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，风险管理，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
创新管理与创新经济学
数据模型与决策1
数据模型与决策
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. Man Guo, Wen Long*, Yanqiang Zhong, Wei Zhang. Who knows more? The role of structural hole spanners in accurate information identification on social media. Pacific-Basin Finance Journal, 93 (2025): 102826  (SSCI)

  2. Wen Long, Ruiqi Ma, Man Guo. Information content and sentiment: Role of environmental disclosure in stock price crash risk. International Review of Financial Analysis, 104(2025): 104294     (SSCI)

  3. Wen Long, Man Guo. Social media and capital markets: an interdisciplinary bibliometric analysis. Financial Innovation, (2025)11: 77.   (SSCI)

  4. Wen Long, Jing Gao, Kehan Bai, Zhichen Lu. A hybrid model for stock price prediction based on multi-view heterogeneous data, Financial Innovation, (2024) 10: 48. (SSCI)

  5. Wen Long, Yanqiang Zhong. The neglected cohort: The impact of silent majority in social media on stock returns, Finance Research Letters, 52(2023): 103363  (SSCI)

  6. Yong Shi, Bo Li, Wen Long*, Wei Dai. Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models, Computational Economics, 59(2022): 1027–1068   (SSCI/SCI)

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

  8. 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)

  9. 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.   (SCI)

  10. 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.   (SCI)

  11. 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)

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

  13. 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): 411-424（SCI）

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

  15. 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): 246-259（SCI）

  16. 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)  

  17. 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)  

  18. 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)

  19. 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) 

  20. 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)

  21. Wen Long, 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)