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  • 张曙光
  • 教授
  • +86-551-63607294
  • sgzhang@ustc.edu.cn
  • 统计与金融系
  • 概率与统计
English
  • Optimal investment problem under behavioral setting: A Lagrange duality perspective , Journal of Economic Dynamics and Control , 2023 , 156(104751)1-31
  • Nonconcave penalized M-estimation for the least absolute relative errors model , Communications in Statistics- Theory and Methods , 2023 , 52(4)1118-1135
  • Large deviations for sums of claims in a general renewal risk model with the regression dependent structure , Statistics and Probability Letters , 2020 , 165108857
  • A moderate deviation principle for stochastic Volterra equation , Statistics and Probability Letters , 2017 , 12279-85
  • Optima Portfolio and Consumption models under Loss Aversion in Infinite Time Horizon , Probability in the Engineering and Informational Sciences , 2016 , 30(4)553-575
  • Precise large deviations of aggregate claims in a risk model with regression-type size-dependence , Statistics and Probability Letters , 2013 , 83(10)2248-2255
  • An adaptive time series segmentation algorithm based on visibility graph and particle swarm optimization , Physica A: Statistical Mechanics and its Applications , 2024 , 636(129563)1-13
  • Penalized relative error estimation of functional multiplicative regression models with locally sparse properties , Journal of the Korean Statistical Society , 2022 , 51(3)666-691
  • A solvable singular control problem driven by a jump diffusion process with applications , Stochastic Models (Communications in Statistics. Stochastic Models) , 2016 , 32(1)136-159
  • Generative AI usage among investor types: The role of personality and perceptions , Finance Research Letters , 2025 , 82107604
  • Risk spillovers among energy, metals, and agriculture commodity markets: A network perspective , Finance Research Letters , 2025 , 83(107502)
  • Drivers of investment intentions across diverse cryptocurrency categories , Finance Research Letters , 2025 , 77(107024)
  • Decentralized Microenvironment-Based Particle Swarm Optimization Algorithm for Insect-Intelligent Building Platform , Buildings , 2025 , 15(11)
  • How do personality traits affect investors’ decision on crypto market including cryptocurrencies and NFTs? , Review of Behavioral Finance , 2024 , 16(4)600-619
  • Portfolio Optimization: A Return-on-Equity Network Analysis , IEEE Transactions on Computational Social Systems , 2024 , 11(2)1644-1653
  • Greening the economy: Techniques and regulations to promote natural resource efficiency , Resources Policy , 2024 , 90(104686)1-7
  • Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries , Finance Research Letters , 2024 , 62(105267)1-10
  • Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies , The North American Journal of Economics and Finance , 2024 , 74
  • Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective full text sci , Finance Research Letters , 2024 , 70
  • Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method , The North American Journal of Economics and Finance , 2023 , 67(101939)1-23
  • Key Points-in-Time Identification of Gold Futures Market: A Complex Network Approach , Fluctuation and Noise Letters , 2023 , 22(1)1-16
  • Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality , Journal of Computational and Applied Mathematics , 2022 , 4141-9
  • Portfolio optimization by price-to-earnings ratio network analysis , International Journal of Modern Physics B , 2022 , 36(19)1-17
  • Recovery analysis for block lp - l1 minimization with prior support information , International Journal of Wavelets Multiresolution and Information Processing , 2022 , 20(4)2150057
  • Null Space Property of l_1-2 Minimization With Prior Support Information , IEEE Signal Processing Letters , 2021 , 281779-1783
  • Robust signal recovery for l_1–2 minimization via prior support information , Inverse Problems , 2021 , 37(11)1-15
  • Recovery analysis for L_2/L_1?2 minimization via prior support information , Digital Signal Processing , 2021 , (121)1-10
  • A Network View of Portfolio Optimization using Fundamental Information , Frontiers in Physics , 2021 , 91-9
  • The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries , The North American Journal of Economics and Finance , 2021 , 561-22
  • Modeling the joint distribution of firm size and firm age based on grouped data , PLoS ONE , 2020 , 15(7)1-19
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