management, 2008,14(4): 265-273
43. 龙文, 王惠文. 曲线分类建模方法及其在多地区GDP预测中的应用. 系统工程理论与实践, 2008, 28(3): 71-75
44. 龙文, 王惠文. 基于成分数据的市场集中度指标预测建模方法及应用. 系统工程, 2008, 26(5): 42-46
45. 龙文, 王惠文. 成分数据相关系数计算方法研究. 数学的认识与实践, 2008, 38(24): 152-157
46. 龙文, 王惠文. 成分数据偏最小二乘logistic回归模型及其应用. 数量经济技术经济研究, 2006, 23(9): 156-161
47. 龙文, 王惠文, 李大鹏. 疫情传染状态判别方法研究——以SARS疫情为例. 中国软科学, 2005, 6: 153-157