个人简介
主要研究方向为复杂金融网络、金融物理学
教育背景
管理学博士,华东理工大学,2014-2019
联合培养博士,美国波士顿大学,2017-2019
理学学士,华东理工大学,2010-2014
工作经历
讲师,上海大学悉尼工商学院,2022年5月-至今
博士后,华东师范大学,2019年9月-2022年4月
学术/社会兼职
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等期刊审稿人
教学教研
主讲课程:金融编程与计算
代表性论文
[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)