XIE Wenjie  Assistant Professor  |  Finance Tel. +86-21-64253634 | E-mail: wjxie@ecust.edu.cn

SUMMARY

• DISCIPLINE

    Finance 

• FACULTY QUALIFICATION

    Scholarly Academic (SA)

• COURSES TAUGHT

    Multivariate Statistics

• EDUCATION

    East China University of Science and Technology, Ph.D., 2014, China 

    East China University of Science and Technology, Bachelor, 2009, China

• WORK EXPERIENCE

    East China University of Science and Technology, since 2014, China

SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)

• JOURNAL ARTICLES

    Early Warning Model Based on Correlated Networks in Global Crude Oil Markets, Physica A-Statistical Mechanics and Its Applications, 2018, 490:1335-1343.

    The Cooling-off Effect of Price Limits in the Chinese Stock Markets, Physica A-Statistical Mechanics and Its Applications, 2018, 505:153-163.

    Individual Position Diversity in Dependence Socioeconomic Networks Increases Economic Output, EPJ Data Science, 2017, 6.

    Statistical Properties of User Activity Fluctuations in Virtual Worlds, Chaos Solitons & Fractals, 2017, 105:271-278.

    Market Correlation Structure Changes around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market, Fluctuation and Noise Letters, 2017, 16(2).

    Quantifying Immediate Price Impact of Trades Based on the $K$-Shell Decomposition of Stock Trading Networks, (EPL) Europhysics Letters, 2017.

    Analytic Degree Distributions of Horizontal Visibility Graphs Mapped from Unrelated Random Series and Multifractal Binomial Measures, (EPL) Europhysics Letters, 2017, 4(119).

    Path Optimization of Hazardous Materials Transportation with Stochastic Transportation Time, Oxidation Communications, 2016, 39(4):4146-4156.

    Correlation Structure and Principal Components in Global Crude Oil Market, Empirical Economics, 2016, 51:1501-1519.

    Two-state Markov-chain Poisson Nature of Individual Cellphone Call Statistics, Journal of Statistical Mechanics, 2016, 2016(7):.

    Quantifying Immediate Price Impact of Trades Based on the $k$-shell Decomposition of Stock Trading Networks, EPL, 2016, 116(2):.

• INDUSTRY/RESEARCH PROJECTS

    Research on Evolution Mechanism of Social Economic Network Based on Phenomenological Analysis, National Natural Science Foundation of China for Young Scholars , Research grants: ¥180,000.00, 2015-2018.

    Classification and Price Behavior of Investors Based on Stock Exchange Network Topology, China Postdoctoral Science Foundation, Research grants: ¥50,000.00, 2015-2018.