王永巧，男，1977年生，浙江磐安，博士，教授，博士生导师。现为浙江工商大学金融学院教授，浙江工商大学投资与风险管理研究所所长。2005年7月毕业于中国科学院数学与系统科学研究院，毕业后于浙江工商大学金融学院任教。曾多次在香港城市大学从事访学工作。2013年入选浙江省高校中青年学科带头人。主要研究方向为金融风险管理与金融数据分析，具体研究领域包括金融相依性、金融异常性检测、智能金融、利率期限结构、投资组合、生产效率前沿。主持国家自然科学基金2项、教育部人文社科基金1项、浙江省自然科学基金1项。其研究成果发表于国际与国内著名期刊，包括IEEE TPAMI, IEEE TNNLS, IEEE TFS, EJOR等SCI期刊论文十多篇，国内《数量经济技术经济研究》、《系统工程理论与实践》等期刊多篇。

Name: Yongqiao Wang
Position: Professor
Institution: School of Finance, Zhejiang Gongshang University
Address: Room 826, School of Finance, Zhejiang Gongshang University
     No.18,Xuezheng Street, Xiasha, Hangzhou 310018,
      Zhejiang, China.
Tel: 86-571-28007720
Email: wangyq@zjgsu.edu.cn

Working experience:
2013.01-    : Professor, School of Finance, Zhejiang GongshangUniversity, China
2006.11-2012.12: Associate Professor, School of Finance, Zhejiang GongshangUniversity, China
2005.07-2006.11: Assistant Professor, School of Finance, Zhejiang GongshangUniversity, China
 
2018.11-2018.12: Research Fellow, City University of Hong Kong, Department of System Engineering and Engineering Systems
2018.03-2018.04: Research Fellow, City University of Hong Kong, Department of System Engineering and Engineering Systems
2013.02-2013.04: Senior Research Associate, City University of Hong Kong，Department of System Engineeringand Engineering Systems
2006.05-2006.07: Senior Research Associate, City University of Hong Kong，Faculty of Business
2003.09-2003.10: Research Assistant, City University of Hong Kong，Faculty of Business
2003.04-2003.06: Research Assistant, City University of Hong Kong，Faculty of Business

Publications in international journals
[1]Yongqiao Wang, Lishuai Li, Chuangyin Dang: Calibrating ClassificationProbabilities with Shape-Restricted Polynomial Regression. IEEE Trans. PatternAnal. Mach. Intell. 41(8): 1813-1827 (2019)
[2]Yongqiao Wang, Chuangyin Dang, Shouyang Wang: Robust Novelty Detection viaWorst Case CVaR Minimization. IEEE Trans. Neural Netw. Learning Syst. 26(9):2098-2110 (2015)
[3]Yongqiao Wang, Shouyang Wang, Chuangyin Dang, Wenxiu Ge: Nonparametricquantile frontier estimation under shape restriction. European Journal ofOperational Research 232(3): 671-678 (2014)
[4]He Ni, Yongqiao Wang: Stock index tracking by Pareto efficient geneticalgorithm. Appl. Soft Comput. 13(12): 4519-4535 (2013)
[5]Yongqiao Wang: Modeling financial dependence with support vector regression.Intell. Data Anal. 17(2): 233-249 (2013)
[6]Yongqiao Wang, He Ni, Shouyang Wang: Multiple-v support vector regressionbased on spectral risk measure minimization. Neurocomputing 101: 217-228 (2013)
[7]Yongqiao Wang, Shouyang Wang: Estimating ά-frontier technical efficiencywith shape-restricted kernel quantile regression. Neurocomputing 101: 243-251(2013)
[8]Yongqiao Wang: Smooth Nonparametric Copula Estimation with Least Squares SupportVector Regression. Neural Processing Letters 38(1): 81-96 (2013)
[9]Yongqiao Wang, He Ni: Multivariate convex support vector regression withsemidefinite programming. Knowl.-Based Syst. 30: 87-94 (2012)
[10]Yongqiao Wang, He Ni, Shouyang Wang: Nonparametric bivariate copulaestimation based on shape-restricted support vector regression. Knowl.-BasedSyst. 35: 235-244 (2012)
[11]Yongqiao Wang: Robust ν-support vector machine based on worst-caseconditional value-at-risk minimization. Optimization Methods and Software27(6): 1025-1038 (2012)
[12]Yongqiao Wang, Shouyang Wang, K. K. Lai: Measuring financial risk withgeneralized asymmetric least squares regression. Appl. Soft Comput. 11(8):5793-5800 (2011)
[13]Yongqiao Wang, Xun Zhang, Shouyang Wang, K. K. Lai: Nonlinearclustering-based support vector machine for large data sets. OptimizationMethods and Software 23(4): 533-549 (2008)
[14]Yongqiao Wang, Shouyang Wang, Kin Keung Lai: A new fuzzy support vectormachine to evaluate credit risk. IEEE Trans. Fuzzy Systems 13(6): 820-831(2005)

Publications in international conferences
[1]Yongqiao Wang, Xudong Liu, Multivariate probability calibration with isotonic Bernstein polynomials, the 29th International Joint conference on Artficial Intelligence (IJCAI 2020), Main track, Yokohama, Japan.

 Papers in Chinese
[1]王永巧, 胡浩, 基于时变参数Copula的△CoVaR度量技术, 《统计与信息论坛》，2012年第6期, 50-54页
[2]王永巧，刘诗文，基于时变Copula的金融开放与风险传染，《系统工程理论与实践》，2011年第4期, 778-784页。
[3]王永巧，汪寿阳，卖空, 保证金与最优投资组合, 《数量经济技术经济研究》, 2006年第3期，150-153页。

Projects as principal investigator
[1]国家自然科学基金，基于时变Copula的极端风险溢出研究(71101127)，2012-2014.
[2]国家自然科学基金，基于概念迁移技术的金融相依函数动态预测方法及其应用研究(71571163)，2016-2019.

Research Interests
Financial Risk Management, Term Structure of Interest Rate, Dependence,Nonparametric Regression, Data Mining.