姓名：
王皓 Hao Wang

性别：
男 Male

职称：
副教授 Associate Professor

所在系别：
金融系 Department of Finance

最高学历：
研究生

最高学位：
博士 PhD

Email：


HAOWANG(at)JLU(dot)EDU(dot)CN



详细情况

所在学科专业：
经济金融应用数学（Mathematics for Economics and Finance）

所研究方向：
国际金融、金融衍生品、投资组合、金融传染、相依模型与Copula方法（International Finance, Financial Deriviates, Portfolio, Financial Contagion, Dependence Models and Copulas）

讲授课程：
R语音与金融计量分析（2018/2019,  2017/2018, 2016/2017）
经济管理模拟与实训（2018/2019, 2017/2018, 2016/2017）
Linear Algebra（2018/2019, 2017/2018）
国际金融（2018/2019, 2017/2018, 2016/2017）
金融工程案例（2016/2017）
金融市场风险管理（2016/2017, 2014/2015）
风险管理运用实践（2014/2015）


For Masters:
Financial Econometrics with R(Autumn 2018/2019， Autumn 2017/2018, Autumn 2016/2017)
For Undergraduate：
Simulated Training in Economics and Management(Autumn 2018/2019，Autumn 2017/2018, Autumn 2016/2017)
Linear Algebra（Spring 2017/2018）
International Fiance(Spring 2017/2018，Spring 2016/2017)
Cases in Financial Engineering(Autumn 2016/2017)
Risk Management of Fiancial Market(Autumn 2016/2017, Spring 2014/2015)
Risk Management and Practice(Spring 2014/2015)

教育经历：
2010.11 --- 2014.03  罗马第一大学经济-金融应用数学博士
2013.02 --- 2013.06  华沙大学访问交流学习
2008.12 --- 2009.12  佛罗伦萨大学金融学硕士（银行、保险与金融市场）
2004.09 --- 2008.06  中国人民大学理学学士（数学与应用数学）


November 2010 - March 2014
PhD student in Mathematics for Economic-Financial Applications
University Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), Faculty of Economics, Sapienza University of Rome, Rome, Italy
Thesis Title: Dependence Methods for Financial Time Series with Application to Portfolio Diversification
Supervisor: Prof. Fabrizio Durante
February 2013 - June 2013
Visiting PhD student in Faculty of Mathematics, Informatics and Mechanics (MIM), University of Warsaw, Poland
Supervisor: Prof. dr hab. Piotr Jaworski
December 2008 - December 2009
Master Degree in Bank, Insurance, and Financial Markets University Faculty of Economics, University of Florence, Florence, Italy
Thesis Title: Multivariate Simulation With Copula and Application in Finance
Supervisor: Prof. Emanuele Vannucci
September 2004 - June 2008
Bachelor Degree in Science
University Department of Mathematics, School of Information, Renmin University of China, Beijing, China
Supervisor: Prof. Jinwu Gao

短期培训：
2017.11-2017.11大连商品交易所期货学院高校教师衍生品研修班

工作经历：
2018.10 --- 现在        吉林大学经济学院金融系 副教授

2017.07 --- 现在        吉林大学量化金融研究中心副主任
2016.05 --- 2018.08   吉林大学经济学院金融系教工党支部书记
2014.10 --- 2018.09   吉林大学经济学院金融系 讲师


2018.10 --- Now Associate Professor in School of Economics / Jilin University
2017.07 --- Now Deputy Director of Quantitative Finance Research Center / Jilin University
2014.10 --- 2018.09 Assistant Professor in School of Economics / Jilin University

