基本信息
郭琨  女  硕导  经济与管理学院
电子邮件: guokun@ucas.ac.cn
通信地址: 中关村东路80号六号楼211室
邮政编码:

研究领域

金融市场,虚拟经济,复杂性科学

招生信息

招生专业
020204-金融学
025100-金融
120100-管理科学与工程
招生方向
金融市场分析
虚拟经济
复杂性科学

教育背景

2006-09--2011-07   中国科学院大学   管理学博士
2002-09--2006-06   北京师范大学   管理学学士/理学学士

工作经历

   
工作简历
2017-12~现在, 中国科学院大学, 副研究员
2013-12~2017-11,中国科学院大学, 助理研究员
2011-09~2013-11,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
2020-12-12-今,中国管理现代化研究会, 副秘书长
2020-11-07-今,中国优选法统筹法与经济数学研究会气候金融分会(筹), 副秘书长
2016-12-30-今,中国科学院大学教育基金会成思危基金, 秘书长
2016-06-21-今,中国管理现代化研究会商务智能专委会, 秘书长

教授课程

虚拟经济概论
高级微观经济学
衍生金融工具
经典金融文献阅读
金融市场实务
多元统计分析
高级经济学

专利与奖励

   
奖励信息
(1) ITQM国际会议最佳论文奖, 一等奖, 其他, 2019
(2) ITQM国际会议最佳论文奖, 一等奖, 其他, 2017
(3) 中国科学院大学第六届博士后学术论坛二等奖, 二等奖, 研究所(学校), 2013
(4) ICCS国际会议优秀论文奖, 一等奖, 其他, 2010
(5) 第8届风险管理与金融系统工程国际会议优秀论文奖, 一等奖, 其他, 2010

