张慧明 讲 师


工作地点：财经主楼 615#

邮 箱：zhanghm@mail.xjtu.edu.cn



教育经历：
2003.9--2007.7 空军工程大学理学院，电子信息工程，学士
2007.9--2010.7 西安电子科技大学软件工程学院，软件工程，硕士
2008.9--2009.9 早稻田大学情报生产系统大学院，经营工学研究室（金融工程方向），硕士
2014.2--2019.3 早稻田大学情报生产系统大学院，经营工学研究室（金融工程方向），博士
工作经历：
2010.8--2013.12 电信科学技术第十研究所，大数据分析研发岗，助理工程师
2015.9--2019.4 早稻田大学情报生产系统研究中心，助理研究员
2019.5—至今 西安交通大学经济与金融学院，银行信息管理系，讲师
实习经历：
2009.11—2010.3，西安银行（个人储蓄业务，对公业务，大额申报，客户经理部（贷款，大学生创业贷款业务））

研究方向：
模糊集理论，无限纯跳 Levy 过程，投资组合优化，期权定价模型，敏感性分析，启发式算法，中国期权市场实证研究, 数学外推法。

期刊论文发表：
1. Huiming Zhang, Junzo Watada, “An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market”, International Review of Economics & Finance, Vol.59, pp.474-489, January 2019. (SSCI二区, ABS 2星)
2. Huiming Zhang, Junzo Watada, “ A European Call Option Pricing Model Using the Infinite Pure Jump Levy Process in a Fuzzy Environment ”, IEEJ Transactions on Electrical and Electronic Engineering, TEEE C (Electronics, Information and Systems), Vol.13, NO.10, pp.1-15, October 2018. (SCI)
3. Huiming Zhang, Junzo Watada, “ Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process ”, IEICE Transaction on Information and Systems, Vol. E101-D, No.7, pp.1843-1859, July 2018. (SCI)
4. Huiming Zhang, Junzo Watada, “Sensitivity-Based Fuzzy Multi-Objective Portfolio Model with Value-at-Risk ”, IEEJ Transactions on Electrical and Electronic Engineering, TEEE C (Electronics, Information and Systems), accepted. (SCI)

会议论文发表
1. Huiming Zhang, Junzo Watada, “ A Fuzzy Index Tracking Multi-Objective Approach to Stock Data Analytics ”, the 4th International Conference on Computer and Information Sciences (ICCOINS 2018), 6 pages, Kuala Lumpur Convention Center, Kuala Lumpur, Malaysia, 13-14 August 2018. (ISI, SCOPUS)
2. Huiming Zhang, Junzo Watada, “ Building Fuzzy Variance Gamma Option Pricing Models with Jump Levy Process ”, the 9th International Knowledge-Based and Intelligent Engineering Systems Conference on Intelligent Decision Technologies 2017 (KES-IDT 2017), Springer, Cham, 2017. p.105-116., Vilamoura, Portugal, 21-23 June 2017. (SCOPUS, CPCI)
3. Haydee Melo, Huiming Zhang, Pandian Vasant and Junzo Watada, “ Training Method for a Feed Forward Neural Network Based on Meta-Heuristics ”, The Thirteenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2017), Springer, Cham, 2017. p.378-385., Matsue, Shimane, Japan, 12-15 August 2017. (EI)
4. Junzo Watada, Huiming Zhang, Haydee Melo, Diqing Sun and Pandian Vasant, “ Boosted HOG Features and Its Application on Object Movement Detection ”, The Thirteenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2017), Springer, Cham, 2017. p.340-348., Matsue, Shimane, Japan, 12-15 August 2017. (EI)
5. Junzo Watada, Huiming Zhang, Haydee melo, Jiaxi Wang and Pandian Vasant, “ SURF Algorithm-Based Panoramic Image Mosaic Application ”, The Thirteenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2017), Springer, Cham, 2017. p.349-358., Matsue, Shimane, Japan, 12-15 August 2017. (EI)
参与的基金课题
基金: SGRS (Shale Gas Research Group from Petronas (Oil Company))，“A reliable computational intelligence (CI) scheme for prediction equilibrium water dew point of natural gas in TEG dehydration system”，2016--2021，参与人。

所获奖励
青年博士养成计划奖学金，早稻田大学
IPS留学生特别奖学金，早稻田大学
留学生授业援助学费减免奖学金，早稻田大学

学术活动
美国金融协会(AFA, American Finance Association) 会员
巴舍利尔金融学会(BFS, Bachelier Finance Society) 会员
日本电气学会(IEEJ) 会员
美国电气电子学会（IEEE）会员
日本电子情报通信学会（IEICE）会员
管理工程国际学会(ISME, International Society of Management Engineers), 组委会成员，
KES国际学会(Knowledge-Based and Intelligent Engineering Systems) 会员