王军 职称：教授
学历：研究生
学位：博士
电话：
邮箱：wangjun@bjtu.edu.cn




教育背景
工作经历
研究方向
招生专业
科研项目
教学工作
论文/期刊
专著/译著
专利
软件著作权
获奖与荣誉
社会兼职
教育背景
北京师范大学数学系获学士学位、硕士学位。专业：概率论与数理统计
神户大学自然科学研究院获理学博士学位。专业：概率论与数理统计
神户大学自然科学研究院博士后、研究员。研究方向：随机过程理论、金融数学与金融工程
现为北京交通大学理学院教授、硕士生导师、博士生导师、博士后导师。科研、教学方向：金融统计、金融数学与金融工程、金融物理、随机过程、统计学、概率论与数理统计、计算机工程（数据模拟、模型建立、统计分析等）
金融数学与金融工程研究所所长，研究所网址： http://sci.bjtu.edu.cn/research_unit/wangjun/mysite/index.htm
研究生招收方向：
博士后招生方向：金融统计（统计学），概率论与数理统计
博士后招生网址： http://jgrsc.njtu.edu.cn/postDoctoral/shownews.asp?id="132" （人事处）
博士研究生招生方向：金融统计（统计学），概率论与数理统计
硕士研究生招生方向：金融统计（统计学），概率论与数理统计
我喜欢的图片：
http://life.eastmoney.com/news/11001,00759.html
http://life.eastmoney.com/news/11001,20**173.html


工作经历


研究方向
金融统计
随机分析与随机运筹


招生专业
统计学硕士
概率论与数理统计硕士


科研项目
科研项目：
主持国家自然科学基金面上项目：《经济物理领域中的金融时间序列回程间隙与波动相关性的预测系统、随机模型和统计分析》，项目批准号：**
主持国家自然科学基金面上项目：《应用随机交互作用系统研究证券市场价格波动的统计规律性质》，项目批准号：**
主持国家自然科学基金面上项目：《非Black-Scholes模型环境下的未定权益的定价和套期保值研究》，项目批准号：**
主持国家自然科学基金面上项目：《统计物理模型在金融领域中的应用》，项目批准号：**


教学工作

本科教学课程：《金融工程概论》《金融数学基础》《计量经济学》《随机过程》《概率论与数理统计》
全校公共研究生课程：《随机过程I》
专业研究生课程：《金融统计》《概率论基础》《随机金融学与保险数学》《随机过程论》《金融数学与金融工程》《无穷质点马氏过程与渗流理论》等