出版信息

   
发表论文
[1] He, Shuying, Guo, Kun. What factors contribute to the mutual dependence degree of China in its crude oil trading relationship with oil-exporting countries?. ENERGY[J]. 2021, 228: http://dx.doi.org/10.1016/j.energy.2021.120547.
[2] Shi, Yong, Li, Wei, Zhu, Luyao, Guo, Kun, Cambria, Erik. Stock trading rule discovery with double deep Q-network. APPLIED SOFT COMPUTING[J]. 2021, 107: http://dx.doi.org/10.1016/j.asoc.2021.107320.
[3] Shi, Yong, Zheng, Yuanchun, Guo, Kun, Ren, Xinyue. Stock movement prediction with sentiment analysis based on deep learning networks. CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE[J]. 2021, 33(6): https://www.webofscience.com/wos/woscc/full-record/WOS:000589907100001.
[4] Cui, Yixi, Liu, Zixin, Li, Ziran, Guo, Kun, Sun, Yishan. Research on multiscale features and integrated forecasting of the Belt and Road exchange rate index. CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE[J]. 2021, 33(6): http://apps.webofknowledge.com/CitedFullRecord.do?product=UA&colName=WOS&SID=5CCFccWmJJRAuMzNPjj&search_mode=CitedFullRecord&isickref=WOS:000579168800001.
[5] Shi, Yong, Ren, Xinyue, Guo, Kun, Zhou, Yi, Wang, Jun. Research on the economic development pattern of Chinese counties based on electricity consumption. ENERGY POLICY[J]. 2020, 147: http://dx.doi.org/10.1016/j.enpol.2020.111881.
[6] Wei, Zhixi, Luo, Yu, Huang, Zili, Guo, Kun. Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event. FINANCE RESEARCH LETTERS[J]. 2020, 37: http://dx.doi.org/10.1016/j.frl.2020.101782.
[7] Jin, Zhenni, Guo, Kun, Sun, Yi, Lai, Lin, Liao, Zhewen. The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR. JOURNAL OF FORECASTING[J]. 2020, 39(7): 1166-1178, https://www.webofscience.com/wos/woscc/full-record/WOS:000530876600001.
[8] Li, Wei, Zhu, Luyao, Shi, Yong, Guo, Kun, Cambria, Erik. User reviews: Sentiment analysis using lexicon integrated two-channel CNN-LSTM family models. APPLIED SOFT COMPUTING[J]. 2020, 94: http://dx.doi.org/10.1016/j.asoc.2020.106435.
[9] Shi, Yong, Zheng, Yuanchun, Guo, Kun, Jin, Zhenni, Huang, Zili. The Evolution Characteristics of Systemic Risk in China's Stock Market Based on a Dynamic Complex Network. ENTROPY[J]. 2020, 22(6): https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517145/.
[10] 孙毅, 周满, 郭琨. 政府补贴对人工智能上市公司的创新产出影响机制研究——基于创新投入的中介效应. 科技促进发展[J]. 2020, 736-745, http://lib.cqvip.com/Qikan/Article/Detail?id=00002GCKLJ787JP0MPDO2JP1MFR.
[11] 崔啸, 郭琨, 金圳妮, 羊淦, 廖哲文. 基于TEI@I的中国利率多尺度波动特征研究. 管理评论. 2020, 32(7): 111-122, http://lib.cqvip.com/Qikan/Article/Detail?id=7102422534.
[12] He Shuying, Guo Kun, HerreraViedma E, Shi Y, Berg D, Tien J, Cabrerizo FJ, Li J. Examination of the energy trading status of China and India and the prospect for cooperation. 7TH INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT (ITQM 2019): INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT BASED ON ARTIFICIAL INTELLIGENCEnull. 2019, 162: 819-826, http://dx.doi.org/10.1016/j.procs.2019.12.055.
[13] Huang Zili, Huang Daimeng, Guo Kun, Barnaghi P, Gottlob G, Katsaros D, Manolopoulos Y, Pandey R, Tzouramanis T, Vakali A. Research on Relationship Between Rural Residents' Income and Electricity Consumption Features. 2019 IEEE/WIC/ACM INTERNATIONAL CONFERENCE ON WEB INTELLIGENCE WORKSHOPS (WI 2019 COMPANION)null. 2019, 111-118, http://dx.doi.org/10.1145/3358695.3360935.
[14] 贾蕊蕊, 郭琨. 我国农村合作金融发展的影响因素分析--基于调查问卷及层次分析法. 科技促进发展[J]. 2019, 808-818, http://lib.cqvip.com/Qikan/Article/Detail?id=7101035633.
[15] Liu Yue, Wang Yijing, Zheng Guihuan, Wang Jue, Guo Kun, HerreraViedma E, Shi Y, Berg D, Tien J, Cabrerizo FJ, Li J. The dynamical relationship between capital market and macroeconomy: based on dynamic Bayesian network. 7TH INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT (ITQM 2019): INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT BASED ON ARTIFICIAL INTELLIGENCEnull. 2019, 162: 46-52, http://dx.doi.org/10.1016/j.procs.2019.11.256.
[16] Jin Zhenni, Wang Yijing, Cui Xiao, Guo Kun, HerreraViedma E, Shi Y, Berg D, Tien J, Cabrerizo FJ, Li J. Can stock markets lead the macroeconomic variables? Dynamic analysis based on TOP method. 7TH INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT (ITQM 2019): INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT BASED ON ARTIFICIAL INTELLIGENCEnull. 2019, 162: 39-45, http://dx.doi.org/10.1016/j.procs.2019.11.255.
[17] 贾蕊蕊, 刘海燕, 郭琨. 中国农村商业银行经营绩效及其外部影响因素分析. 管理评论. 2018, 30(11): 26-34, http://lib.cqvip.com/Qikan/Article/Detail?id=6100008836.
