李彦,女,浙江宁波人,1991年生。
教育经历:
2009.9-2013.6 浙江大学物理系 物理学 学士
2013.9-2018.6 浙江大学物理 金融物理 博士
工作经历:
2019.6至今 浙江工商大学金融学院 讲师
研究方向:
金融工程
近年发表论文:
Y. Li, B. Zheng*, T. T. Chen, Modelling the fluctuation-driven price dynamics in complex financial systems.Submitted for publication.
Y. Li, B. Zheng*, Y. Tian, S. P. Li and X. F. Jiang, Portfolio optimization based on network topology.Physica A, 2019, 515:671-681.
Y. Li, B. Zheng*, T. T. Chen and X. F. Jiang, Fluctuation-driven price dynamics and investment strategies.Plos One, 2017, 12(12):e0189274.
T. T. Chen, B. Zheng*, Y. Li and X. F. Jiang, Temporal correlation functions of dynamic systems in non-stationary states.New J. Phys. 2018, 20:073005.
T. T. Chen, B. Zheng*, Y. Li and X. F. Jiang, Information driving forces and its agent-based modelling.Physica A, 2017, 496:593-601.
T. T. Chen, B. Zheng*, Y. Li and X. F. Jiang, New approaches in agent-based modeling of complex financial systems.Frontiers of Physics, 2017, 12(6):128905.
教学工作:
本科生课程:python在金融中的应用
电子邮箱: liyan@zjgsu.edu.cn