科研项目：


吉林省教育厅社会科学项目“农产品期货支持吉林省‘乡村振兴’的问题研究”，2019.01-2020.12，（项目号：JJKH**SK，主持，在研）
吉林大学哲学社会科学重点研究基地重大项目“日本金融政策变化对于日本经济和外交的影响”，2017.05-2018.09，（项目号：2017XXJD11，主持，完成）
中国博士后科学基金面上项目“一带一路背景下中国与东南亚南亚国家股市联动性研究”，2016.11-2019.12，（项目号：2016M601366，主持，在研）
吉林省长吉图开发开放先导区战略实施领导小组办公室横向项目“吉林省向南开放通道建设研究”，2016.09-2017.12，（项目号：2016（297），主持，完成）
中央高校基本科研业务费“Copula函数参数的贝叶斯估计及其在投资组合风险管理中的应用”，2015.06-2016.06，（项目号：0，主持，完成）
罗马第一大学科研基金“Portfolio Optimization under extreme dependence”，2012.11-2014.12，（项目号：prot. C26N12T5XP，主持，完成）
内蒙古草原文化保护发展基金会委托项目“‘一带一路’背景下‘中蒙俄经济走廊’与内蒙古自治区开放发展战略研究”，2018.03-2021.02，（项目号：2018（128），参与，在研）

国家自科基金青年项目“基于Copula方法的西北地区农业天气风险管理研究”，2018.01-2020.12，（项目号：**，参与，在研）
教育部重点研究基地重大项目“中俄蒙国家战略互动与‘一带一路’建设研究”，2017.11-2020.12，（项目号：17JJDGJW006，参与，在研）
国家社科基金重大专项项目“‘一带一路’建设过程中推进金融创新与金融保障体系研究”，2017.10-2019.12，（项目号：17VDL012，参与，在研）
国家社科基金青年项目“‘一带一路’背景下离岸人民币海外循环机制研究”，2017.6-2020.6，（项目号：17CJY063，参与，在研）


[1] China Postdoctoral Science Foundation Project “Relationship between China and Southeast Asian Countries in the Background of the Belt and Road Initiative”, 2016.11-2019.12, (Project No.: 2016M601366, principal investigator, in progress)
[2] Major project of the Key Social Science Research Center of Jilin University, “The Impact of Japan's Financial Policy Changes on Japan's Economy and Diplomacy”, 2017.05-2018.09, (Project No.: 2017XXJD11, principal investigator, completed)
[3] Changchun-Jilin-Tumen Development and Pilot Area Strategy Implementation Leading Group Office commissioned project“Research on the Construction of the Open Channel of Jilin Province to the South”, 2016.09-2017.12, (Project No.: 2016(297), principal investigator, completed)
[4] Fundamental Research Funds for the Central Universities “Bayesian estimation of Copula function parameters and its application in portfolio risk management”, 2015.06-2016.06, (Project No.: 0, principal investigator, completed)
[5] Young researcer fundation of Sapienza University of Rome, "Portfolio Optimization under extreme dependence", 2012.11-2014.12, (project number: prot. C26N12T5XP, principal investigator, completed)
[6] The Inner Mongolia Grassland Culture Protection and Development Foundation commissioned project “Study on the 'China-Mongolia-Russia Economic Corridor' and the Inner Mongolia Autonomous Region's Open Development Strategy under the Background of 'One Belt, One Road'”, 2011.03-2021.02,(Project No.: 2018（128）, Participation, , Participation, in progress)
[7] Major projects of the Ministry of Education's Key Research Center “Study on China-Russia-Mongolia National Strategic Interaction and ‘Belt and Road Construction”, 2017.11-2020.12,(Project No.: 17JJDGJW006,Participation, in progress)
[8] The National Social Science Fund Major Special Project “Research on Financial Innovation and Financial Security System in the Construction of 'One Belt, One Road'”, 2017.10-2019.12, (Project No.: 17VDL012, Participation, in progress)
[9] The National and Regional Research Center of the Ministry of Education, “Evaluation of the 'One Belt, One Road' Construction Financial Cooperation Evaluation and Strategy Research in Europe and Asia”, 2017.09-2018.03, (Project No.: Participation, in progress)
[10] National Social Science Fund Youth Project “Research on Offshore RMB Overseas Circulation Mechanism in the Background of 'One Belt, One Road'”, 2017.06-2020.06, (Project No.: 17CJY063, Participation, in progress)
[11] National Science Fund Youth Project “Agricultural Weather Risk Management Research in Northwest China Based on Copula Method”, 2011.01-2220.12, (Project No.: **, Participation, in progress)

学术论文：
巴里·艾肯格林,王皓.全球金融新风险与中国应对[J].东北亚论坛,2019(05):48-58+127.

