基本信息

龙文  女  研究员  博导  经济与管理学院
电子邮件: longwen@ucas.ac.cn
通信地址: 北京市海淀区中关村东路80号6号楼211
邮政编码: 100190

研究领域

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

招生信息


招生专业
020204-金融学
020208-统计学
120100-管理科学与工程
招生方向
金融市场,行为金融
金融大数据,复杂数据分析
金融创新,金融管理

教育背景

2002-09--2007-07   北京航空航天大学经济管理学院   博士
1998-09--2002-07   北京航空航天大学经济管理学院   本科

工作经历

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

社会兼职
2018-07-25-今,中国管理现代化研究会商务智能专委会, 委员

教授课程

天使投资
数据、模型与决策
多元统计分析
证券市场与投资分析

发表论文


代表性论文

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

2.     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)

3.     Yong Shi, Bo Li, Wen Long*, Wei Dai. Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models, Computational Economics, 2021:  https://doi.org/10.1007/s10614-021-10116-7  (SSCI/SCI)

4.     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)

5.     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)

6.     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)

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

8.     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): 411-424SCI

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

10.  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): 246-259SCI

11.  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)

12.  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)

13.  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)

14.  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) 

15.  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)

16.  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)


科研项目

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