基本信息

龙文  博士  副研究员 硕士生导师  经济与管理学院
通信地址: 北京市海淀区中关村东路80号
邮政编码: 100190

研究领域

金融市场,金融大数据,复杂数据分析,行为金融

教育背景

2004-09--2007-07   北京航空航天大学   博士
2002-09--2004-07   北京航空航天大学   硕士,提前攻博
1998-09--2002-07   北京航空航天大学   本科
出国学习工作

2006.8.-9.:法国巴黎电信学院(TELECOM PARIS),合作研究

工作经历

2007.6~2009.7. 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
2009.7至今. 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

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

  1. Wen Long, Ye-ran Tang, Ying-jie Tian*. Investor Sentiment Identification based on the Universum SVM. Neural Computing & Applications, 2016, https://doi.org/10.1007/s00521-016-2684-y (SCI)
  2. 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)
  3. Wen Long*, Yeran Tang, Dingmu Cao. Correlation Analyss of Industry Sectors in China's Stock Markets Based on Interval Data. Filomat. 30(15): 3999-4013 (SCI) 
  4. 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)
  5. Jiangjian Shen, Wen Long*. The Regime Characteristics of Chinese Stock Market Industry Sectors. Procedia Computer Science. 2016, 91512~518 (EI)
  6. Wen Long, Lijing Guan, Lingxiao Cui*. Investor’s Attention and the Effects on Stock market: An Empirical Study Based on Stock forum. The IEEE International Conference on Data Mining series (ICDM) 2016, Spain, 2016.12.12-2016.12.15 (EI)
  7. Wen Long, Bin Wang, Lingxiao Cui*. The influence of investor attention on Return and Volatility of Stock market. 2016 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent, USA, 2016.10.13-2016.10.16 (EI)
  8. Wen Long, Huiwen Wang. Prediction of sequential static input-output table, 2015 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology, Singapore, Dec. 6-9, 2015 (EI)
  9. Yang, Wenning, Long Wen*, and Cao Dingmu. Copula-based model for portfolio of sector indices. 2013 International Conference on Management Science and Engineering (ICMSE). IEEE, 2013 (EI)
  10. Long, Wen, Qian Wang. Correlation Coefficient of Compositional Data Based on Isometric Logratio Transformation. 2013 IEEE/WIC/ACM International Conferences on Web Intelligence and Intelligent Agent Technology (WI-IAT), Atlanta, USA, Nov. 17-20, 2013 (EI)
  11. Wen Long, Dingmu Cao. The Style and Structure of Chinese Stock Market in 2005~2010: Based on Symbolic Principal Component Analysis. The 2012 Fifth International Conference on Business Intelligence and Financial Engineering (BIFE 2012), Lanzhou, August 18-21, 2012 (EI)
  12. 杨文宁、龙文*,基于序列比对的沪深指数暴涨暴跌分析,管理评论,2017,29(3): 3-11
  13. 龙文、王霦、赵文治,商品期货新合约上市对已有合约波动性影响的实证分析,统计与决策,2017, (6): 168-171
  14. 沈江建、龙文*,基于马尔科夫状态转移的中国股票市场行业板块波动性与相关性研究,数学的实践与认识,2016,(21):80~88
  15. 龙文、李楠、王惠文、成思危,金融危机过程中不同类型国家经济发展的差异性比较——基于函数数据分析方法,管理评论,2014,(3):3-10
