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）
