Now he is in charge of the national natural science foundation project "GARCH modeling with semiparametric and power transformation threshold and its application with structural transformation". He has successively presided over the national natural science foundation project "nonparametric GARCH modeling and its application research on financial assets variable structure fluctuation" (excellent performance evaluation), the national defense science and technology fund project (project performance evaluation), the soft project of the national defense science and technology commission (government budget performance evaluation), the school-level scientific research project (venture capital decision-making), the Beijing Municipal Science and Technology Commission project (analysis of listed software enterprises in Beijing), the school education reform project and the pre-research project of a certain army 1.
Won two provincial and ministerial scientific and technological progress awards. He has published more than 30 academic papers in EJOR, Entropy, China Journal of Management Science, China Management Science, Theory and Practice of Systems Engineering, Systems Engineering, Mathematical Statistics and Management, and many papers have been collected by SCI, EI, CSSCI, ISTP and CSCD. The EU-E risk measurement and decision-making method is an important breakthrough to the standardized and descriptive risk decision-making model, which is superior to the mean-variance model. The model can be widely used in investment decision-making, risk assessment, risk prediction and risk behavior interpretation. It has been cited by American and Canadian scholars for many times.
At present, he is a peer review expert of the National and Beijing Natural Science Foundation, an evaluation expert of the degree center of the Ministry of Education, a member of the editorial board of the American Journal of Operational Research, a member of the Western Financial Society, and a member of the National Statistical Method Application Standardization Technical Committee. He is also a reviewer of EJOR, AJOR, Entropy, Theory and Practice of Systems Engineering, China Management Science, Journal of beijing university of chemical technology, Journal of Jiangsu Normal University and Journal of Management.
Recently published papers
[1] Policy Influencing Factors of Structural Volatility in China Shanghai and Shenzhen Stock Markets, China Management Science, 20 12, 20 (6), 43-5 1.
[2] volatility estimation of Shanghai and Shenzhen stock markets based on Markov state transition model, China Management Science, 2013,21(2), 42-49.
[3] VaR estimation of nonparametric GARCH model based on structural transformation, China Management Science, 20 14, 17(2), 69-80.
[4] Normalized expected utility of risk-entropy measure, entropy, 20 14, 16(7), 3590-3604.