  16. Wang, Bin, Long Wen*, Analysis on the effect of new futures contract coming into market, Procedia Computer Science, 31 ( 2014 ): 175-183
  17. Long, Wen, Qian Wang. Two Methods of Correlation Coefficient on Compositional Data. Procedia Computer Science, 18 (2013): 1757 – 1763
  18. Cao, Dingmu, Wen Long*, and Wenning Yang. Sector Indices Correlation Analysis in China's Stock Market. Procedia Computer Science, 17 (2013): 1241-1249.
  19. Cao, Dingmu, Wen Long*. The style characteristic of China’s stock market: an application to PCA for interval symbolic data, Revue des Nouvelles Technologies de l'Information, 2013, vol.RNTI-E-25, pp.40-57
  20. Wen Long, Nan Li, Huiwen Wang, Siwei Cheng. Impact of the US Financial Crisis on Different Countries: Based on the Method of Functional Analysis of Variance. Procedia Computer Science, 9 (2012): 1292 – 129
  21. 龙文等,欧债危机对我国的长期启示,金融发展评论,2013,7:64-76
  22. 龙文, 杨海珍, 李晶, 昃于靖, 刘丽, 李银华. 从国际比较的视角看中国再保险市场发展前景. 统计与决策. 2010, 13:108-111
  23. 石敏俊、杨晶、龙文、魏也华,中国制造业分布的地理变迁与驱动因素,地理研究,2013,32(9):1708-1720
  24. 侯立宏、石勇龙文、刁明. 边疆地区科技特派员工作意愿及影响因素研究——基于新疆兵团401份调查问卷的实证分析,中国软科学,2014, 4: 108-115
  25. Long, Wen, Henry M.K. Mok, Yan Hu, Huiwen Wang. The Style and Innate Structure of the Stock Markets inChina. Pacific-Basin Finance Journal, 2009, 17(2): 224-242 (SSCI)
  26. Long, Wen, Huiwen Wang. Predictive Modeling of Large-Scale Sequential Curves Based on Clustering, ICCS 2008, Part II, LNCS 5102, pp. 486-493, 2008. (EI)
  27. 龙文, 王惠文. 曲线分类建模方法及其在多地区GDP预测中的应用. 系统工程理论与实践, 2008, 28(3): 71-75 (EI)
  28. Long, Wen, Huiwen Wang. Predictive Modeling of Large-Scale Sequential Curves Based on Clustering, International Journal of Operations & Quantitative Management, Volume 14, Number 4, December 2008, pp. 265-273
  29. 龙文, 王惠文. 基于成分数据的市场集中度指标预测建模方法及应用. 系统工程, 2008, 26(5): 42-46
  30. 龙文, 王惠文. 成分数据相关系数计算方法研究. 数学的认识与实践, 2008, 38(24): 152-157
  31. Long, Wen, Huiwen Wang. A New Method of Forecasting Market Concentration and Its Application, The 2008 International Conference on Business Intelligence and Financial Engineering (BIFE2008), 185~190 
  32. 龙文, 王惠文. 曲线分类建模方法及其在中国各省区GDP预测中的应用. 北京航空航天大学学报(社科版), 2007, 20(4): 5-8
  33. 龙文, 王惠文. 成分数据偏最小二乘logistic回归模型及其应用. 数量经济技术经济研究, 2006, 23(9): 156-161
  34. 龙文, 王惠文, 李大鹏. 疫情传染状态判别方法研究——以SARS疫情为例. 中国软科学, 2005, 6: 153-157
  35. Wang Huiwen, Long Wen, Liu Qiang. Predictive Modeling for Gini Coefficient of GDP inChina. Proc. of the ICM’04, Macau, 2004: 720-725
  36. 王惠文, 龙文, 赵江涛. 基尼系数的预测建模方法及在北京市经济发展分析中的应用. 系统工程, 2003, 21(4): 61-65
  37. 龙文, 王惠文, 李大鹏. 再次发生SARS疫情的情况模拟分析. 北京航空航天大学学报(社会科学版). 2003, 16(3): 1-4
  38. 龙文, 李维平, 王惠文. 北京市城区经济发展的不平衡性分析. 统计与决策. 2003, 7: 58-59
  39. 王惠文, 李大鹏, 龙文. SARS疫情的状态评估和预测建模研究. 北京航空航天大学学报(社会科学版). 2003, 16(2): 1-6