[18] An, Na, Wang, Baixue, Pan, Peilin, Guo, Kun, Sun, Yi. Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model. FINANCE RESEARCH LETTERS[J]. 2018, 26: 119-125, http://dx.doi.org/10.1016/j.frl.2017.12.002.
[19] Li, Wei, Guo, Kun, Shi, Yong, Zhu, Luyao, Zheng, Yuanchun. DWWP: Domain-specific new words detection and word propagation system for sentiment analysis in the tourism domain. KNOWLEDGE-BASED SYSTEMS[J]. 2018, 146: 203-214, http://dx.doi.org/10.1016/j.knosys.2018.02.004.
[20] Shi, Yong, Zheng, Yuanchun, Guo, Kun, Li, Wei, Zhu, Luyao, Shi, Y, Fu, H, Tian, Y, Krzhizhanovskaya, VV, Lees, MH, Dongarra, J, Sloot, PMA. Word Similarity Fails in Multiple Sense Word Embedding. COMPUTATIONAL SCIENCE - ICCS 2018, PT IInull. 2018, 10861: 489-498, [21] 王白雪, 郭琨. 北京市公共交通碳排放效率研究——基于超效率SBM模型和ML指数. 系统科学与数学[J]. 2018, 38(4): 456-467, http://lib.cqvip.com/Qikan/Article/Detail?id=675450886.
[22] 鲁晓琳, 郭琨, 董志. 经济虚拟化背景下经济增长与通货膨胀的互动机制研究. 管理评论. 2018, 30(1): 14-23, http://lib.cqvip.com/Qikan/Article/Detail?id=674403980.
[23] Lai, Lin, Guo, Kun. The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2017, 483: 299-308, http://dx.doi.org/10.1016/j.physa.2017.04.108.
[24] Guo, Kun, Sun, Yi, Qian, Xin. Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2017, 469: 390-396, http://dx.doi.org/10.1016/j.physa.2016.11.114.
[25] Lu, Xiaolin, Guo, Kun, Dong, Zhi, Wang, Xuan. Financial development and relationship evolvement among money supply, economic growth and inflation: a comparative study from the US and China. APPLIED ECONOMICS[J]. 2017, 49(10): 1032-1045, https://www.webofscience.com/wos/woscc/full-record/WOS:000390690600007.
[26] Zheng, Yuanchun, Shi, Yong, Guo, Kun, Li, Wei, Zhu, Luyao, Li, M, Zhao, L, Zhang, R, Hua, G. Enhanced Word Embedding With Multiple Prototypes. 2017 4TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING (IEIS)null. 2017, http://apps.webofknowledge.com/CitedFullRecord.do?product=UA&colName=WOS&SID=5CCFccWmJJRAuMzNPjj&search_mode=CitedFullRecord&isickref=WOS:000426596000086.
[27] Li Wei, Guo Kun, Shi Yong, Zhu Luyao, Zheng Yuanchun. Improved New Word Detection Method Used in Tourism Field. INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE (ICCS 2017)null. 2017, 108: 1251-1260, http://dx.doi.org/10.1016/j.procs.2017.05.022.
[28] Jin Quan, Guo Kun, Sun Yi, Nie JY, Obradovic Z, Suzumura T, Ghosh R, Nambiar R, Wang C, Zang H, BaezaYates R, Hu X, Kepner J, Cuzzocrea A, Tang J, Toyoda M. Stock Price Forecasting Using Support Vector Regression Based on Network Behavior Data. 2017 IEEE INTERNATIONAL CONFERENCE ON BIG DATA (BIG DATA)null. 2017, 4148-4153, [29] Zeng, Qingzi, Liu, Wenxin, Cao, Ruolin, Shen, Xiaoqing, Guo, Kun, Li, M, Zhao, L, Zhang, R, Hua, G. Price Determinants in China's Pilot Carbon Markets. 2017 4TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING (IEIS)null. 2017, http://apps.webofknowledge.com/CitedFullRecord.do?product=UA&colName=WOS&SID=5CCFccWmJJRAuMzNPjj&search_mode=CitedFullRecord&isickref=WOS:000426596000068.
[30] Wang, Baixue, An, Na, Pan, Peilin, Guo, Kun, Li, M, Zhao, L, Zhang, R, Hua, G. The Effect of Air Quality Index on Return Rate of China Stock Market Empirical Test Based on GARCH Model. 2017 4TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING (IEIS)null. 2017, http://apps.webofknowledge.com/CitedFullRecord.do?product=UA&colName=WOS&SID=5CCFccWmJJRAuMzNPjj&search_mode=CitedFullRecord&isickref=WOS:000426596000023.
[31] 鲁晓琳, 董志, 郭琨. 经济虚拟化对经济增长和,通货膨胀的影响. 上海经济研究. 2016, 3-11, http://lib.cqvip.com/Qikan/Article/Detail?id=670877234.
[32] Jia Yanyu, Guo Kun, Sun Xiaohui, Gomes LFAM, Colcher R, Wolcott P, HerreraViedma E, Shi Y. An analysis on crude oil price mutation in view of Zeeman's catastrophe machine. 3RD INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2015null. 2015, 55: 415-421, http://dx.doi.org/10.1016/j.procs.2015.07.095.
[33] 郭琨. 微观视角下虚拟经济与实体经济关系的理论研究. 广义虚拟经济研究. 2015, 58-64, http://lib.cqvip.com/Qikan/Article/Detail?id=666204966.
[34] 郭琨. 我国虚拟经济发展状况初探. 广义虚拟经济研究. 2015, 69-80, http://lib.cqvip.com/Qikan/Article/Detail?id=664426686.
[35] Yu Lu, Hu Xiaowan, Guo Kun, Gomes LFAM, Colcher R, Wolcott P, HerreraViedma E, Shi Y. The Study of the Development of Chinese Stock Market Based on Factor Analysis. 3RD INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2015null. 2015, 55: 422-430, http://dx.doi.org/10.1016/j.procs.2015.07.097.
[36] 郭琨, 王珏, 马建, 汪寿阳. 论影响因子在不同引文环境中的关系. 科学观察. 2009, 17-25, http://lib.cqvip.com/Qikan/Article/Detail?id=30869231.
[37] 郭琨, 汪寿阳. 人民币汇率预测的两种模型. 系统工程理论与实践[J]. 2008, 28(5): 64-69, http://lib.cqvip.com/Qikan/Article/Detail?id=27261616.
发表著作
(1) 国际科学基金资助战略研究, 科学出版社, 2012-02, 第 4 作者

