吴述金




个人资料
部门： 经济与管理学部
性别： 男
专业技术职务： 统计学院副院长，(兼)金融工程系主任
毕业院校： 上海交通大学
学位： 博士
学历： 博士研究生
联系电话： (021) 6223-3287
电子邮箱： sjwu@stat.ecnu.edu.cn
办公地址： 中北校区理科大楼A1701室
通讯地址： 中山北路3663号
邮编： 200062
传真： (021) 6223-3223


工作经历
2007.01 至 今 华东师范大学，副教授
2004.03--2006.12 华东师范大学，讲师
2017.07--2017.08 美国威斯康辛-麦迪逊大学，访问****
2015.07--2015.08 英国牛津大学，访问****
2014.07--2014.08 英国牛津大学，访问****
2007.09--2008.08 加拿大滑铁卢大学，访问****
2004.07--2004.08 澳门大学，访问****



教育经历

2001.03--2004.02 上海交通大学 数学系

1998.09--2001.02 上海交通大学 应用数学系





个人简介
吴述金，男，华东师范大学副教授，硕士生导师，德国《数学文摘》(Zentralblatt Math)评论员，美国《数学评论》(Mathematical Reviews)评论员。2004年在上海交通大学数学系获得博士学位，研究方向主要为金融工程、时间序列分析、程序化交易。先后访问英国牛津大学、美国威斯康辛-麦迪逊大学、加拿大滑铁卢大学等进行科研合作。已主持完成国家自然科学基金项目、上海市自然科学基金项目、其他地方政府委托项目和企事业单位项目7项，在国内外学术期刊上发表及录用论文40余篇。



社会兼职
美国《数学评论》评论员
德国《数学文摘》评论员
全国工业统计学教学研究会理事
中国统计教育学会基础教育分会理事



研究方向
金融工程
时间序列分析
程序化交易




开授课程
1. 主讲课程：
金融建模与计算
时间序列分析
金融数学
随机过程
微分方程

2. 主编教材：
吴述金、毕俊娜（编著），金融建模，北京：科学出版社，2021.




科研项目
一、主持项目
吴述金，带跳的随机时滞微分方程及其在保险盈余最优投资中的应用，上海市自然科学基金项目，10万元，2008/10/01-2010/09/01，批准号：08ZR**。
吴述金，近似周期时间序列分析及其在程序化交易中的应用，国家自然科学基金面上项目，60万元，2015/01/01-2018/12/31，批准号：**。
吴述金，2014昆山市民政系统测评，昆山市民政局委托项目，14万元，2014/10/16-2014/12/31，合同编号：2015FWR0014。
吴述金，2015年昆山市行业文明服务公众满意度指数测评，中共昆山市委宣传部委托项目，13万元，2015/08/15-2016/01/31，合同编号：2016FWR0013。
吴述金，2015年昆山市民政系统第三方测评，昆山市民政局委托项目，11万元，2015/10/15-2016/01/31，合同编号：2016FWR0012。

吴述金，2017年昆山市行业文明服务公众满意度指数测评，中共昆山市委宣传部委托项目，14.5万元，2017/07/15-2017/12/31，合同编号：2017FWR0467。

吴述金，内地西藏班高考招生方案完善研究，西藏教育厅（子项目），10万元，2018/05/01-2018/12/31，校内项目号：14101-412321-18282/001。


二、参与项目
第一参与人，高斯过程非线性泛函极限理论的若干问题研究,国家自然科学基金项目,2019/01/01-2022/12/31，批准号：**.
第二参与人，农产品价格保险与农产品期货市场有效对接,企事业单位项目, 2014/06/01--2014/12/30.
参与人，统计前沿理论和方法及其应用,上海市科委科技项目, 2014/07/01-2017/06/30，批准号：14XD**.
第二参与人，昆山市未来经济的定位与发展研究--第三次经济普查资料开发研究报告,企事业单位项目, 2014/08/20--2014/12/31.
第一参与人，2014年苏州市经济发达镇行政管理体系改革试点工作部分指标测评,企事业单位项目, 2014/09/20--2014/12/31.





