刘雪勇

副教授 硕士生导师

主要教育经历

2017-2018 University of Florida 工程学院(公派博士联合培养)

2015-2019 中国地质大学(北京) 管理科学与工程(博士学位)

2012-2015 中国地质大学(北京) 电子与通信工程 (硕士学位)

2008-2012 河北科技大学 通信工程 (学士学位)

主要工作经历

2023年-至今 首都经济贸易大学管理工程学院 副教授

2019年-2022 首都经济贸易大学管理工程学院 讲师

主要研究方向

复杂金融网络、金融风险管理、大数据挖掘与人工智能

主要讲授课程

Web前端开发技术》、《量化投资与机器学习》、《管理信息系统》等

主要科研成果

发表论文:

[1] 陈炜, 王玉, 刘雪勇. 股市风险传染的二次感染SIR模型. 系统工程学报, 2023, 38(6), 791-811.

[2] Xueyong Liu*, Zhihua Chen, Zhensong Chen, Yinhong Yao. The time-varying spillover effect of China’s stock market during the COVID-19 pandemic. Physica A-Statistical Mechanics and Its Applications, 2022, 603, 127821.

[3] Zhihua Chen, Hui Wang, Xueyong Liu*, Ze Wang, Shaobo Wen. Risk diffusion of international oil trade cuts: A network-based dynamics model. Energy Reports, 2022, 8, 11320-11333.

[4] Xuan Huang, Xueyong Liu. The time-frequency evolution of multidimensional relations between global oil prices and China's general price level, Energy, 2022, 244, 122579.

[5] Xueyong Liu and Cheng Jiang*. Multi-scale features of volatility spillover networks: A case study of China’s energy stock market. Chaos: An Interdisciplinary Journal of Nonlinear Science, 2020, 30: 033120.

[6] Xueyong Liu* and Cheng Jiang. The dynamic volatility transmission in the multiscale spillover network of the international stock market. Physica A: Statistical Mechanics & Its Applications, 2020, 560: 125144.

[7] Cheng Jiang*, Xueyong Liu, Jun Zhang and Xiao Yu. Compact models for influential nodes identification problem in directed networks. Chaos: An Interdisciplinary Journal of Nonlinear Science, 2020, 30: 053126.

[8] Shaobo Wen, Haizhong An*, Shupei Huang and Xueyong Liu. Dynamic impact of China's stock market on the international commodity market. Resources Policy, 2019, 61:564-571.

[9] Ze Wang, Xiangyun Gao*, Renwu Tang, Xueyong Liu, Qingru Sun and Zhihua Chen. Identifying influential nodes based on fluctuation conduction network model. Physica A: Statistical Mechanics & Its Applications, 2019, 514:355-369.

[10] Qian Liu, Huajiao Li*, Xueyong Liu and Meihui Jiang. Information networks in the stock market based on the distance of the multi-attribute dimensions between listed companies. Physica A: Statistical Mechanics and its Applications, 2018, 496:505-513.

[11] Yang Li, Huajiao Li*, Nairong Liu and Xueyong Liu. Important institutions of interinstitutional scientific collaboration networks in materials science. Scientometrics, 2018, 117(3):85-103.

[12] Sida Feng, Shupei Huang*, Yabin Qi, Xueyong Liu, Qingru Sun, Shaobo Wen. Network features of sector indexes spillover effects in China: A multi-scale view. Physica A: Statistical Mechanics and its Applications, 2018, 496:461-473.

[13] Xueyong Liu, Haizhong An*, Shupei Huang and Shaobo Wen. The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model. Physica A: Statistical Mechanics & Its Applications, 2017, 465:374-383.

[14] Xueyong Liu, Haizhong An*, Huajiao Li, Zhihua Chen, Sida Feng and Shaobo Wen. Features of spillover networks in international financial markets: Evidence from the G20 countries. Physica A: Statistical Mechanics & Its Applications, 2017, 479:265-278.

[15] Huajiao Li*, Haizhong An, Xueyong Liu, Xiangyun Gao and Feng An. Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks. Energy, 2016, 117:73-83.

[16] Mei Li, Xueyong Liu*, Xu Liu. Infrasound signal classification based on spectral entropy and support vector machine. Applied Acoustics, 2016, 113:116-120.


研究项目:

[1] 《沪深港股市风险传导机理及智能资产配置研究》,国家自然科学基金委员会,面上项目,在研,参与。

[2] 《京津冀金融市场联动网络多尺度动力学特征与风险预测研究》,北京市教育委员会,社科一般项目,在研,主持。

[3] 《21世纪海上丝绸之路沿线投资环境综合评价与合作前景分析》,广州海洋地质调查局,结题,参与

[4] 《全国非油气矿产资源开发利用统计分析模型建设》,国土资源部信息中心,结题,参与

学术专著:

[1] 《中国-东盟能源竞争与合作》,地质出版社,编委。

[2] 《世界主要油气资源国投资环境研究(2015)》,地质出版社,编委。

主要获奖成果及荣誉

首都经济贸易大学 中青年骨干教师

第一届全国能源经济学术创意大赛全国三等奖

第二届全国能源经济学术创意大赛全国二等奖

第十届大学生能源经济学术创意大赛优秀指导教师奖

社会兼职

国家留学基金委通讯评审专家

ComplexityEntropy等期刊客座编辑,《Energy》、《Resources Policy》、《Physica A》、《资源与产业》等期刊审稿人。

附加信息

通信地址(含邮编):北京市丰台区张家路口121首都经济贸易大学管理工程学院,100070

电子邮箱:liuxueyong@cueb.edu.cn