一、教师简介

上海财经大学应用经济学博士，浙江大学访问学者，近20年保险行业算法和大数据工作经验。

二、研究方向

金融大数据、金融科技、风险管理、复杂时间序列

三、论文成果

1.The dynamic effects of COVID-19 and the march 2020 crash on the multifractality of NASDAQ Insurance Stock Markets. Fractal and Fractional. 2023, 7, 91

2.The dynamic impacts of COVID-19 pandemic on the multifractal cross-correlations between PM2.5 and O3 concentrations in and around Shanghai, China. Atmosphere, 2022, Vol 13, 1964

3.On the multifractal analysis of air quality index time series before and during COVID-19 partial lockdown: A case study of Shanghai, China. Physica A: Statistical Mechanics and its Applications. 2021, Vol 565, 125551.

4.On the chaos analysis and prediction of aircraft accidents based on multi-timescales. Physica A: Statistical Mechanics and its Applications, 2019, Vol 534, 120828.

四、横向课题

1. 动态航延险风险模型及定价模型项目，技术负责人

2. 绩效结果诊断和预测数智化算法模型及API部署项目，主持+技术负责人

3. 输电线路智能监控系统报警数据特征挖掘项目，技术负责人

4. 基于数字化技术驱动的换流站多模态数据深度感知技术研究，技术负责人

5. 高科技企业风险管理与保险服务创新技术及产品研究-融合AI与知识图谱，主持+技术负责人