wu indexed

advertisement
XU Mei
Department of Information Management and
Management Science Associate Professor
CV Download
Phone:
Email:[email protected]
Research:Modeling and forecasting of financial volatility;
Analysis of financial volatility; Financial risk management;
Modeling of social economic system; Business data analysis;
Symbolic time series analysis; Wavelets analysis; Information
management.
【Education Working Experience】
Degree/
Time
University Specialty
Position
Tianjin University Management science and
2000-2004
Ph.D
engineering
Tianjin University Management science and
1995-1998
Master
engineering
Mar.1998-
College of Management and Economics, Tianjin
Associate
Now
University
Professor
Jul. 1993-
Import & Export Corporation of Liaohe Petroleum
Assistant
Aug. 1995
Exploration Bureau
Engineer
Jul. 1990-Jul.
Assistant
Shenyang Cable Works
1993
Engineer
【Academic Research Projects】
[1] Research on financial volatility based on symbolic time series analysis (NO.:
70971097), Sponsored by National Natural Science Foundation of China,
2010-2012, as project principal.
[2] Research on long run equilibrium in multivariate moments series and
avoiding tactics of dynamic financial risk (NO.:70471050), Sponsored by
National Natural Science Foundation of China, as main participant.
[3] Persistence in volatility of multivariate time series and its applications in
financial system (NO.:70171001), Sponsored by National Natural Science
Foundation of China, as main participant.
【Representative Academic papers】
[1] Xu Mei, Huang Chao. Analysis and forecasting of financial returns based on
symbolic time series method . Chinese Journal of Management Science ,
2011, 19(5): 1-9.
[2] Xu Mei, Shen Laifeng. Analysis of financial abnormal volatility and market
efficiency based on symbolic time series method. Application of Statistics
and Management. (Accepted)
[3] Xu Mei, Zhang Shiying. Study on estimation method of time varying long
memory SV model based on wavelet transformation. Journal of Systems
Engineering, 2006, 21(1): 12-17.
[4] Xu Mei, Zhang Shiying. Study on the wavelet transformation based estimation
method of LMSV model, Chinese Journal of Management Science, 2006,
14(1): 7-14.
[5] Xu Mei, Zhang Shiying. Study on the structure change of LMSV model based
on wavelet transformation. Journal of Systems Engineering, 2005, 20(3): 232238.
[6] Xu Mei, Zhang Shiying. Analysis of financial volatility based on wavelet
analysis. System Engineering-Theory & Practice, 2005, 25(2): 1-9.
[7] Xu Mei, Zhang Shiying. Estimation and test of long memory of volatility in
LMSV model based on wavelet transformation. Journal of Systems
Engineering, 2004, 19(6): 553-558.
[8] Mei Xu, Chao Huang. Financial time series difference analysis based on
symbolic time series method. 2011 International Conference on E-Business
and E-Government, ICEE2011. May 6-May 8 2011, Shanghai, China. (EI
Indexed:20112914160330)
[9] Xu Mei. Huang Chao. Symbolic analysis of Shanghai Stock Market returns.
International Conference on Management and Service Science, MASS 2011.
August 12-August 14, 2011, Wuhan,China. (EI Indexed:20113814349677)
[10] Xu Mei, Wu Meimei. Traffic flow mixed model based on wavelet multiresolution analysis. Proceedings of the International Conference on EBusiness and E-Government, ICEE 2010. May 7, 2010-May 9, 2010,
Guangzhou, China. (EI Indexed:20104913459650)
【Monographs and Textbooks】
[1] Li Zongyao, Xu Mei, Li Ling. Course on information technologies and
applications. Tianjin University Press, 2005
Download