科研活动

   
科研项目
( 1 ) 新华丝路国别智库数据平台咨询项目, 主持, 院级, 2018-01--2022-12
( 2 ) 经济指数编制研究(含中国智能制造发展指数和全球氢经济发展指数两个子课题), 主持, 院级, 2017-06--2018-12
( 3 ) 基于耗散股票系统理论模型的中国股票市场演化分析, 主持, 国家级, 2016-01--2018-12
( 4 ) 成思危经济学思想研究, 主持, 院级, 2019-01--2022-12
( 5 ) 一带一路汇率风险的测度、影响与对策研究, 主持, 市地级, 2018-12--2020-12
( 6 ) 世欣控股金融业务风险管理&绩效评估项目, 主持, 院级, 2016-01--2016-12
( 7 ) 基于TEI@I的股市与货币政策的动态关联性研究, 主持, 国家级, 2013-10--2015-12
( 8 ) 基于TEI@I的中国股票市场政策市特征研究, 主持, 国家级, 2012-12--2014-12
( 9 ) 科学基金项目层绩效评估研究, 主持, 国家级, 2012-01--2012-12
( 10 )  “一带一 路”汇率风险对义乌中小企业外贸业务的影响及应对, 主持, 市地级, 2019-03--2020-03
( 11 ) “一带一路”倡议下金融市场风险的跨境传染机制与预警研究, 主持, 市地级, 2020-10--2022-10
( 12 ) 中国智能制造发展指数2019报告, 主持, 院级, 2020-01--2021-07