金融市场，金融大数据，行为金融，经济管理中的复杂数据分析

2009-07~现在，中国科学院大学、中国科学院虚拟经济与数据科学研究中心, 助理研究员、副研究员、研究员
2007-06~2009-07，中国科学院研究生院、中国科学院虚拟经济与数据科学研究中心, 博士后

1.     Wen Long, Yanqiang Zhong. The neglected cohort: The impact of silent majority in social media on stock returns, Finance Research Letters, 52(2023): 103363  (SSCI)

2.     Yong Shi, Bo Li, Wen Long*, Wei Dai. Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models, Computational Economics, 59(2022): 1027–1068   (SSCI/SCI)

3.     Wen Long, Manyi Zhao, Yeran Tang. Can the Chinese Volatility Index Reflect Investor Sentiment? International Review of Financial Analysis, 73 (2021): 101612  (SSCI)

4.     Wen Long, Ying Guo, Ying Wang. Information spillover features in global financial markets: a systematic analysis, Research in International Business and Finance, 57(2021), 101395  (SSCI)

5.     Yong Shi, Wei Dai, Wen Long*. A New Deep Learning-Based Zero-Inflated Duration Model for Financial Data Irregularly Spaced in Time, Frontiers in Physics, 2021(9): 651528. doi: 10.3389/fphy.2021.651528  (SCI)

6.     Yong Shi, Wei Dai, Wen Long*, Bo Li. Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism, Mathematical Problems in Engineering. 2021: 7854512. https://doi.org/10.1155/2021/7854512  (SCI)

7.     Wen Long, Linqiu Song, Yingjie Tian, Wenning Yang. Analysis of slump and surge phenomenon in Chinese stock market based on sequence alignment method, Soft Computing, 24(2020): 18185–18202 (SCI)

8.     Wen Long, Zhichen Lu, Lingxiao Cui. Deep Learning-Based Feature Engineering for Stock Price Movement Prediction, Knowledge-Based Systems, 164 (2019): 163-173  （SCI）

9.     Wen Long, Linqiu Song, Yingjie Tian. A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity, Expert Systems with Applications, 118 (2019): 411-424（SCI）

10.  Yong Shi, Bo Li, Wen Long*. Pyramid scheme model for consumption rebate frauds, Chinese Physics B. 2019, 28(7): 078901 （SCI）

11.  Yong Shi, Ye-ran Tang, Wen Long*, Sentiment contagion analysis of interacting investors: Evidence from China’s stock forum, Physica A: Statistical Mechanics and its Applications, 523(2019): 246-259（SCI）

12.  Yong Shi, Ye-ran Tang, Ling-xiao Cui, Wen Long*, A Text Mining Based Study of Investor Sentiment and Its Influence on Stock Returns, Economic Computation and Economic Cybernetics Studies and Research, 2018, 52(1): 183-199 (SSCI/SCI)  

13.  Wen Long, Ye-ran Tang, Ying-jie Tian*. Investor Sentiment Identification based on the Universum SVM. Neural Computing & Applications, 2018, 30(2): 661–670 (SCI) 

14.  Wen Long, Lijing Guan, Jiangjian Shen, Linqiu Song, Lingxiao Cui. A complex network for studying the transmission mechanisms in stock market. Physica A: Statistical Mechanics and its Applications, 484 (2017): 345-357(SCI)

15.  Wen Long*, Yeran Tang, Dingmu Cao. Correlation Analysis of Industry Sectors in China's Stock Markets Based on Interval Data. Filomat. 30(15): 3999-4013 (SCI) 

16.  Ling-xiao Cui, Wen Long*. Trading strategy based on dynamic mode decomposition: tested in Chinese stock market. Physica A: Statistical Mechanics and its Applications, 461 (2016): 498–508 (SCI)

17.  Long, Wen, Henry M.K. Mok, Yan Hu, Huiwen Wang. The Style and Innate Structure of the Stock Markets in China. Pacific-Basin Finance Journal, 2009, 17(2): 224-242 (SSCI)

（1）主持国家自然科学基金面上项目：面向金融市场的多源异构数据知识表示与应用研究，2018-01--2021-12

（2）主持院级课题：基于多源异构数据的金融市场风险诊断与传导机制研究，2020.10-2022.12

（3）主持横向课题：中国上市公司金融战略模式研究，2016-01--2017-12

（4）主持院级课题：基于文本挖掘的投资者关注与股市风险研究，2015-09--2017-09

（5）主持院级课题：基于区间数据分析的中国股市板块结构研究，2013-05--2015-04

（6）主持国家自然科学基金应急项目：我国应对欧洲主权债务危机的策略研究，2012-05--2013-02

（7）主持国家自然科学基金青年基金项目：基于复杂数据的相关性分析方法及应用研究，2012-01--2014-12

（8）主持院级课题：特殊类型数据的相关性分析方法及应用研究，2010-05--2012-04

（9）主持国家自然科学基金创新研究群体项目子课题：智能知识管理（二次挖掘）在资本市场决策中的应用，2010-01--2012-12

（10）主持中国博士后科学基金项目：静态投入产出表的预测方法研究，2008-12--2009-08