☆已发表论文
1、A Two-stage Affinity Propagation 2 Clustering Using the wtDTWDistance: Application in Stock Selection and Portfolio Optimization[J],ExpertSystems with Applications （SSCI,SCI）,Corresponding author,2025
2、Networked liquidity risk contagion in high-carbon sectors: The roleof multi-agent behavioral constraints, International Review of FinancialAnalysis (SSCI), Volume 106, October2025, 104530: 1-20,Corresponding author，2025
3、Prediction of lithium carbonate prices in China applying aVMD–SSA–LSTM combined model, Mathematics (SCI), 13, 613: 1-17,Correspondingauthor，2025
4、A Hybrid Approach of Wavelet Transform, ARIMA and LSTM Model for theShare Price Index Futures Forecasting NorthAmerican Journal of Economics & Finance（SSCI）,Corresponding author，2024
5、How to Construct a Lower Risk FOF based on Correlation Network? TheMethod of Principal Component Risk Parity Asset Allocation Journal of Systems Science & Complexity（SCI）,Corresponding author，2024
6、How to Construct a Lower Risk FOF based on Comrrelation Network? TheMethod of Principal Component Risk Parity Asset Allocation[J],With J.-T，Zhang,W.Bai,JSSC(SCI),2023,DOI:10.1007/s11424-023-2296-4,CorrespondingAuthor.
7、Stock Market Reactions to Social Media: Evidence from WeChatRecommendations[J], With Y.-Z. Zhang, PHYSICA A: STATISTICAL MECHANICS AND ITSAPPLICATIONS, Accepted, 2021. (SSCI), Corresponding Author
8、A two-stage affinity propagation 2clustering using the wtDTW distance: Application in stock selection andportfolio optimization[J], Expert Systems with Applications (SSCI,SCI,JCR1区)，2025(accepted)
9、A Hybrid Approach ofWavelet Transform, ARIMA and LSTM Model for the Share Price Index FuturesForecasting[J], North American Journal of Economics & Finance(SSCI，Corresponding Author.),https://doi.org/10.1016/j.najef.2024.102022
10、How to Construct a Lower Risk FOF based on Comrrelation Network? The Method of Principal Component Risk Parity Asset Allocation[J],With J.-T，Zhang,W.Bai,JSSC(SCI),2023,DOI:10.1007/s11424-023-2296-4,Corresponding Author.
11、Stock Market Reactions to Social Media:Evidence from WeChat Recommendations[J],With Y.-Z，Zhang,Physica A (SSCI, SCI), 2021,https://doi.org/10.1016/j.physa.2020.125357,Corresponding Author.
12、Fund Managers’Association Networks，InformationSharing and Fund Performance Consistency[J], With K.–L, D. -X. Li, Y.-X. Li, Applied Economics Letters(SSCI), 2019,https://doi.org/10.1080/13504851.2019.1646400, First Author.
13、Contagion Model on Counterparty Credit Risk in the CRT Market by Consideringthe Heterogeneity of Counterparties and Preferential-random Mixing Attachment[J],With T.-Q. Chen, J.-P Wang, Y.-P He, Physica A (SSCI, SCI), 2019,520(3):458-480. (SSCI), Corresponding Author
14、Stock Market Correlations and the Business Sentiments: Evidence fromthe US and Germany[J], With R.-Z. Gao, B. Zhang, Journal of Economics, 2018.66(4):396-415.(SSCI), Corresponding Author
15、Three Dimensional Nilpotent Singularity and Sil’nikov Bifurcation[J],With X.-D. Li, Chaos, Solitons and Fractals,2007,31(1): 75-84. (SSCI& SCI) Corresponding Author
16、基于波动持续性的最优组合构建与分散化研究[J]，合作者：李心丹、柏巍、周明杰，管理科学学报，2019.22(1):44-56. （国家基金委A类期刊&CSSCI）（第一作者）
17、沪港通交易制度能提升中国股票市场稳定性吗？——基于社会网络的视角[J]，合作者：柏巍、李冬昕、许金涛，管理科学学报，2018.21(1):97-110.（国家基金委A类期刊&CSSCI）（第一作者）
18、社交网络、投资者关注与股价同步性[J]，合作者：许金涛，柏巍，李心丹，管理科学学报，2017.20（2）：53-62.（国家基金委A类期刊&CSSCI）（第一作者、通讯作者）被人大书报资料中心全文转载，2017年6月F63《投资与证券》
19、协同持续条件下的资产组合最优决策理论与实证研究[J]. 合作者：朱洪亮、吴承尧，管理科学学报, 2010, 13(9): 37-46.（国家基金委A类期刊&CSSCI）（第一作者、通讯作者）
20、股票市场的羊群行为与波动: 关联及其演化[J]，合作者：顾荣宝、李心丹、李龙，管理科学学报，2015.18（11）：82-94. （国家基金委A类期刊&CSSCI）（第二作者）
21、交易算法的市场影响研究[J]，合作者：王宇超、李心丹，管理科学学报，2014.17(1):57-71. （国家基金委A类期刊&CSSCI）（第三作者）
22、基于计算实验的证券市场羊群行为机理及其影响研究[J].合作者：尧舜、肖斌卿、瞿慧，系统工程理论与实践,2011,5(31):805-812. （国家基金委A类期刊&EI）（第一作者、通讯作者）
23、中国影子银行的行为模型[J].合作者：于建忠、宋素荣，金融研究，2016.2:163-171. （国家基金委A类期刊&CSSCI）（第二作者、通讯作者）