学术成果

Wu Shujin? Zhang Shunian (2000), Stability of autonomous difference equations (in Chinese), Mathematica Applicata? 53(4)? 46-50.
Wu Shujin? Zhang Shunian (2000), Stability of linear difference systems (in Chinese), Journal of Shanghai Jiaotong University? 34(8) ? 1122-1125.
Wu Shujin? Zhang Shunian (2001), Asymptotic stability theorem and asymptotic stability region on difference systems (in Chinese), Chinese Annals of Mathematics (A), 22? 265-270.
Wu Shujin? Zhang Shunian (2001), Stability in terms of two measures for delay difference systems (in Chinese), Journal of Shanghai Jiaotong University? 35(12) ? 1912-1915.
Wu Shujin? Zhang Shunian (2001), Extreme stability in terms of two measures for delay difference systems (in Chinese), Acta Mathematica Scientia (A), 21? 416-423.
Zhang Shunian? Wu Shujin (2001), Stability of one-order autonomous difference equations (in Chinese), Journal of Shanghai Jiaotong University? 34(8) ? 1119-1121.
Wu Shujin? Zhang Shunian (2001)? Stability of difference systems with finite delay? Chinese Quarterly Journal of Mathematics? 16(4) ? 1-6.
Zhang Shunian? Wu Shujin (2001)? Stability of delay differential systems by several Liapunov functions? Ann. of Diff. Eqs? 17(1) ? 86-92.
Wu Shujin? Guo Xiaolin? Kou Chunhai (2002)? Stability analysis in terms of two measures for delay difference systems (in Chinese)? Acta Mathematicae Applicatae Sinica (A)? 25? 448-454.
Kou Chunhai? Zhang Shunian? Wu Shujin (2002)? Stability analysis in terms of two measures for impulsive differential equations? J. London Math. Soc.? 66(2)? 142-152.
Guo Xiaolin? Duan Yongrui? Wu Shujin (2002)? Research on profit distribution for the overlapping shares of stock companies (in Chinese)? Journal of Shanghai Jiaotong University? 36(10)? 1533-1536.
Shujin Wu? Chunhai Kou? Shunian Zhang (2003), Boundedness in terms of two measures for delay difference equations (in Chinese), Chinese Annals of Mathematics? 24A? 639-646.
Wu Shujin? Guo Xiaolin (2003)? Extreme stability of differential equations with finite delay? Journal of Shanghai Jiaotong University? E-8(2)? 102-107.
Wu Shujin? Guo Xiaolin (2003)? Improvements of difference inequalities and integral inequalities? Journal of Shanghai Jiaotong University? E-8(1)? 103-106.
Wu Shujin? Han Dong? Meng Xianzhang (2004)? p-Moment stability of stochastic differential equations with jumps? Applied Mathematics and Computation? 152? 505-519.
Wu Shujin? Meng Xianzhang (2004)? Boundedness of nonlinear differential systems with impulsive effect on random moments? Acta Mathematicae Applicatae Sinica? 20(1)? 147-154.
Wu Shujin (2005)? Exponential stability of differential systems with random impulses (in Chinese)? Acta Mathematica Scientia (A)? 25(6)? 789-798.
Wu Shujin? Han Dong (2005)? Exponential stability of impulsive functional differential systems with random impulsive moments? Computers & Mathematics with Applications? 50(1-2)? 321-328.
Wu Shujin? Duan Yongrui (2005)? Oscillation? stability? and boundedness of second-order differential systems with random impulses? Computers & Mathematics with Applications? 49(9-10)? 1375-1386.
Meng Xianzhang? Han Dong? Wu Shujin (2005)? Ultimate stability of nonlinear impulsive differential equations (in Chinese)? Journal of Shanghai Jiaotong University? 39(6)? 1002-1008.
Wu Shujin? Guo Xiaolin? Zhou Yong (2006)? p-Moment stability of functional differential equations with random impulses? Computers & Mathematics with Applications? 52? 1683-1694.
Wu Shujin? Guo Xiaolin? Lin Songqing (2006)? Existence and uniqueness of solutions to random impulsive? Acta Mathematicae Applicatae Sinica? 22(4)? 627-632．
Shu Lianjie? Jiang Wei? Wu Shujin (2007)? A one-sided EWMA control chart for monitoring process means? Communications in Statistics—Simulation and Computation? 36? 901-920.
