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[Name] Gangjin Wang |
[Gender] Male |
[Title] Associate Professor |
[Address] No.11 South of Lushan Road Changsha City |
[Phone] 15116261062 |
[Date of Birth] 1985.02.27 |
[Nationality] China |
[E-mail] wanggangjin@hnu.edu.cn |
[Professional Experience Years] 2015.01-Until Now |
Academic Interests |
Financial Engineering and Risk Management, Complex Financial Systems, Financial Physics, Complex Financial Networks, Digital currency and risk management |
Education Background |
Degree |
University |
Time |
PhD |
Hunan University，Management Science and Engineering |
2011.09-2014.12 |
Master |
Hunan University, Computer Science and Technology |
2008.09-2011.6 |
Bachelor |
Henan Polytechnic University, Mathematics and Applied Mathematics |
2004.09-2008.07 |
Working Experiences |
Employer |
Time |
Hunan University Business School, Associate Professor |
2017.12- Until Now |
Boston University，USA, Post Doctor |
2015.09-2017.08 |
Hunan University Business School, Assistant Professor |
2015.01-2017.12 |
Visiting Experiences |
University |
Time |
Boston University, USA |
2015.09-2017.08 |
Projects |
Projects Name |
Time |
“Huxiang Youth Talent” Support Program (Humanities and Social Sciences Innovation) (Responsible) |
2020-2022 |
National Natural Science Foundation of China：Research on interaction process of Investment Decision based on dynamic coupling Network and Stability of securities Market in big data environment (Participate) |
2020-2023 |
National Natural Science Foundation of China：Research on the Relevance and Systemic Risk Contribution of Financial Institutions based on multi-layer Information Spillover Network (Responsible) |
2019-2022 |
Research on financial risk contagion based on complex network and SIRS model (Participate) |
2018-2020 |
Study on portfolio evaluation and investment strategy optimization based on DEA (Participate) |
2018-2021 |
Provincial and ministerial-level project "study on the construction and evolution mechanism of information spillover network between financial markets" (Responsible) |
2017-2019 |
National Natural Science Fund Project "Financial risk measurement theory and application research based on Bayesian extreme number Regression"（Participate） |
2017-2020 |
National Natural Science Foundation Project "The Heterogeneous Cross-border integration effect and risk decentralization strategy of asset ownership in progressive open market"(Participate) |
2016-2019 |
The National Natural Science Foundation Project Youth Project "Modelling of the tail-correlation network of financial markets and its evolution and stability"(Responsible) |
2016-2018 |
Research on Financial Network Vulnerability and System Risk Control Based on Transaction Tax（Participate） |
2015-2017 |
The National Natural Science Foundation Project "Research on dynamic evolution behavior of complex financial network and crisis contagion and its control"(Participate) |
2014-2017 |
Special Scientific Research Fund for doctoral programs in colleges and universities "Research on the financial market risk assessment and synergetic supervision of the lotus-solid economy"(Participate) |
2014-2016 |
Awards and Honors |
Awards |
Time |
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Academic Memberships |
Name of the Academic Organization |
Time |
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Social Service |
Name of the Social Organization |
Time |
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International Conference |
Conference Name |
Topic of Presentation |
Time |
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Publications： |
Journal |
Article title |
Year, Issue, Page |
Finance Research Letters |
Time domain and frequency domain Granger causality networks: Application to China's financial institutions |
2020, Doi: 10.1016/j.frl.2020.101662 (SSCI) |
Journal of Multinational Financial Management |
Volatility connectedness in global foreign exchange markets. Journal of Multinational Financial Management |
2020, 54: 100617. (SSCI) |
Research in International Business and Finance |
Are stable coins truly diversifiers, hedges, or safe havens against traditional crypto currencies as their name suggests? |
2020, 54: 101225. (SSCI) |
Journal of Management Science and Engineering (JMSE), |
Is Bitcoin a safe haven or a hedging asset? Evidence from China |
2019, 4(3): 173-188. |
Finance Research Letters |
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin |
2019, 31: 489-497. (SSCI) |
Institutions & Money |
