REN Fei  Associate Professor  |  Finance Tel. +86-21-64253634 | E-mail: fren@ecust.edu.cn

SUMMARY

• DISCIPLINE

    Finance 

• FACULTY QUALIFICATION

    Scholarly Academic (SA)

• COURSES TAUGHT

    Multivariate Statistics

• EDUCATION

    Zhejiang University, Ph.D., 2007, China

    Zhejiang University, Bachelor, 2002, China

• WORK EXPERIENCE

    East China University of Science and Technology, since 2007, China

SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)

• JOURNAL ARTICLES

    A Clustering-based Portfolio Strategy Incorporating Momentum Effect and Market Trend Prediction, Chaos Solitons & Fractals, 2018, 117:1-15.

    A Minority Game with Expected Returns for Modeling Stock Correlations, (EPL) Europhysics Letters, 2018, 123(1):1-77.

    Intraday Volatility Spillover between the Shanghai and Hong Kong Stock Markets-Evidence from A+H Shares after the Launch of the Shanghai-Hong KONG Stock Connect, Journal of Management Science, 2017, 2(4):290-317.

    Dynamic Portfolio Strategy Using Clustering Approach, PloS One, 2017, 1(12):1-23.

    Dynamic Structure of Stock Communities: a Comparative Study between Stock Returns and Turnover Rates, the European Physical Journal B, 2017, (90):1-16.

    Extreme-volatility Dynamics in Crude Oil Markets, the European Physical Journal B, 2017, 2(90):1-7.

    Localized Motion in Random Matrix Decomposition of Complex Financial Systems, Physica A, 2017, 471:154-161.

    Information Spreading on Mobile Communication Networks: A New Model that Incorporates Human Behaviors, Physica A, 2017, 1(12):1-23.

    Information Spreading on Mobile Communication Networks: A New Model that Incorporates Human Behaviors, Physica A-Statistical Mechanics and Its Applications, 2016, 469(1):334-341.

    The Lead-lag Relationship between Stock Index and Stock Index Futures: A Thermal Optimal Path Method, Physica A-Statistical Mechanics and Its Applications, 2015, (10):63-72.

    Dynamic Evolution of Cross-Correlations in the Chinese Stock Market, PloS One, 2014, 9(5):1-15.

    Intraday Volatility Spillover between the Shanghai and Hong Kong Stock Markets-Evidence from A+H Shares after the Launch of the Shanghai-Hong KONG Stock Connect, Journal of Management Sciences in China, 2018, (4):290-317 (in Chinese).

    Research on the Commonness of Liquidity of Global Stock Index Futures Market, South China Finance, 2017, 487:46-54 (in Chinese).

• INDUSTRY/RESEARCH PROJECTS

    Road Traffic and Residents' Travel Behavior Based on Mobile Communication Network Information, Fok Ying-Tong Education Foundation, China, Research grants: ¥130,000.00, 2014-2017.

    Research on Interval Time of Extreme Events in Financial Complex System, The National Natural Science Fund, Research grants: ¥72,000.00, 2011-2014.

    Research on Micro-mechanism and Modeling of Price Fluctuation in Chinese Stock Market, Dawning Project, 2011-2014.