教师主页
任飞 副教授
性      别:
职      务: 教师
所属部门: 金融学系
学科领域: 应用经济学、管理科学
电子邮箱: fren@ecust.edu.cn
 
 
本科:《应用统计学》,《计量经济学》
教育背景
1998.9 -2002.6,浙江大学理学院,理学学士
2002.9 -2007.6,浙江大学理学院,理学博士
工作经历
2009.10 -至今,华东理工大学商学院,副教授
2007.7 -2009.9,华东理工大学商学院,讲师
海外经历
2006.2 -2006.5 意大利都灵ISI研究中心访问
2003.12-2004.11赴德国马丁路德大学访问
金融工程、管理复杂性科学、金融物理学
《教育部霍英东基金项目》 教育部 2012.1-2014.12 主持
《教育部人文社会科学青年基金项目》教育部 2010.1-2012.12 主持
《国家自然科学基金青年项目》国家自然科学基金委 2010.1-2012.12 主持
《上海市晨光计划》上海市教委、上海市教育基金会2008.11-2010.12 主持
《上海市曙光计划》上海市教委、上海市教育基金会 2009.1-2010.12 第二
《教育部新世纪优秀人才支持计划》教育部 2008.1-2010.12 第二
6.Ren F and Zhong Li-Xin, Price impact asymmetry of institutional trading in Chinese stock market, Physica A 391(2012), 2667-2677.
7.L.-X. Zhong, T. Qiu, F. Ren, P.-P. Li, B.-H. Chen, Time scales of epidemic spread and risk perception on adaptive networks, EPL (Europhysics Letters) 94 (2011),18004.
8.Ren F and Zhou W X, Recurrence interval analysis of trading volumes, Phy.Rev. E 81 (2010), 066107.
9.Ren F and Zhou W X, Recurrence interval analysis of high-frequency financial returns and its application to risk estimation, New J. Phys. 12 (2010), 075030.
10.Ren F, Zheng B, and Wen L Y, Modeling interactions with trade volume in financial dynamics, Physica A 389(2010), 2744-2750.
11.Jiang Z Q, Ren F, Gu G F, Tan Q Z, and Zhou W X, Statistical properties of online avatar numbers in a massive multiplayer online role-playing game, Physica A 389 (2010), 807-814.
12.Zhong L X, Ren F, Qiu T, Xu J R, Chen B H, Effects of attachment preferences on coevolution of opinions and networks, Physica A 389 (2010), 2557-2565.
13.Ni H X, Jiang Z Q, Gu G F, Ren F, Chen W and Zhou W X, Scaling and memory in the non-Poisson process of limit order cancelation, Physica A 389 (2010), 2751-2761.
14.Gu G F, Ren F, Xiao-Hui Ni, Wei Chen, and Zhou W X, Empirical regularities of opening call auction in the Chinese stock market, Physica A 389 (2010), 278-286.
15.Ren F, Gu G F, and Zhou W X, Scaling and memory in return intervals of realized volatility, Physica A 388 (2009), 4787-4796.
16.Liu C, Jiang Z Q, Ren F, and Zhou W X, Scaling and Memory in the Return Intervals of Energy Dissipation Rate in Three-Dimensional Fully Developed Turbulence, Phy.Rev. E 80 (2009), 1.
17.Ren F, Guo L, and Zhou W X, Statistical properties in the volatility return intervals of Chinese stocks, Physica A 388 (2009), 881-890.
18.Ren F and Zhou W X, Multiscaling behavior in the volatility return intervals of Chinese indices, EPL 84 (2008), 68001.
19.Ren F and Zhang Yi-Cheng, Trading model with pair pattern strategies, Physica A 387 (2008), 5523-5534.
1.Ren F and Zhou W X,Dynamic evolution of cross-correlations in the Chinese stock market, PLOS ONE 9 (2014),e97711.
2.Gao-Feng Gu, Xiong Xiong, Fei Ren, Wei-Xing Zhou, and Wei Zhang, The position profiles of order cancellations in an emerging stock market, Journal of Statistical Mechanics: Theory and Experiment (2013) P04027.
3.Zhong Li-Xin, Xu Wen-Juan, Ren F, and Shi Yong-Dong, Coupled effects of market impact and asymmetric sensitivity in financial markets, Physica A 392 (2013) 2139-2149.
4.Meng H, Ren F, Gu G F, Xiong X, Zhang Y J, Zhou W X, and Zhang W, Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations, EPL 98 (2012) 38003.
5.Ren F and Zhou W X, Analysis of trade packages in Chinese stock market, Quantitative Finance 13 (2013) 1071-1089.

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