個人簡介

主要研究方向為復雜金融網絡🙋🏽‍♂️、金融物理學

教育背景

管理學博士，華東理工大學🕞，2014-2019

聯合培養博士，美國波士頓大學，2017-2019

理學學士，華東理工大學，2010-2014

工作經歷

講師，意昂3体育🦹🏻‍♀️，2022年5月-至今

博士後，華東師範大學💱，2019年9月-2022年4月

學術/社會兼職

The North American Journal of Economics and Finance，Finance Research Letters🟫🤸🏽‍♂️，Fractals，Physica A: Statistical Mechanics and its Applications👨🏽‍🏭，Frontiers in Physics，Fluctuation and Noise Letters等期刊審稿人

教學教研

主講課程💿：金融編程與計算

代表性論文

[1] Shao, Y. H., Liu, Y. L.,Yang, Y. H.The Short-term Effect of COVID-19 Pandemic on China's Crude Oil Futures Market: A Study Based on Multifractal Analysis. Fluctuation and Noise Letters, 2022, Forthcoming.（SCI, Q3）

[2]Gao, X. L., Shao, Y. H.,Yang, Y. H., Zhou, W. X. Do the global grain spot markets exhibit multifractal nature?. Chaos, Solitons and Fractals, 2022, Forthcoming.（SCI/SSCI , Q1）

[3] Shao,Y. H., Yang, Y. H., Zhou, W. X. How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method. Physica A: Statistical Mechanics and its Applications, 2022, 604: 127745.（SCI, Q2）

[4]Yang, Y. H., Shao, Y. H. Time-dependent lead-lag relationships between the VIX and VIX futures markets. The North American Journal of Economics and Finance, 2020, 53: 101196.（SSCI, Q2）

[5]Yang, Y. H., Shao, Y. H., Shao, H. L., Stanley, H. E. Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. Physica A: Statistical Mechanics and Its Applications, 2019, 523: 734-746.（SCI/SSCI, Q2）