山东大学中泰证券金融研究院导师教师师资介绍简介-石玉峰教授

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石玉峰教授，博士生导师
山东大学数学学院 / 金融研究院教授博士生导师

联系方式：
通讯地址：中国济南市山大南路27号山东大学数学学院/金融研究院，中心校区知新楼B1116（250100）
办公电话：+86-
E-mail：yfshi@sdu.edu.cn
石玉峰博士，山东大学数学学院及金融研究院教授、博士生导师，风险管理与量化投资研究所所长，曾兼任山东财经大学统计学院院长及大数据与指数研究院院长，喀什大学客座教授。山东省统计专家咨询委员会委员，山东省大数据研究会理事长，山东省统计学会副会长，山东省应用统计学会副会长，中国统计学会常务理事，中国商业统计学会常务理事，山东省人工智能学会常务理事，淄博市现代金融发展研究院特聘专家。
师从我国金融数学首席科学家彭实戈院士，1998年毕业于山东大学应用数学（金融数学）专业获博士学位。同年留校任教，2000年9月被数学学院聘为副教授，2006年聘为教授，2008年被山东大学金融研究院聘为教授、博士生导师。期间于2000年至2001年应邀赴法国缅因（Maine）大学金融数学实验室做博士后，2002年至2004年应邀赴英国利物浦（Liverpool）大学做高级研究助理、合作研究员，2004年至2005年在英国拉夫堡（Loughborough）大学做高级研究员。2014年至2018年被山东财经大学聘为****兼任统计学院院长，2015年5月创建我国高校第一个大数据研究机构“山东财经大学大数据与指数研究院”，2017年10月创建我省大数据领域唯一的省级学会“山东省大数据研究会”，2017年12月为山财大申报成功“统计学一级博士点”和“数据科学与大数据技术”新专业。
作为负责人主持承担国家自然科学基金五项、发改委蓝黄“两区”重大课题等省部级以上项目十余项，是教育部创新团队及国家自然科学基金委“金融数学”创新群体核心成员。在国内外学术杂志发表SCI收录论文四十余篇，获得金融科技领域软件著作权六项、人工智能领域国家发明专利授权一项、申请产业链金融领域发明专利一项。曾获山东省政府授予的集体一等功和首批山东省优秀创新团队（核心成员）荣誉称号。2018年获得山东省教学成果二等奖（首位）。
研究领域涉及概率统计、随机分析、随机控制、金融数学、金融工程、风险管理、量化投资、人工智能、金融科技、数字经济及产业链金融等。已培养硕士一百多名，博士十余名。多数研究生都在北上广深等一线城市的金融领域工作，包括国家统计局、工商银行总行、华为、蚂蚁金服、百度、建信科技、广发银行、广发证券、中泰证券等。

石玉峰教授，博士生导师
山东大学数学学院 / 金融研究院教授博士生导师

研究领域:
涉及概率统计、随机分析、随机控制、金融数学、金融工程、风险管理、量化投资、人工智能、金融科技、数字经济及产业链金融等。 软件著作权：
（1）石玉峰，王鑫，滕斌，《程序化交易策略智能生成系统》V3.0，2015.03.25，中国，著作权登记号：2015SR052464.
（2）石玉峰，滕斌，王鑫，鞠全永，张银龙，《期权定价与交易策略系统》V1.0, 2015.03.25，中国，著作权登记号：2015SR052459
（3）石玉峰，滕斌，《量化投资策略开发系统》V1.0，2015.10.20，中国，著作权登记号：2015SR201051.
发明专利：
（1）石玉峰，王鑫，滕斌，《一种程序化交易策略的自动构建与优化方法》（专利号：2.3），国家发明专利，2014年10月。
（2）石玉峰，俞少平，《一种基于价值链和区块链的信用收付系统及其工作方法》（申请号：：0.1），国家发明专利，2020年1月。

