浙江工商大学金融学院
浙江工商大学金融学院
姓  名:王永巧
性  别:男
职  称:教授
Email:写信给他
职  务:所长
系  别:金融工程系
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王永巧,男,1977年生,浙江磐安,博士,教授,博士生导师。现为浙江工商大学金融学院教授,浙江工商大学投资与风险管理研究所所长。20057月毕业于中国科学院数学与系统科学研究院,毕业后于浙江工商大学金融学院任教。曾多次在香港城市大学从事访学工作。2013年入选浙江省高校中青年学科带头人。主要研究方向为金融风险管理与金融数据分析,具体研究领域包括金融相依性、金融异常性检测、智能金融、利率期限结构、投资组合、生产效率前沿。主持国家自然科学基金2项、教育部人文社科基金1项、浙江省自然科学基金1项。其研究成果发表于国际与国内著名期刊,包括IEEE TPAMI, IEEE TNNLS, IEEE TFS, EJORSCI期刊论文十多篇,国内《数量经济技术经济研究》、《系统工程理论与实践》等期刊多篇。

Name: Yongqiao Wang
Position: Professor
Institution: School of Finance, Zhejiang Gongshang University
Address: Room 826, School of Finance, Zhejiang Gongshang University
     No.18,Xuezheng Street, Xiasha, Hangzhou 310018,
      Zhejiang, China.
Tel: 86-571-28007720
Email: wangyq@zjgsu.edu.cn

Working experience:
2013.01-    : Professor, School of Finance, Zhejiang Gongshang University, China
2006.11-2012.12: Associate Professor, School of Finance, Zhejiang Gongshang University, China
2005.07-2006.11: Assistant Professor, School of Finance, Zhejiang Gongshang University, China
 
2018.11-2018.12: Research Fellow, City University of Hong Kong, Department of System Engineering and Engineering Systems
2018.03-2018.04: Research Fellow, City University of Hong Kong, Department of System Engineering and Engineering Systems
2013.02-2013.04: Senior Research Associate, City University of Hong Kong
Department of System Engineering and Engineering Systems
2006.05-2006.07: Senior Research Associate, City University of Hong Kong
Faculty of Business
2003.09-2003.10: Research Assistant, City University of Hong Kong
Faculty of Business
2003.04-2003.06: Research Assistant, City University of Hong Kong
Faculty of Business

Publications in international journals
[1]Yongqiao Wang, Lishuai Li, Chuangyin Dang: Calibrating Classification Probabilities with Shape-Restricted Polynomial Regression. IEEE Trans. Pattern Anal. Mach. Intell. 41(8): 1813-1827 (2019)
[2]Yongqiao Wang, Chuangyin Dang, Shouyang Wang: Robust Novelty Detection via Worst Case CVaR Minimization. IEEE Trans. Neural Netw. Learning Syst. 26(9): 2098-2110 (2015)
[3]Yongqiao Wang, Shouyang Wang, Chuangyin Dang, Wenxiu Ge: Nonparametric quantile frontier estimation under shape restriction. European Journal of Operational Research 232(3): 671-678 (2014)
[4]He Ni, Yongqiao Wang: Stock index tracking by Pareto efficient genetic algorithm. Appl. Soft Comput. 13(12): 4519-4535 (2013)
[5]Yongqiao Wang: Modeling financial dependence with support vector regression. Intell. Data Anal. 17(2): 233-249 (2013)
[6]Yongqiao Wang, He Ni, Shouyang Wang: Multiple-v support vector regression based on spectral risk measure minimization. Neurocomputing 101: 217-228 (2013)
[7]Yongqiao Wang, Shouyang Wang: Estimating ά-frontier technical efficiency with shape-restricted kernel quantile regression. Neurocomputing 101: 243-251 (2013)
[8]Yongqiao Wang: Smooth Nonparametric Copula Estimation with Least Squares Support Vector Regression. Neural Processing Letters 38(1): 81-96 (2013)
[9]Yongqiao Wang, He Ni: Multivariate convex support vector regression with semidefinite programming. Knowl.-Based Syst. 30: 87-94 (2012)
[10]Yongqiao Wang, He Ni, Shouyang Wang: Nonparametric bivariate copula estimation based on shape-restricted support vector regression. Knowl.-Based Syst. 35: 235-244 (2012)
[11]Yongqiao Wang: Robust ν-support vector machine based on worst-case conditional value-at-risk minimization. Optimization Methods and Software 27(6): 1025-1038 (2012)
[12]Yongqiao Wang, Shouyang Wang, K. K. Lai: Measuring financial risk with generalized asymmetric least squares regression. Appl. Soft Comput. 11(8): 5793-5800 (2011)
[13]Yongqiao Wang, Xun Zhang, Shouyang Wang, K. K. Lai: Nonlinear clustering-based support vector machine for large data sets. Optimization Methods and Software 23(4): 533-549 (2008)
[14]Yongqiao Wang, Shouyang Wang, Kin Keung Lai: A new fuzzy support vector machine to evaluate credit risk. IEEE Trans. Fuzzy Systems 13(6): 820-831 (2005)

 Papers in Chinese
[1]
王永巧, 胡浩, 基于时变参数CopulaCoVaR度量技术, 《统计与信息论坛》,2012年第6, 50-54
[2]
王永巧,刘诗文,基于时变Copula的金融开放与风险传染,《系统工程理论与实践》,2011年第4, 778-784页。
[3]
王永巧,汪寿阳,卖空, 保证金与最优投资组合, 《数量经济技术经济研究》, 2006年第3期,150-153页。

Projects as principal investigator
[1]
国家自然科学基金,基于时变Copula的极端风险溢出研究(71101127)2012-2014.
[2]
国家自然科学基金,基于概念迁移技术的金融相依函数动态预测方法及其应用研究(71571163)2016-2019.

Research Interests
Financial Risk Management, Term Structure of Interest Rate, Dependence, Nonparametric Regression, Data Mining. 

浙江工商大学金融学院

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