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: 100190

研究领域

金融市场,虚拟经济与复杂性,气候与能源金融,大数据经济分析

招生信息


招生专业
020204-金融学
020209-数量经济学
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
2022-06-27-今,International Review of Financial Analysis(IRFA), 副主编
2022-01-01-今,Frontiers in Environmental Science, 客座主编
2021-12-01-今,中国能源金融联盟(CNEFN), 秘书长
2021-08-01-今,民建海淀金融委, 副主任
2020-12-12-今,中国管理现代化研究会, 副秘书长
2020-11-06-今,中国优选法统筹法与经济数学研究会气候金融分会, 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
经典金融文献阅读
衍生金融工具
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) Green Bond Index Prediction Based on CEEMDAN-LSTM, Frontiers in Energy Research, 2022, 
(2) Is electricity consumption of Chinese counties decoupled from carbon emissions? A study based on Tapio decoupling index, Energy, 2022, 
(3) The influence of international oil price fluctuation on the exchange rate of countries along the "Belt and Road", NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 第 3 作者
(4) Relationship between Herd Behavior and Chinese Stock Market Fluctuations during a Bullish Period Based on Complex Networks, INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2022, 
(5) A Network Approach to the Study of the Dynamics of Risk Spillover in China's Bond Market, ENTROPY, 2021, 第 3 作者
(6) Stock trading rule discovery with double deep Q-network, APPLIED SOFT COMPUTING, 2021, 第 4 作者
(7) Stock movement prediction with sentiment analysis based on deep learning networks, CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2021, 第 3 作者
(8) Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect, APPLIED ECONOMICS LETTERS, 2021, 
(9) Research on multiscale features and integrated forecasting of the Belt and Road exchange rate index, CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2021, 第 4 作者
(10) The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network, Complexity, 2021, 
(11) The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors, ENERGY POLICY, 2021, 第 3 作者
(12) What factors contribute to the mutual dependence degree of China in its crude oil trading relationship with oil-exporting countries?, ENERGY, 2021, 第 2 作者
(13) 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, Research on the Impact of Government Subsidies on the Innovation Output of Artificial Intelligence Listed Companies——Mediation Effect Based on Innovation Input, 科技促进发展, 2020, 第 3 作者
(14) User reviews: Sentiment analysis using lexicon integrated two-channel CNN–LSTM​ family models, APPLIED SOFT COMPUTING, 2020, 第 4 作者
(15) 基于TEI@I的中国利率多尺度波动特征研究, Analysis of Multi-scale Volatility Features of Interest Rate in China Based on TEI@I Methodology, 管理评论, 2020, 第 2 作者
(16) Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event, FINANCE RESEARCH LETTERS, 2020, 第 4 作者
(17) The Evolution Characteristics of Systemic Risk in China's Stock Market Based on a Dynamic Complex Network, ENTROPY, 2020, 第 3 作者
(18) Research on the economic development pattern of Chinese counties based on electricity consumption, ENERGY POLICY, 2020, 第 3 作者
(19) The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR, JOURNAL OF FORECASTING, 2020, 第 2 作者
(20) 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 INTELLIGENCE, 2019, 
(21) Research on Relationship Between Rural Residents' Income and Electricity Consumption Features, 2019 IEEE/WIC/ACM INTERNATIONAL CONFERENCE ON WEB INTELLIGENCE WORKSHOPS (WI 2019 COMPANION), 2019, 
(22) 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, Analysis on the Factors Influencing the Development of Rural Cooperative Finance in China:Based on Questionnaire Survey and Analytic Hierarchy Process, 科技促进发展, 2019, 第 2 作者
(23) 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 INTELLIGENCE, 2019, 
(24) 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 INTELLIGENCE, 2019, 
(25) 中国农村商业银行经营绩效及其外部影响因素分析, Performance of Rural Commercial Banks in China and Its External Factors, 管理评论, 2018, 第 3 作者
(26) 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, 2018, 第 4 作者
(27) DWWP: Domain-specific new words detection and word propagation system for sentiment analysis in the tourism domain, KNOWLEDGE-BASED SYSTEMS, 2018, 第 2 作者
(28) Word Similarity Fails in Multiple Sense Word Embedding, COMPUTATIONAL SCIENCE - ICCS 2018, PT II, 2018, 
(29) 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, The Efficient of Carbon Emissions Efficiency of Beijing Public Transportation System:Based on Super-Efficiency SBM Model Using Malmquist-Luenberger Index, 系统科学与数学, 2018, 第 2 作者
(30) 经济虚拟化背景下经济增长与通货膨胀的互动机制研究, Study on the Interaction Mechanism of Economic Growth and Inflation under the Background of Economic Financialization, 管理评论, 2018, 第 2 作者
(31) Enhanced Word Embedding With Multiple Prototypes, 2017 4TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING (IEIS), 2017, 
(32) The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 第 2 作者
(33) Financial development and relationship evolvement among money supply, economic growth and inflation: a comparative study from the US and China, APPLIED ECONOMICS, 2017, 第 2 作者
(34) Improved New Word Detection Method Used in Tourism Field, INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE (ICCS 2017), 2017, 
(35) Stock Price Forecasting Using Support Vector Regression Based on Network Behavior Data, 2017 IEEE INTERNATIONAL CONFERENCE ON BIG DATA (BIG DATA), 2017, 
(36) Price Determinants in China's Pilot Carbon Markets, 2017 4TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING (IEIS), 2017, 
(37) 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), 2017, 
(38) Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 第 1 作者
(39) 经济虚拟化对经济增长和,通货膨胀的影响, The Influence on Economic Growth and Inflation by Economic Virtualization, 上海经济研究, 2016, 第 3 作者
(40) An Analysis Oncrude Oil Price Mutation in View of Zeeman's Catastrophe Machine, 3RD INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2015, 2015, 
(41) 微观视角下虚拟经济与实体经济关系的理论研究, Theoritical Research on Relationship between Fictitious Economy and Real Economy from Micro Perspective, 广义虚拟经济研究, 2015, 第 1 作者
(42) 我国虚拟经济发展状况初探, First Exploration of the Development of Fictitious Economy in China, 广义虚拟经济研究, 2015, 第 1 作者
(43) The Study of the Development of Chinese Stock Market Based on Factor Analysis, 3RD INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2015, 2015, 
(44) 论影响因子在不同引文环境中的关系, Relationship of Impact Factors in Different Citation Environments, 科学观察, 2009, 第 1 作者
(45) 人民币汇率预测的两种模型, Two models for RMB/US dollar exchange rate forecasting, 系统工程理论与实践, 2008, 第 1 作者
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, 负责人, 企业委托, 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), 负责人, 企业委托, 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, 负责人, 国家任务, 2016-01--2018-12
( 4 ) 成思危经济学思想研究, 负责人, 企业委托, 2019-01--2022-12
( 5 ) 一带一路汇率风险的测度、影响与对策研究, 负责人, 研究所自选, 2018-12--2020-12
( 6 ) 世欣控股金融业务风险管理&绩效评估项目, 负责人, 企业委托, 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, 负责人, 国家任务, 2013-10--2015-12
( 8 ) 基于TEI@I的中国股票市场政策市特征研究, 负责人, 国家任务, 2012-12--2014-12
( 9 ) 科学基金项目层绩效评估研究, 负责人, 国家任务, 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, 负责人, 研究所自选, 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, 负责人, 研究所自选, 2020-10--2022-10
( 12 ) 中国智能制造发展指数2019报告, 负责人, 企业委托, 2020-01--2021-07