石玉峰教授，博士生导师
山东大学数学学院 / 金融研究院教授博士生导师

代表性论文:
1. Yufeng Shi, Jiaqiang Wen, Jie Xiong. Backward doubly stochastic Volterra integral equations and their applications. Journal of Differential Equations, 269(9):6492-6528, Oct 15, 2020. https://doi.org/10.1016/j.jde.2020.05.006 (JCR-1区, 中科院-1区)
2. Qingfeng Zhu, Yufeng Shi^*. Nonzero-Sum Differential Game of Backward Doubly Stochastic Systems with Delay and Applications. To appear in Mathematical Control and Related Fields (MCRF). 2020. (JCR-1区, 中科院-3区)
3. Qingfeng Zhu, Tianxiao Wang, Yufeng Shi^*. Mean-field backward doubly stochastic differential equations and applications. To appear in Chinese Annals of Mathematics Ser.B. (JCR-4区, 中科院-4区)
4. Yanhua Wu, Yufeng Shi^*. Detection of jumps in financial time series. Communications in Statistics-Simulation and Computation, Feb.10, 2020. Doi: 10.1080/**.2019.** (JCR-4区, 中科院-4区)
5. Yufeng Shi^*, Huaizhong Zhao. Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs. Journal of Mathematical Analysis and Applications, 485(10), May 1, 2020. https://doi.org/10.1016/j.jmaa.2019.123791 (JCR-1区, 中科院-2区)
6. Hao Chen, Yong He, Jiadong Ji, Yufeng Shi^*. A Machine Learning Method for Identifying Critical Interactions Between Gene Pairs in Alzheimer's Disease Prediction. Frontiers in Neurology, 10:1162. Oct. 31, 2019. Doi: 10.3389/fneur.2019.01162 (JCR-3区, 中科院-3区)
7. Zhang C, Han F, Yu J, Hu X, Hua M, Zhong C, Wang R, Zhao X, Shi Yufeng,Ji C and Ma D. Investigation of NF-κB-94ins/del ATTG and CARD8 (rs**) Gene Polymorphism in Acute Lymphoblastic Leukemia. Frontiers in Endocrinology, 10:501, August 2, 2019. Doi: 10.3389/fendo.2019.00501 (JCR-2区, 中科院-2区)
8. Qingfeng Zhu, Yufeng Shi, Bin Teng. Forward-backward doubly stochastic differential equations with random jumps and related games. Asian Journal of Control, April 28, 2020. Doi: 10.1002/asjc.2344 (JCR-3区, 中科院-4区)
9. Jiaqiang Wen, Yufeng Shi^*. Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations. Computers & Mathematics with Applications, 79(5):1435-1446, March 1, 2020. Online September 27, 2019. https://doi.org/10.1016/j.camwa.2019.09.006(JCR-1区, 中科院-2区)
10. Jiaqiang Wen, Yufeng Shi^*. Solvability of anticipated backward stochastic Volterra integral equations. Statistics and Probability Letters, 156, September 12, 2019. https://doi.org/10.1016/j.spl.2019.108599 (JCR-4区, 中科院-4区)
11. Soukaina Douissi, Jiaqiang Wen, Yufeng Shi. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem, Applied Mathematics and Computation, 355:282-298, August 15, 2019. https://doi.org/10.1016/j.amc.2019.02.072 (JCR-1区, 中科院-1区)
12. Jiaqiang Wen, Yufeng Shi^*. Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs. Journal of Mathematical Analysis and Applications, 476(1): 86-100, August 1, 2019. https://doi.org/10.1016/j.jmaa.2018.10.038 (JCR-1区, 中科院-2区)
13. Jiaqiang Wen, Yufeng Shi^*. Maximum principle for a stochastic delayed system involving terminal state constraints. Journal of Inequalities and Applications, 2017:103, December 2017. DOI: 10.1186/s13660-017-1378-z (JCR-1区, 中科院-3区)
14. Jiaqiang Wen, Yufeng Shi^*. Anticipative backward stochastic differential equations driven by fractional Brownian motion. Statistics and Probability Letters, 122:118-127, March, 2017. DOI: 10.1016/j.spl.2016.11.011 (JCR-4区, 中科院-4区)
15. Min Li, Yufeng Shi^*. Solving the double barrier reflected BSDEs via penalization method. Statistics and Probability Letters, 110: 74-83, March 2016. DOI:10.1016/j.spl.2015.12.003 (JCR-4区, 中科院-4区)
16. Lu Lin, Yufeng Shi, Xin Wang and Shuzhen Yang. k-sample upper expectation linear regression. Journal of Statistical Planning and Inference, 170: 15-26, March 2016. DOI: 10.1016/j.jspi.2015.09.002 (JCR-3区, 中科院-4区)
17. Yufeng Shi^*, Tianxiao Wang and Jiongmin Yong Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations. Mathematical Control and Related Fields (MCRF), 5(3): 613- 649, September 2015. Doi:10.3934/mcrf.2015.5.613 (JCR-1区, 中科院-3区)
18. Tianxiao Wang, Yufeng Shi^*. Linear quadratic stochastic integral games and related topics. Science in China-Series A: Mathematics, 58(11): 2405-2420, November 2015. DOI:10.1007/s11425-015-5026-0, Print ISSN:1674-7283, Online ISSN:1869-1862 (JCR-2区, 中科院-2区)
19. Qingfeng Zhu, Yufeng Shi^*. Optimal Control of Backward Doubly Stochastic Systems with Partial Information. IEEE Transactions on Automatic Control, 60(1): 173-178, January 2015. DOI: 10.1109/TAC.2014.**. (JCR-1区, 中科院-2区)
20. Qingfeng Zhu, Yufeng Shi^*. A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients. Acta Mathematicae Applicatae Sinica (English Series), 30(4): 965-976, December 2014. DOI: 10.1007/s10255-011-0136-0. (JCR-4区, 中科院-4区)