论文/期刊
发表学术论著200多篇部。代表作如下：New approach of financial volatility durationdynamics by stochastic finite-range interacting voter system,Chaos:An Interdisciplinary Journal ofNonlinear Science27(2017) 013117 (16 pages).
Multivariate multiscale entropy of financial markets, Communications in Nonlinear Science and Numerical Simulation 52 (2017) 77-90.
Symbolic complexity of volatility duration and volatilitydifference component on voter financialdynamics, Digital Signal Processing 63 (2017) 56-71.
Complexityand multifractal behaviors of multiscale-continuum percolation financial systemfor Chinese stock markets,Physica A: Statistical Mechanics and its Applications 471(2017) 364-376.
Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation, Physica A: Statistical Mechanics and its Application482 (2017) 29-41.
Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics, Physica A: Statistical Mechanics and its Applications482(2017) 741-756.
Weighted fractional permutation entropy and fractional sample entropyfor nonlinear Potts financial dynamics,Physics Letters A 381 (2017) 767–779.
Forecasting stochastic neural network based on financial empiricalmode decomposition,Neural Networks 90(2017) 8-20.
Return Scaling Cross-Correlation Forecasting by Stochastic Time Strength Neural Network in Financial Market Dynamics, Soft Computing, accepted, 2017.
Multiscale volatility duration characteristics on financialmulti-continuum percolation dynamics,International Journal of Modern Physics C 28(2017) ** (21 pages).
Predicting agent-based financial time series model on lattice fractal with random Legendre neural network, Soft Computing21 (2017) 1693-1708.
Nonlinearstochastic exclusion financial dynamics modeling and complexity behaviors, Nonlinear Dynamics 88(2017) 921-935.
Exponent Back Propagation Neural Network Forecasting for Financial Cross-Correlation Relationship, Expert Systems with Applications 53(2016) 106-116.
Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations, Energy 102 (2016)365-374.
COMPLEXITY ANDMULTIFRACTAL OF VOLATILITY DURATION FOR AGENT-BASED FINANCIAL DYNAMICS AND REALMARKETS, Fractals 23 (2016) **,17 Pages.
Nonlinear dynamicalcomplexity of agent-based stochastic financial interacting epidemic system, Nonlinear Dynamics 86(2016) 1823-1840.
Complexitymultiscale asynchrony measure and behavior for interacting financial dynamics, Physics Letters A 380 (2016) 2931-2942.
Linkingmarket interaction intensity of 3D Ising type financial model with marketvolatility, Physica A: StatisticalMechanics and its Applications 461(2016) 531-542.
Nonlinear multiscalecoupling analysis of financial time series based on composite complexitysynchronization, Nonlinear Dynamics 86(2016) 441-458.
Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System, Computational Economics 48 (2016) 607-625.
Nonlinear analysis on cross-correlation of financial time series by continuum percolation system, International Journal of Bifurcation and Chaos 26(2016) ** (19 pages).
Fluctuation behaviors of financial return volatility duration, Physica A: Statistical Mechanics and its Applications 448(2016) 30-40.
Multifractal and recurrence behaviors of continuum percolation-based financial price dynamics, Nonlinear Dynamics 83 (2016) 513-528.
Interacting price model and fluctuation behavior analysis from Lempel-Ziv complexity and multi-scale weighted-permutation entropy, Physics Letters A 380 (2016) 117-129.
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks, Computational Intelligence and Neuroscience 2016 (2016)** (14 pages).
Quantifying complexity of financial short-term time series by composite multicale entropy measure, Communications in Nonlinear Science and Numerical Simulation 22 (2015) 375-382.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems, Chaos:An Interdisciplinary Journal ofNonlinear Science25 (2015) 043111 (9 pages).
Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system, Chaos:An Interdisciplinary Journal of Nonlinear Science25 (2015) 103103 (12 pages).
Fluctuation Complexity of Agent-Based Financial Time Series Model by Stochastic Potts System, International Journal of Modern Physics C 26 (2015) ** (19 pages).
Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks, Neurocomputing 156 (2015) 68-78.
Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation, International Journal of Modern Physics C 26 (2015) ** (17 pages).
Voaltility Behaviors of Financial Time Series by Percolation System on Sierpinski Carpet Lattice, Fluctuation and Noise Letters 14 (2015) ** (19 pages).
Nonlinear analysis of volatility duration financial series model by stochastic interacting dynamic system, Nonlinear Dynamics 80 (2015) 701-713.
Agent-based financial dynamics model from stochastic interacting epidemic system and complexity analysis, Physics Letters A 379 (2015) 1023-1031.
Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market, International Journal of Computational Intelligence Systems 8 (2015) 787-795.
Volatility Behavior of Visibility Graph EMD Financial Time Series from Ising Interacting System, Physica A: Statistical Mechanics and its Applications432 (2015) 301-314.
Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System, Entropy 17 (2015) 2590-2605.
Graphic analysis and multifractal on percolation-based return interval series, International Journal of Modern Physics C 26 (2015) ** (19 pages).
Multiscale behavior of financial time series model from Potts dynamic system, Nonlinear Dynamics 78 (2014) 1065-1077.
Nonlinear scaling analysis approach of agent-based Potts financial dynamical model, Chaos:An Interdisciplinary Journal of Nonlinear Science24 (2014) 043113 (8 pages).
Graph Based and Multifractal Analysisi of Random Price Time Series Model by Continuum Percolation, International Journal of Nonlinear Sciences and Numerical Simulation 15 (2014) 265-277.
Complex System Analysis of Market Return Percolation Model on Sierpinski Carpet Lattice Fractal, Journal of Systems Science and Complexity 27 (2014)743-759.