Wu Shujin (2007)? The Euler scheme for random impulsive differential equations? Applied Mathematics and Computation? 191? 164-175.
Wu Shujin? Han Dong (2007)? Algorithm analysis of Euler scheme for stochastic differential equations with jumps? Statistics & Probability Letters? 77? 211-219.
Wu Shujin? Han Dong? Fu Huanning (2008)? Existence and uniqueness of stochastic differential equations with random impulses (in Chinese)? Acta Mathematica Sinica? 51(6)? 1041-1052.
Wu Shujin? Guo Xiaolin? Zhai Ronghua (2008)? Almost sure stability of functional differential equations with random impulses? Dynamics of Continuous? Discrete and Impulsive Systems Series A: Mathematical Analysis? 15? 403-415.
Wu Shujin, Song Qiong, Guo Xiaolin (2010), p-Moment bounedness of functional differential equations with random impulses (in Chinese), Acta Mathematica Scientia, 30A(1), 126-14.
Zhou Yong, Wu Shujin (2010), Existence and uniqueness of solutions to stochastic differential equations with random impulse under Lipschitz conditions, Chinese Journal of Applied Probability and Statistics, 26(4), 347-356.
Guo Xiaolin, Wu Shujin (2010), p-Moment boundedness of stochastic differential output systems with finite delay, J. of Math. (PRC), 30(3), 431-438.
Fu Huanning, Wu Shujin (2010), Optimal dynamic portfolio selection for insurers with investment and reinsurance based on random impulsive model (in Chinese), Chinese Journal of Applied Probability and Statistics, 26(3), 309-322.
Zhan Mengya, Wu Shujin (2010), The economic capital measurement of property insurance business in the interdependent multi-copula structure (in Chinese), Journal of East China Normal University：Philosophy and Social Sciences Edition, (2), 89-94.
Zhan Mengya, Wu Shujin (2011), Actuarial Study on Capital Allocation of Insurance Business and the Scale of Business (in Chinese), Chinese Journal of Management Science, 19(5), 87-93.
Anguraj A., Wu Shujin, Vinodkumar A. (2011), Existence and exponential stability of semilinear functional differential equations with random impulses under non-uniqueness, Nonlinear Analysis: Theory, Methods & Applications, 74(2), 331-342.
Wu Shujin, Zhou Bin (2011), Existence and uniqueness of stochastic Differential equations with random impulses and Markovian switching under non-Lipschitz conditions, Acta Mathematica Sinica, English Series, 27(3), 519-536.
Chen Shi, Wu Shujin, Zheng Weian (2013), ETF arbitrage research on China financial markets (in Chinese), Journal of East China Normal University (Natural Science), (5), 144-151.
Guo Mingming, Wu Shujin, Zhu Xiaoyu (2014), Parameter Estimation of Binomial Model (in Chinese), Chinese Journal of Applied Probability and Statistics, 30(2), 206-212.
Wu Shujin, ZhuXiaoyu, Yang Xiao (2015), Analysis of approximately perodic time series, Chinese Journal of Applied Probability and Statistics, 31(2), 199-212.
Wu Shujin (2016)，On guidance of the Mathematical Contest in Modeling (in Chinese)，Coll. Math.，32(05), 45-48.
Qian Zhongmin, Yang Yimin, Wu Shujin (2017), A class of multidimensional quadratic BSDEs. arVix: 1703.04153.
Wu Shujin, Estimation of scale transformation for approximate periodic time series with long-term trend,Journal of Mathematical Research with Applications(accepted, Apr. 2020).
Wu Shujin, Poisson-Gamma mixture processes and applications to premium calculation, Communications in Statistics - Theory and Methods(accepted, Oct. 2020).



荣誉及奖励
2006年，华东师范大学，优秀本科生导师
2007年，华东师范大学，多媒体教学大赛三等奖
2009年，华东师范大学，实践创新优秀指导教师
2011年，华东师范大学，优秀本科生导师
2011年，华东师范大学，实践创新优秀指导教师
2011年，中共华东师范大学委员会，优秀学生思想政治教育工作者
2012年，华东师范大学，优秀本科生导师
2013年，华东师范大学，能达奖教金
2014年，华东师范大学，教学成果一等奖（第六完成人）
2016年，华东师范大学，年度教学贡献奖
2016年，华东师范大学经济管理学部，优秀共产党员
2017年，华东师范大学，教学成果一等奖（第二完成人）
2017年，华东师范大学，优秀教学贡献奖
2018年，上海市教委，教学成果一等奖（第二完成人）
2018年，华东师范大学，学生心目中最优秀教师奖
2019年，华东师范大学经济与管理学部，优秀共产党员