21. Qingfeng Zhu, Yufeng Shi^*. Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations. Abstract and Applied Analysis, Volume 2014 (2014), Article ID 194341. http://dx.doi.org/10.1155/2014/194341 (JCR-1区, 中科院-2区)
22. 朱庆峰，王鑫，石玉峰^*. 带跳的倒向重随机系统的最大值原理及其应用. 中国科学（数学），2013, 43(12): 1237-1257, DOI: 10.1360/SCM-2013-0075.
23. Yufeng Shi^*, Tianxiao Wang, Jiongmin Yong. Mean-Field Backward Stochastic Volterra Integral Equations. Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 18(7): 1929-1967, September, 2013. (JCR-3区, 中科院-3区)
24. Yufeng Shi^*, Qingfeng Zhu. Partially Observed Optimal Controls of Forward-Backward Doubly Stochastic Systems. ESAIM: COCV, 19(3): 828-843, July, 2013. DOI: 10.1051/cocv/** (JCR-2区, 中科院-2区)
25. Yufeng Shi^*, Tianxiao Wang. Solvability of general backward stochastic Volterra integral equations. Journal of the Korean Mathematical Society, 49(6):1301-1321, November, 2012. (JCR-3区, 中科院-4区)
26. Qingfeng Zhu, Yufeng Shi^*. Forward-backward doubly stochastic differential equations and related stochastic partial differential equations, Science in China-Series A: Mathematics, 55(12): 2517-2534, December, 2012. DOI: 10.1007/s11425-012-4411-1. (JCR-2区, 中科院-2区)
27. Qingfeng Zhu, Yufeng Shi^*. Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations, China Annals of Mathematics Ser.B, 33B(1): 127-142, 2012. (JCR-4区, 中科院-4区)
28. Tianxiao Wang, Yufeng Shi^*. A class of time inconsistent risk measures and backward stochastic Volterra integral equations, Risk and Decision Analysis, 4: 17–24, 2013. DOI: 10.3233/RDA-2012-0074.
29. 林乾，石玉峰*. Peng g-期望下的大数定律, 中国科学（数学）, 42(4): 295-302, 2012.
30. Tianxiao Wang, Qingfeng Zhu, Yufeng Shi^*. Necessary and Sufficient Conditions of Optimality for Stochastic Integral Systems with Partial Information, Proceedings of the 30th Chinese Control Conference, pp.1950-1955, July 2011. （EI）
31. Qingfeng Zhu, Tianxiao Wang, Yufeng Shi^*. Maximum Principle for Partially Observed Optimal Control of Backward Doubly Stochastic Systems, Proceedings of the 30th Chinese Control Conference, pp.1383-1388, July 2011. （EI）
32. Liangquan Zhang, Yufeng Shi^*. Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications, ESAIM: COCV, 17: 1174–1197, 2011. (JCR-2区, 中科院-2区)
33. Yufeng Shi^*, Qingfeng Zhu. A Kneser-type theorem for backward doubly stochastic differential equations, Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 14(4): 1565-1579, 2010. (JCR-3区, 中科院-3区)
34. Min Li, Yufeng Shi^*. A general central limit theorem under sublinear expectations, Science in China-Series A: Mathematics, 53(8): 1989-1994, 2010. (JCR-2区, 中科院-2区)
35. Tianxiao Wang, Yufeng Shi^*. Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and their applications, Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 14(1): 251-274, 2010. (JCR-3区, 中科院-3区)
36. Qingfeng Zhu, Yufeng Shi^*, Xianjun Gong. Solutions to general forward-backward doubly stochastic differential equations, Applied Mathematics and Mechanics (English Edition). 30(4): 517-526, 2009. (JCR-1区, 中科院-2区)
37. Kai Liu, Yufeng Shi^*. Razumikhin-type theorems of infinite dimensional stochastic functional differential equations, Systems, control, modeling and optimization, IFIP Int. Fed. Inf. Process, 202:237–247, Springer, New York, 2006. （ISTP）
38. Shengqing Wang, Yufeng Shi^*, Kai Liu. Simulations and calculations of stochastic differential equations and backward stochastic differential equations, World Journal of Modelling and Simulation, 3(1): 3-9, 2007.
39. Yufeng Shi^*, Yanling Gu, Kai Liu. Comparison Theorem of Backward Doubly Stochastic Differential Equations and Applications, Stochastic Analysis and Applications, 23(1): 97-110, 2005. (JCR-3区, 中科院-4区)
40. Shige Peng, Yufeng Shi^*. A type of Time-symmetric Forward-Backward Stochastic Differential Equations, C. R. Acad. Sci. Paris, Ser. I 336(9): 773-778, 2003. (JCR-3区, 中科院-4区)
41. Yufeng Shi^*. Singular Perturbation in Nonlinear Boundary Value Problems, Asymptotic Analysis, 34(2): 137-158, 2003. (JCR-3区, 中科院-3区)
42. Shige Peng, Yufeng Shi^*. Infinite Horizon Forward-Backward Stochastic Differential Equations, Stochastic Processes and their Applications, 85(1): 75-92, 2000. (JCR-2区, 中科院-3区)
43. Shige Peng, Yufeng Shi^*. Infinite Horizon Boundary Value Problems and Applications, Journal of Differential Equations, 155(2): 405-422, 1999. (JCR-1区, 中科院-1区)
44. Yufeng Shi^*. Singularly Perturbed Boundary Value Problems, Acta Mathematicae Applicatae Sinica, 15(4): 409-417, 1999. (JCR-4区, 中科院-4区)

石玉峰教授，博士生导师
山东大学数学学院 / 金融研究院教授博士生导师

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