张强 - 北京师范大学 - 数学科学学院

个人简介

北京师范大学数学研究中心教授，博士生导师。张强教授获复旦大学理学士学位。他是首批通过李政道教授组织的CUSPEA考试赴美国的研究生之一并获得纽约大学硕士和博士学位。毕业后，他先后工作于纽约大学库朗数学研究所, 纽约州立大学石溪分校和香港城市大学。张强教授曾任香港城市大学商学院经济及金融系教授，理学院物理系教授和数学系教授。张强教授发表了100多篇学术论文。他的研究涵盖多个领域，包括物理、流体力学、科学计算、石油开发与地下水生态学、相对论、量子信息、统计和数学金融。他的研究成果发表于这些领域里的顶级期刊。他的研究工作解决了一些长期被困扰的难题，例如，Yang-Zhang最优波动率估算法。张强教授于2020年加入数学研究中心。

研究领域

In Fluid Dynamics: Instability, Interfacial Mixing, Flow in Porous Media, Turbulence, Computational Fluid Dynamics, Partial Differential Equations, Granular Particles. In Mathematical Finance: Derivative Securities, Portfolio Selection, Risk Management, Transaction Costs, Optimal Consumption, Stochastic Volatility, Option Pricing in Incomplete Markets, Stochastic Control, Statistics.

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）

Q. Zhang, S. Deng and W. Guo, “Quantitative theory for the growth rate and amplitude of the compressible Richtmyer-Meshkov instability at all density ratios”, Physical Review Letters, 121, 174502 (2018). J. J. Wylie, Q. Zhang, X. X. Sun, “Anormalous Richtmyer-Meshkov fingering in dissipative particle systems”, Physical Review Leters, 97, NO. 104501 (2006). Q. Zhang, “Analytical Solutions of Layzer-type Approach to Unstable Interfacial Fluid Mixing”, Physical Review Letters, 81, pp. 3391-3394 (1998). Q. Zhang and M. J. Graham, “Scaling Laws for Unstable Interfacial Fluid Mixing Driven by Strong Shocks”, Physical Review Letters, vol. 79, pp. 2674-2677 (1997). J. W. Grove, R. Holmes, D. H. Sharp, Y. Yang and Q. Zhang, “Quantitative Theory of Richtmyer-Meshkov Instability”, Physical. Review Lett.ers, 71, pp. 3473-3476 (1993), Q, Zhang and W. Guo, “Universality of finger growth in two-dimensional Rayleigh-Taylor and Richtmyer-Meshkov instabilities with all density ratios”, Journal of Fluid Mechanics, Vol 786, pp 47-61, (2016). Q, Zhang and L. Ge,“Optimal strategies for asset allocation and consumption under stochastic volatility”, Applied Mathematics Letters, Vol 58, June 2016, pp 69-73, doi: 10.1016/j.aml.2016.02.005. Q. Zhang, W. X. Guo and J. J. Wylie, “Intermittency in dilute granular flows”, Europhyics Letters 115, 14003 (2016). S. Ben Hariz, J.J. Wylie and Q. Zhang, “Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences, Annual of Statistics, 35. pp. 1802- 1826 (2007) W. X. Guo and Q. Zhang “Universitality and scaling laws among fingers at Rayleigh-Taylor and Richtmyer-Meshkoiv unstable interfaces in different dimensions”, Physica D: Nonlinear Phenomena 403 (2020): 132304 Q, Zhang and L. Ge, “Optimal strategies for asset allocation and consumption under stochastic volatility", Appl. Math. Lett., 58, pp 69-73, (2016). Q. Zhang and J. G. Han, “Option Prices in Incomplete Markets" Appl. Math. Lett., 26. pp 975-978 (2013). J. G. Han, M. Gao, Q. Zhang, Y. T. Li, “Option Prices under stochastic volatility”, Appl. Math. Lett., 26 (1), pp 1-4 (2013). ? Q. Zhang and J. G. Han, “Option Prices in Incomplete Markets" Appl. Math. Lett., 26. pp 975-978 (2013). J. Wylie; Q. Zhang and T. K. Siu, “Can expected shortfall and Value-at-Risk be used to statically hedge options?”, Quantittive Finance, 10 (6) 575-583 (2010). M. Yu, Q. Zhang and D. Yang, “Bankruptcy in Long-term Investment”, Quantitative Finance, 8, pp. 777-794 (2008) D. Yang and Q. Zhang, “Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices”, J of Business, 73, pp. 477-491 (2000)