
姓名:王帅
专业技术职务:讲师
任导师情况:否
电子邮箱:vvs09061513@163.com
研究方向:金融风险管理;能源经济;机器学习
一、代表性学术论文(*表示通讯作者)
1.Shuai Wang, et al. Learning about tail risk: machine learning and combination with regularization in market risk management.Omega-International Journal of Management Science, 2024:103249.(SSCI,ABS3*,IF=7.2,校A1类)
2.王帅,王建州.基于复杂多维场景生成的M-CVaR-高阶矩投资组合研究.统计研究, 2024,41(12):136-150(CSSCI,校A1类)
3. Jianzhou Wang,Shuai Wang*, Bo Zeng, et al. A novel ensemble probabilistic forecasting system for uncertainty in wind speed.Applied Energy, 2022,313:118796.(SCI,中科院一区TOP,ESI高被引论文,IF=11.0,校A1类)
4. Dongxue Zhang,Shuai Wang*, et al. A novel combined model for probabilistic load forecasting based on deep learning and improved optimizer.Energy, 2023,264:126172.(SCI,中科院一区TOP,IF=9.4,校A2类)
5. Jianzhou Wang,Shuai Wang*, et al. Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis.Financial Innovation, 2024,10(1):36.(SSCI,中科院一区TOP,FMS-B,IF=7.2,校B类)
6. Jianzhou Wang,Shuai Wang*, et al. Wind speed deterministic forecasting and probabilistic interval forecasting approach based on deep learning, modified tunicate swarm algorithm, and quantile regression.Renewable Energy, 2021,179:1246-1261.(SCI,中科院一区TOP,IF=9.1,校A2类)
7.Shuai Wang, et al.A novel combined model for wind speed prediction–Combination of linear model, shallow neural networks, and deep learning approaches.Energy,2021,234:121275.(SCI,中科院一区TOP,IF=9.4,校A2类)
二、科研项目(限5项)
1.大数据时代雾霾污染经济损失评估及防治对策研究,国家社会科学基金重大项目,2018/01—2022/12,参与.
2.基于卫星图像和多模态深度学习的光伏功率时空概率预测研究,国家自然科学基金面上项目,2024/08—,参与.