教师主页
蒋志强 教授
性       别 Office Hour
职       务 时       间   周二晚上08:00-10:00
所属部门 金融学系 地       点   313
学科领域 金融风险管理、金融网络、大数据分析
电子邮箱 zqjiang.ecust@qq.com
 
 
金融数值分析
金融计算与MATLAB编程
工作经历
2011.05-2013.08, 华东理工大学商学院, 讲师
2013.09-2018.08,华东理工大学商学院,副教授
2018.09-至今,华东理工大学商学院,教授、 硕导(2014)、博导(2017)
教育背景
 2001.09-2005.07, 华东理工大学理工优秀生部, 工学学士
 2005/09-2011/03, 华东理工大学商学院, 理学博士
海外经历
 2008.11-2009.05, 瑞士联邦理工大学苏黎世分校(ETH Zurich), 国家公派留学联合培养博士
 2011.07-2011.09, 美国波士顿大学(Boston University), 访问学者
 2015.03-2016.03, 美国波士顿大学(Boston University), 访问学者
金融市场极端风险预警建模
股票收益率的预测性研究
基于大数据分析、实验经济学和神经科学的合作行为研究
金融市场、移动通信和网络游戏的大数据分析和统计建模
1. 国家自然科学重大研究计划(大数据驱动的管理与决策研究)培育项目,91746108,基于网络大数据的人类合作行为分析,2018/01-2020/12,直接经费43万元,在研,主持
2. 上海市哲学社会科学规划一般课题,2017BJB006,基于金融网络风险传导的金融市场极端风险预警模型研究,2018/01-2020/12,8万元,在研,主持
3. 国家自然科学基金青年项目,11205057,复杂时空网络的演化、建模及动力学研究,2013/01-2015/12,22万元,已结题,主持
4. 教育部博士点基金新教师类,20120074120028,MMORPG中虚拟人移动行为的时空演化建模及其计算实验研究,2013/01-2015/12,4万元,已结题,主持
5. 上海市晨光计划,2012CG34,基于复杂金融网络的中国股市操纵行为研究,201301-201512,2万元,已结题,主持
2016
1. Z.-Q. Jiang, A. Canabarro, B. Podobnik, H. E. Stanley, and W.-X. Zhou*, Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets, Quantitative Finance, 16, 1713-1724 (2016).
2. G.-J. Wang*, X. Chi, Z.-Q. Jiang, H. E. Stanley, Who are the net senders and recipients of volatility spillovers in China's financial markets?, Finance Research Letters, 18, 255–262 (2016).
3. G.-J. Wang*, X. Chi, Z.-Q. Jiang, H. E. Stanley, Extreme risk spillover effects in world gold markets and the global financial crisis, International Review of Economics and Finance, 46, 55-77 (2016).
4. Z.-Q. Jiang, W,-J. Xie, M.-X. Li, W.-X. Zhou*, and D. Sornette*, Two-state Markov-chain Poisson nature of individual cellphone call statistics, Journal of Statistical Mechanics, 073210 (2016).
5. W,-J. Xie, M.-X. Li, Z.-Q. Jiang, W.-X. Zhou, Q.-Z. Tan, B. Podobnik, W.-X Zhou* and H. E. Stanley*, Skill complementarity enhances heterophily in collaboration networks, Scientific Reports, 6, 18727 (2016).
6. M. Yang, Z.-Q. Jiang, The dynamic correlation between policy uncertainty and stock market returns in China, Physica A, 461, 92–100 (2016).

2015
1. H. Zhu, Z.-Q. Jiang*, S.-P. Li, and W.-X. Zhou*, Profitability of simple technical trading rules of Chinese stock exchange indexes, Physica A, 439, 75–84 (2015).
2. S. Wang, Z.-Q. Jiang*, S.-P. Li, W.-X. Zhou*, Testing the performance of technical trading rules in the Chinese markets based on superior predictive test, Physica A, 439, 114–123 (2015).
3. M.-X. Li, W.-J. Xie, Z.-Q. Jiang* and W.-X. Zhou*, Communication cliques in mobile phone calling networks, Journal of Statistical Mechanics, P11007 (2015).

2014
1. Z.-Q. Jiang, W.-J. Xie, W.-X. Zhou*, Testing the weak-form efficiency of the WTI crude oil futures market, Physica A, 405, 235-244 (2014).
2. W.-J. Xie, Z.-Q. Jiang, W.-X. Zhou*, Extreme value statistics and recurrence intervals of NYMEX energy futures volatility, Economic Modelling, 36, 8-17 (2014).

2013
1. Z.-Q. Jiang, W.-J. Xie, X. Xiong, W. Zhang, Y.-J. Zhang, W.-X. Zhou, Trading networks, abnormal motifs and stock manipulation, Quantitative Finance Letters, 1, 1-8 (2013).
2. Z.-Q. Jiang, W.-J. Xie, M.-X. Li, B. Podobnik, W.-X. Zhou, and H. E. Stanley, Calling patterns in human communication dynamics, PNAS, 110, 1600-1605 (2013).

2011
1. Z.-Q. Jiang and W.-X. Zhou, Multifractal detrending moving-average cross-correlation analysis, Physical Review E, 84, 016106 (2011).

2010
1. Z.-Q. Jiang,W.-X. Zhou, D. Sornette, R.Woodard, K. Bastiaensen, and P. Cauwels, Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, Journal of Economic Behavior & Organization, 74, 149-162 (2010).

2009
1. Z.-Q. Jiang,W.-X. Zhou, and Q.-Z. Tan, Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game, EPL, 88, 48007 (2009).

2008
1. Z.-Q. Jiang and W.-X. Zhou, Statistical significance of rich-club phenomena in complex networks, New Journal of Physics, 10, 043002 (2008).

2007
1. Z.-Q. Jiang and W.-X. Zhou, Endogenous and exogenous dynamics in the fluctuations of capital fluxes, Eur. Phys. J. B, 57, 347-355 (2007).
2. Z.-Q. Jiang, W.-X. Zhou, B. Xu, and W.-K. Yuan, Process Flow Diagram of an Ammonia Plant as a Complex Network, AIChE Journal, 53, 423-428 (2007).
2012年,上海市晨光学者 
2016年,上海市自然科学奖二等奖,《复杂系统离散标度不变性的原理、方法和应用》(排名第二)
2016年,华东理工大学教学成果奖一等奖(排名第三)
2016年,华东理工大学教学成果奖三等奖(独立完成)
2017年,华东理工大学五四青年奖章提名奖
2018年,华东理工大学青年教师课堂教学竞赛一等奖(人文社科组)
2018年,华东理工大学第三届校园新星(教学类)

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