教师主页
任飞 副教授
性       别 Office Hour
职       务 教师 时       间   周二下午15:00-17:00
所属部门 金融学系 地       点   1616
学科领域 应用经济学、管理科学
电子邮箱 fren@ecust.edu.cn
 
 
《多元统计学》、《数值分析》、《随机过程》、《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
金融科技、金融大数据、金融风险管理、金融工程
《国家自然科学基金面上项目》国家自然科学基金委 2019.1-2022.12 主持
《教育部人文社会科学基金一般项目》教育部 2018.1-2020.12 主持
《华东理工大学人文社会科学基本科研业务费青年团队培育项目》华东理工大学 2020.1-2021.12 主持
《华东理工大学青年英才培育计划项目》华东理工大学 2019.9-2022.8 主持
《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
1. 陈张杭健, 吴粤, 李世炳, 任飞. 股吧个体信息交互对股价联动关系的影响研究. 管理科学学报, 2020, 已录用.
2. 任飞, 罗靖怡, 陈张杭健, 熊熊, 李世炳. 分析师深度研究报告向市场传递的信息含量——基于新”、“旧”信息的文本分解. 系统工程理论与实践, 2020, 复审.
3. Ming-Yuan Yang, Fei Ren, and Sai-Ping Li, Stock network stability after crashes based on entropy method, accepted in Frontier in Physics, 2020.
4. Ming-Yuan Yang, Sai-Ping Li, Yue Wu, Jingtai Tang and Fei Ren, Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market, Finance Research Letters, 2019, 29:117-124.
5. Ming-Yuan Yang, Sai-Ping Li, Li-Xin Zhong, and Fei Ren, A minority game with expected returns for modeling stock correlations, EPL, 2018, 123(1): 18001.
6. Fei Ren, Shen-Dan Ji, Mei-Ling Cai, Sai-Ping Li, and Xiong-Fei Jiang, Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets, Physica A, 2019, 513(1): 709-723.
7. Ya-Jing Xu, Sai-Ping Li, Xiong Xiong, and Fei Ren, Intraday Volatility Spillover between Shanghai and Hong Kong Stock Markets——Evidence from A+H Shares after the Launch of Shanghai-Hong Kong Stock Connect, Journal of Management Science and Engineering,2017, 2(4): 290-317.
8. Ya-Nan Lu, Sai-Ping Li, Li-Xin Zhong, Xiong-Fei Jiang, and Fei Ren, A clustering-based portfolio strategy incorporating momentum effect and market trend prediction, Chaos, Solitons & Fractals, 2018, 117: 1-15.
9. Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li, Li-Xin Zhong, and Fei Ren, Dynamic structure of stock communities: A comparative study between stock returns and turnover rates, Eur. Phys. J. B, (2017) 90(7): 127.
10. 任飞,任腾飞. 全球股指期货市场流动性共性研究. 南方金融, 2017(3):46-55.
11. Fei Ren, Ya-Nan Lu, Sai-Ping Li, Xiong-Fei Jiang, Li-Xin Zhong, and Tian Qiu, Dynamic portfolio strategy using clustering approach, PLOS ONE 12(2017), e169299.
12. Fei Ren, Sai-Ping Li, and Chuang Liu, Information spreading on mobile communication networks: A new model that incorporates human behaviors, Physica A, 2017, (469): 334–341.
13. Chen-Chen Gong, Shen-Dan Ji, Li-Ling Su, Sai-Ping Li, and Fei Ren, The lead–lag relationship between stock index and stock index futures: A thermal optimal path method, Physica A 444 (2016) 63-72.
14. Ren F and Zhou W X,Dynamic evolution of cross-correlations in the Chinese stock market, PLOS ONE 9 (2014),e97711.
15. 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.
16. 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.
17. Ren F and Zhong Li-Xin, The Price impact asymmetry of institutional trading in Chinese stock market, Physica A 391 (2012) 2667-2677.
18. Ren F and Zhou W X, Analysis of trade packages in Chinese stock market, Quantitative Finance 13 (2013) 1071-1089.
19. 任飞,顾高峰,蒋志强,周炜星. 复杂金融系统的重现时间间隔分析[J]. 上海理工大学学报,2011,33(5):433-443.
20. 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.
21. Ren F and Zhou W X, Recurrence interval analysis of trading volumes, Phy.Rev. E 81 (2010), 066107.
22. 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.
23. Ren F, Zheng B, and Chen P, Modeling interactions of trading volumes in financial dynamics, Physica A 389(2010), 2744-2750.
24. 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.
25. 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.
26. Gu G F, Ren F, Xiao-Hui Ni, Wei Chen, and Zhou W X, Empirical regularities of opening call auction in Chinese stock market, Physica A 389 (2010), 278-286.
27. Ren F, Gu G F, and Zhou W X, Scaling and memory in return intervals of realized volatility, Physica A 388 (2009), 4787-4796.
入选教育部霍英东青年教师基金、上海市“晨光”计划、校青年英才培育计划等多项人才计划项目
华东理工大学年度优秀员工 2018
指导5名本科生获优秀本科毕业论文、1名硕士研究生获得优秀硕士毕业论文
《多元统计学》 上海市精品课程 2016 第二
《多元统计学》 华东理工大学教育教学成果一等奖 2016 第二
浙江省优秀毕业生
累计发表40余篇SSCI/SCI论文和2篇中文A类期刊论文,其中JCR一区论文14篇,H因子19,总引文600余次,他引400余次。担任中国复杂学会会员、上海市金融工程研究会会员,并担任Annals of Operations Research、Quantitative Finance和管理科学学报等多个国内外重要学术期刊匿名审稿人。

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