Financial time series prediction by a random data-time effective RBF neural network, Soft Computing 18(3) (2014) 497-508.
Phase and Multifractality Analyses of Random Price Time Series by Finite-Range Interacting Biased Voter System, Computational Statistics 29 (2014)1045-1063.
Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System, Abstract and Applied Analysis 2014 (2014) 806271 (11 pages).
Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice, Physica A: Statistical Mechanics and its Applications392 (2013) 4055-4063.
Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index, Chaos, Solitons & Fractals 52 (2013) 36-44.
Volatility clustering and long memory of financial time series and financial price model, Digital Signal Processing 23 (2013) 489-498.
Dependence phenomenon analysis of the stock market, EPL 102 (2013) 18004.
Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system, Journal of Applied Statistics 40 (2013) 2188-2203.
FLUCTUATION BEHAVIOR OF FINANCIAL RETURN INTERVAL SERIES MODEL FOR PERCOLATION ON SIERPINSKI CARPET LATTICE, Fractals 21 (2013) ** (13 pages).
Voaltility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network, Mathematical Problems in Engineering 2013 (2013) 436795 (11 pages).
Statistical Properties and Multifractal Behaviors of Market Returns by Ising Dynamic Systems, International Journal of Modern Physics C 23(3) (2012) ** (14 pages).
Effect of Boundary Conditions on Stochastic Ising-Like Financial Market Price Model, Boundary Value Problems 2012 (2012): 9 (17 pages).
Modelling Stock Price Dynamics by Continuum Percolation System and Relevant Complex Systems Analysis, Physica A: Statistical Mechanics and its Applications391 (2012) 4827–4838.
Lattice Oriented Percolation System Applied to Volatility Behavior of Stock Market, Journal of Applied Statistics 39(4) (2012) 785–797.
Fluctuation Prediction of Stock Market Index by Legendre Neural Network with Random Time Strength Function, Neurocomputing 83 (2012) 12–21.
Statistical Analysis and Forecasting of Return Interval for SSE and Model by Lattice Percolation System and Neural Network, Computers & Industrial Engineering 62 (2012) 198-205.
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model, Journal of Applied Mathematics 2012 (2012) 646475 (15 pages).
Analysis and Modelling of Stock Market Relative Fluctuation by Percolation System, Journal of Information & Computational Science 9 (2012) 771-779.
Voter Interacting Systems Applied to Chinese Stock Markets, Mathematics and Computers in Simulation 81 (2011) 2492–2506.
Analysis of Two-Layered Random Interfaces for Two Dimensional Widom-Rowlinson's Model, Abstract and Applied Analysis 2011 (2011) 858725 (21 pages).
Integrating Independent Component Analysis and Principal Component Analysis with Neural Network to Predict Chinese Stock Market, Mathematical Problems in Engineering 2011 (2011) 382659 (15 pages).
Fluctuations of Stock Price Model by Statistical Physics Systems, Mathematical and Computer Modelling 51 (2010) 431-440.
Modeling and Simulation of the Market Fluctuations by the Finite Range Contact Systems, Simulation Modelling Practice and Theory 18 (2010) 910–925.
Forecasting model of global stock index by stochastic time effective neural network, Expert Systems with Applications 37(1) (2010) 834-841.
FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS, Advances in Complex Systems 13 (2010) 643–657.
Fractal Detrended Fluctuation Analysis of Chinese Energy Markets, International Journal of Bifurcation and Chaos 20(11) (2010) 3753–3768.
Analysis of Chain Reaction Between Two Stock Indices Fluctuations by Statistical Physics Systems, Wseas Transactions on Mathematics 9 (2010) 830-839.
The estimates of correlations in two-dimensional Ising model, Physica A: Statistical Mechanics and its Applications 388 (2009) 565-573.
Statistical Analysis by Statistical Physics Model for the Stock Markets, International Journal of Modern Physics C 20(10) (2009) 1547-1562.
The Stochastic Ising Model with the Mixed Boundary Conditions, Boundary Value Problems 2009 (2009) 571950 (17 pages).
Construction of Stock Index Fluctuation Model by Continuum Percolation and It's Discussion, Mathematica Applicata 22 (2009) 65-71.
Fluctuations of interface statistical physics models applied to a stock market model, Nonlinear Analysis: Real World Applications 9 (2008) 718-723.
Statistical Analysis and Data Analysis of Stock Market by Interacting Particle Models, Journal of Computer 3(12) (2008) 11-19.
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market, Journal of Computer 3(12) (2008) 3-10.
The Asymptotical Behavior of Probability Measures for the Fluctuations of Stochastic Models, Wseas Transactions on Mathematics 7 (2008) 273-282.
Data Analysis and Statistical Behaviors of Stock Market Fluctuations, Journal of Computer 3(10) (2008) 11-19.
The statistical properties of the interfaces for the lattice Widom-Rowlinson model, Applied Mathematics Letters 19(3) (2006) 223-228.
Supercritical Ising Model on the Lattice Fractal--the Sierpinski Carpet, Modern Physics Letters B 20(8) (2006) 409-414.
The Dobrushin-Hryniv theory for the two dimensional lattice Widom-Rowlinson model, Advanced Studies in Pure Mathematics 39 (2004) 231-279, Mathematical Society of Japan.
Spectral Gap of Ising Model for Dobrushin's boundary condition in two dimensions, Analysis on the Critical Phenomena of Rondom Systems, ed.by Y. Higuchi, 52-76, 2000, Kobe University, Japan.
The Spectral Gap of Two Dimensional Ising Model with a Hole: Shrinking Effect of Contours, J. Math. Kyoto Univ. (JMKYAZ) 39(3) (1999) 529-556.
Random walk on the Poisson point of infinite cluster of the continuous percolation, Mathematica Japonica 48(3) (1998) 391-397.
A Sufficient Condition for Non-coexistence of One Dimensional Multicolor Contact Process, Acta Mathematicae Applicatae Sinica 10(2) (1994) 169-176.



专著/译著
《随机过程及其在金融领域中的应用》，清华大学出版社、北京交通大学出版社，北京，2007年4月第一版，2016年6月第6次印刷。
《概率论与数理统计》，台湾文京出版社，台北，2006年1月。


专利


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社会兼职