- Fang， Wen
- Title: Associate Professor
- Tel:86-10-51687165
- E-mail: wenfang@bjtu.edu.cn
- Department: Finance
Education Background
Bachelor：2005-09-2009-07，Information and Computing Science，Beijing Jiaotong University
Ph.D.：2009-09-2014-06，Operations Research and Cybernetics，Beijing Jiaotong University
Work Experience（Including Academic Visiting）
1.2018-12-01，Beijing Jiaotong University，Associate Professor
2.2016-11-01，2018-11-01，Beijing Jiaotong University，Lecturer
3.2014-07-01，2016-10-01，Beijing Jiaotong University，Postdoctoral
4.2012-09-01，2013-08-01，Boston University，Joint Doctoral
Research Interests
Financial Statistics，Quantitative Investment，Stochastic Financial Model，Financial Data Forecast
Research Project
1. Academic Research
1. (PI)Research on the application of neural network in quantitative investment high frequency trading,Major Cultivation Project Supported by Humanities and Social Sciences of Basic Scientific Research Operating Expenses,PI:Fang， W.(2020-04-01 - 2023-03-31).
2. (CO-PI)Research on financial contagion of multi-layer network interaction between emotion and financial distress,MOE，Department of Humanities and Social Sciences Youth,CO-PI:Xiao， D.(2020-03-20 - 2022-12-31).
3. (CO-PI)Research on project management innovation of Beijing natural fund,Beijing Science & Technology Commission,CO-PI:Ke， J.(2018-01-01 - 2021-01-01).
4. (PI)Modeling and statistical analysis of financial price fluctuation,Talent Fund of Basic Scientific Research Operating Expenses,PI:Fang， W.(2017-07-01 - 2019-12-31).
5. (PI)Micro modeling of stock market and statistical analysis of price fluctuation,Other,PI:Fang， W.(2015-03-01 - 2016-07-08).
2. Consulting Research
1. (CO-PI)Evaluation and systematic research on the acceptance of ticket price market,China Railway,CO-PI:Ren， Y.(2017-12-07 - 2020-12-31).
2. (CO-PI)Construction and implementation of China communications and construction off-balance sheet project management collaborative system,Social Science Commercially Funded Project,CO-PI:Cui， Y.(2017-10-16 - 2018-04-30).
Honors and Awards
1.2017-01-01，Prize winner of Woqi Award
Teaching Courses
Undergraduate
Comprehensive financial derivatives simulation experiment
Insurance and risk management
Financial engineering
Insurance
Postgraduate
Quantitative investment
Financial derivatives pricing
Publications
1. Peer Reviewed Journals
1. Fang， W.,Tian， S.， & Wang， J.(2018).Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets,Physica A: Statistical Mechanics and its Applications.
2. You， M.,Fang， W.， Wang， X.， & Yang， T.(2018).Modelling of the ICF core sets for chronic ischemic heart disease using the LASSO model in Chinese patients,Health and Quality of Life Outcomes.
3. Fang， W.,Ke， J.， Wang， J.， & Feng， L.(2016).Linking market interaction intensity of 3D Ising type financial model with market volatility,Physica A: Statistical Mechanics and its Applications.
4. You， M.,Fang， W.， Wang， X.， Di， S.， Zhang， F.， Guo， Z.， Xiang， J.， Lu， W.， Chang， L.， & Yang， T.(2015).Lasso graphical modeling of ICF assessment scale for traumatic brain injury,Chinese Journal of Forensic Medicine.
2. Other publications
Newspapers
1.
Fu， S.， Zhang， K.， Tian， Y.， Yi， H.， Zhao， Q.， Yang， Y.， Lu， X.， Lin， Z.， Wei， W.， Huang， D.， Zheng， K.， Zhang， J.， Mu， D.， Song， G.， Zhou， J.， Huang， A.， Yin， L.， Bian， W.， Shi， X.， & Hua， G.. .
Meeting Presentations
1.
Fu， S.， Zhang， K.， Tian， Y.， Yi， H.， Zhao， Q.， Yang， Y.， Lu， X.， Lin， Z.， Wei， W.， Huang， D.， Zheng， K.， Zhang， J.， Mu， D.， Song， G.， Zhou， J.， Huang， A.， Yin， L.， Bian， W.， Shi， X.， & Hua， G.. .
Teaching Development Articles
1.
Fu， S.， Zhang， K.， Tian， Y.， Yi， H.， Zhao， Q.， Yang， Y.， Lu， X.， Lin， Z.， Wei， W.， Huang， D.， Zheng， K.， Zhang， J.， Mu， D.， Song， G.， Zhou， J.， Huang， A.， Yin， L.， Bian， W.， Shi， X.， & Hua， G.. .
2.
Fang， W.， Ke， J.. Exploration on the teaching of Quantitative Investment. Innovation for the future to promote the construction of double first - class. 2017-12..
Others
1.
Fu， S.， Zhang， K.， Tian， Y.， Yi， H.， Zhao， Q.， Yang， Y.， Lu， X.， Lin， Z.， Wei， W.， Huang， D.， Zheng， K.， Zhang， J.， Mu， D.， Song， G.， Zhou， J.， Huang， A.， Yin， L.， Bian， W.， Shi， X.， & Hua， G.. .
2.
Fang， W.， Ke， J.. Exploration on the teaching of Quantitative Investment. Innovation for the future to promote the construction of double first - class. 2017-12. .