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? |
2018, 57: 205-230. (SSCI) |
International Review of Financial Analysis |
Volatility connectedness in the crypto currency market: Is Bitcoin a dominant crypto currency? |
2018, 60: 98-114. (SSCI) |
Emerging Markets Review |
Interconnectedness and systemic risk of China's financial institutions |
2018, 35: 1-18. (Lead article) (SSCI, ESI Hot and highly cited papers) |
Computational Economics |
Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks |
2018, 51(3): 607-635. (SSCI, ESI Hot and highly cited papers) |
Physica A |
Cross-correlations and influence in world gold markets |
2018, 490: 504-512. (SCI) |
Quantitative Finance |
Extreme risk spillover network: Application to financial institutions |
2017, 17(9): 1417-1433. (SSCI, ESI Hot and highly cited papers) |
Frontiers of Physics |
Joint multifractal analysis based on wavelet leaders |
2017.11 |
Journal of Economic Interaction and Coordination |
Multiscale correlation networks analysis of the US stock market: A wavelet analysis |
2017.10 |
Fluctuation and Noise Letters |
Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) |
2017.5 |
Finance Research Letters |
Stock market contagion during the global financial crisis: A multiscale approach |
2017.8 |
Journal of Systems Science and Information |
Investigating the disparities of China’s insurance market based on minimum spanning tree from the viewpoint of geography and enterprise |
2017.6 |
International Review of Economics and Finance |
Extreme risk spillover effects in world gold markets and the global financial crisis |
2016, 46: 55-77. (SSCI) |
Quantitative Finance |
Extreme risk spillover network: Application to financial institutions |
2016, DOI: 10.1080/14697688.2016. 1272762 |
Computational Economics |
Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks |
2016, DOI:10.1007/s10614-016-9627-7 |
International Review of Economics and Finance |
Extreme risk spillover effects in world gold markets and the global financial crisis |
2016, 46: 55-77 |
Journal of Economic Interaction and Coordination |
Multi-scale correlation networks analysis of the US stock market: A wavelet analysis |
2016, DOI: 10. 1007/s11403-016-0176-x |
Finance Research Letters |
Who are the net senders and recipients of volatility spillovers in China’s financial markets? |
2016, 18: 255 -262 |
Expert Systems with Applications |
Tail dependence structure of the foreign exchange market: A network view |
2016, 46: 164 -179 |
Neural Computing & Applications |
Comparison of Individual, Ensemble and Integrated Ensemble Machine Learning Methods to Predict China’s SME Credit Risk in Supply Chain Finance |
2016.5 |
Entropy |
Predicting China’s SME Credit Risk in Supply Chain Finance Based on Machine Learning Methods |
2016.5 |
Advances in Mathematical Physics |
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing |
2016.1 |
Physica A: Statistical Mechanics and its Applications |
Correlation structure and dynamics of international real estate securities markets: A network perspective |
2015, 424: 176-193 |
Mathematical Problems in Engineering |
Forecasting RMB exchange rate based on a nonlinear combination model of ARFIMA, SVM, and BPNN |
2015, Article ID 635345, 10 pages. |
Physica A: Statistical Mechanics and its Applications |
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales |
2014, 405: 70-79. |
Discrete Dynamics in Nature and Society |
Dynamics of foreign exchange networks: A time-varying copula approach |
2014, Article ID170921, 11 pages |
Journal of Applied Mathematics |
A new method for setting futures portfolios’ maintenance margins: Evidence from Chinese commodity futures markets |
2014, Article ID 325975, 11 pages. |
Mathematical Problems in Engineering, |
Cross-correlations between energy and emissions markets: New evidence from fractal and multifractal analysis |
2014, Article ID 197069, 13 pages. |
Physica A: Statistical Mechanics and its Applications |
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient. |
2013, 392(17): 3715-3730. |
Nonlinear Dynamics |
Cross-correlations between the CSI 300 spot and futures markets |
2013, 73(3): 1687-1696 |
Entropy |
Statistical properties of the foreign exchange network at different time scales: Evidence from detrended cross-correlation coefficient and minimum spanning tree |
2013, 15(5): 1643-1662. |
Monograph and Textbook |
Publisher |
Name |
Time |
Economic Science Press |
Study on financial market correlation measurement and its application |
2020 |
