张作泉 - 北京交通大学

个人简介

1993年9月获得大连理工大学理学博士学位，1995年10月在中国海洋大学博士后出站后来到北京交通大学工作至今，2002年9月到2003年10月作为国家公派访问学者在丹麦奥胡斯大学经济管理学院学习及研究金融统计、金融工程等内容。

研究领域

金融统计计算理论与信息处理

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]Menggang Li, Zuoquan Zhang* and Rongquan Bai. The study on risk rating model of commercial bank credit based on support vector machine. Lecture Notes in Computer Science. 2014. (EI) [2] Rongquan Bai, Zuoquan Zhang* and Menggang Li. Estimating time-varying beta of price limits and its applications in China stock market. Journal of Applied Mathematics, 2013(2013), 1-8, 2013. (SCI) [3] Menggang Li, Zuoquan Zhang* and Rongquan Bai. Evaluation on financial security based on T-S fuzzy neural network. Journal of Applied Sciences, 13(8), 1402-1405, 2013. (EI) [4] Menggang Li, Yi Qiu* and Zuoquan Zhang. Combining recursive feature elimination and support vector machines for stock price forecasting. Journal of Computational Information Systems, 9(16), 6519-6526, 2013. (EI) [5] Zuoquan Zhang, Menggang Li* and Rongquan Bai. An integrated model for stock price prediction based on SVM and ARMA. Journal of Theoretical and Applied Information Technology, 44(1), 51-54, 2012. (EI) [6] Zuoquan Zhang* and Rongquan Bai. An improved method of VaR computation and its application. Journal of Computational Information Systems, 8(11), 1-8, 2012. (EI) [7] Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms (SCI) Discrete Dynamics in Nature and Society, Volume 2009, Article ID 830572, 8 pages doi:10.1155/2009/830572 [8] The Application of SVMs Method on Exchange Rates Fluctuation (SCI) Discrete Dynamics in Nature and Society Volume 2009, Article ID 250206, 8 pages doi:10.1155/2009/250206 [9]The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms (SCI) Discrete Dynamics in Nature and Society Volume 2009, Article ID 743685, 9 pages doi:10.1155/2009/743685 [10] 利用小波方差逼近数据波动率的改进BS模型北京交通大学学报，vol.33 No.3，2009。 [11] A Credit evaluating and forecasting model on the company's financial position using Support Vector Machine, ( EI) Journal of Computational Information Systems(2009)，Vol.5 No.1 [12] Improvement of Monte Carlo Method in VAR Calculating( EI) Journal of Computational Information Systems(2008)，Vol.4 No.5 [13] 支持向量机在选择优质股票中的应用，统计与决策，VOL.22 NO.4(2008) ( CSSCI)