Ji H, Wang H, Xu J, et al. Dependence Structure between China’s Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis[J]. Emerging Markets Finance and Trade, 2019: 1-17.（SSCI）

王皓,敬海燕.金融危机后发达经济体非常规货币政策及影响[J].经济问题,2019(04):25-31
王皓,许佳.美联储货币政策正常化的溢出效应研究[J].亚太经济,2019(02):43-50.
Ji H., Wang H., Liseo B., Portfolio Diversification Strategy Via Tail-Dependence Clustering And Arma-Garch Vine Copula Approach[J]. Australian Economic Papers, 2018(3): 265-283（SSCI）
王皓.创新对外投资方式[J].东北亚论坛,2018(03):12-15+127.
查尔斯·莫里森,王皓.建立北太平洋和平制度[J].东北亚论坛,2018(01):18-21+127.
Wang H., PappadàR., Durante F., Foscolo E., A Portfolio Diversification Strategy via Tail Dependence Clustering[M]. Soft Methods for Data Science. Springer International Publishing, 2017: 511-518.（EI检索号：20**0）
王皓.基于DCC-GARCH模型对日本股票市场与国际市场波动溢出效应分析[J].现代日本经济,2016,(05): 27-37.
王皓,李晓.从中日韩股票市场联动性看东北亚地区金融一体化[J].东北亚论坛,2016,(04): 72-85, 128.
王皓,许佳.中日韩FTA建设与东北亚区域合作——基于中日韩三国自贸区战略的分析[J].亚太经济,2016,(04): 3-8.
王皓.韩国股票市场与世界主要股票市场的联动性研究[J].韩国研究论丛,2016,(01): 240-253.
Durante F., Foscolo E., Jaworski P., Wang H,. Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector[M]. Strengthening Links Between Data Analysis and Soft Computing. Springer International Publishing, 2015: 217-224.（EI检索号：20**5）DOI: 10.1007/978-3-319-10765-3_26
Durante F., Foscolo E., Jaworski P., Wang H,. A spatial contagion measure for financial time series[J]. Expert Systems with Applications, 2014, 41(8): 4023-4034.（SCI A区，IF：2.98） http://dx.doi.org/10.1016/j.eswa.2013.12.020.



学术会议发表：
[1] Portfolio Diversification Strategy Via Tail Dependence Clustering and ARMA-GARCH Vine Copula Approach & the chair of the parallel session \Copulas and dependence in econometrics and statistics", The 2nd International Conference on Econometrics and Statistics (EcoSta 2018), 19-21 June 2018, City University of Hong Kong, Hong Kong (China)
[2] A portfolio diversification strategy via tail dependence measures, 8th International Conference on Soft Methods in Probability and Statistics, September 12-14, 2016, Sapienza University of Rome, Rome (Italy)
[3] A spatial contagion measure for financial time series, XV Workshop on Quantitative Finance, January 23-24, 2014, Firenze (Italy)
[4] A spatial contagion measure for financial markets, International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications, January 4-5, 2014, Beijing (China)
[5] Clustering methods for financial time series with application to portfolio selection, AMASES 2013, September 5{7, 2013, Stresa (Italy)

获奖情况：
2017.11高教社杯2017年全国大学生数学建模比赛吉林赛区省级一等奖指导教师
2017.10吉林大学2017年度华软教学专项奖
2017.01吉林大学2016年度华软教学专项奖
2017.01吉林大学优秀博士后奖
2016.05吉林大学大学生创新创业训练计划校级一类指导教师
2016.06吉林大学第七届“青年教师教学能力大赛”二等奖
2010.11 --- 2013.10罗马第一大学博士奖学金
2008.06北京市优秀毕业生
2007/2008中国人民大学学习优秀奖学金
2005/2006中国人民大学青年发展战略奖学金


Awards First prize of Excellent Postdoctor Award, Academic Year 2016/2017, Granted by Jilin University
Awards Second prize of The Seventh Teaching Competition for Young College Teachers, Academic Year 2016/2017, Granted by Jilin University
Scholarship Winner of a PhD scholarship in Mathematics for Economic-Financial Applications, Academic Year November 1, 2010-October 31, 2013, Granted by Sapienza University of Rome
Awards Winner of theBeijing Excellence Graduate,Academic Year 2007/2008, Granted by Beijing Municipal Education Committee