WeiWANG
BriefEducation and Work Background
ZhejiangGongshangUniversity,Doctor ofStatistics,Sep 2014-Jan 2022.
University of Alabama, Visiting Scholar of Financial Mathematics,Agu 2011-Feb 2012.
ZhejiangUniversityofScienceandTechnology, AppliedStatistics(Master Tutor),Nov 2016-Present.
Email: fannaoy@163.com
Main Research Interests
1.Financialmathematics andriskmanagement.
2.Economic andfinancialstatistics.
Main Research Projects
1.Horizontal Foundation for Technological Development of Hangzhou Science and Technology Department(NO. 2023330001001445),Apr 2023-Present.
2.Horizontal Foundation for Technological Development of Hangzhou Science and Technology Department(NO. 2022330001000004),Nov 2021-May 2022.
3. Research Foundation of the National Bureau of Statistics (NO. 2016LY86),Jan 2017-Dec 2018.
4.Research Foundation of Zhejiang Provincial Department of Education (NO. Y201635430),Dec 2016-Oct 2018.
5.Public Welfare Foundation of Zhejiang Province (No. 2015C3308),Sept 2015-Dec 2016.
Main Published Papers
Published 24 papers (4 SCI) as the first authororcorresponding author.
[1] Wei Wang, Guanghui Cai, Xiangxing Tao. Pricing geometric Asian power options in the sub-fractional Brownian motion environment. Chaos, Solitons and Fractals, 2021, 145: 1–6. (JCR Q1, TOP, IF=9.922)
[2] Wei Wang, Guanghui Cai, Junjuan Hu. A general threshold GARCH process with volatility asymmetry, Journal of Intelligent & Fuzzy Systems, 2020, 38 (6): 7795-7801. (JCR Q1, IF=1.851)
[3] Anwar Shahid, Wei Wang, Muhammad Mubashir Bhatti, et.al. Mixed convection Casson polymeric flow from a nonlinear stretching surface with radiative flux and non-Fourier thermal relaxation effects Computation with CSNIS.ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte Mathematik und Mechanik, 2023, (4):1-15. (JCR Q2, IF=2.3)
[4] Anwar Shahid, Wei Wang, Tehseen Abbas, et.al. A computational investigation of diffusivities and heat transfer in the flow of viscoelastic fluid through Darcy Brinkman Forchheimer medium. Numerical Heat Transfer, Part B: Fundamentals, 2023, (12): 1-18. (JCR Q2, IF=1)
[5] Wei Wang, Wenli Huang, Shenghong Li. Option Pricing under Default Risk based on Ho-Lee Stochastic Interest Rate Model. Applied Mathematics A Journal of Chinese Universities, 2013, 28(4): 406-416. (JCR Q3, IF=1)
[6] Wei Wang, Junjuan Hu.European call option pricing with default risk based onfractional stochastic interest rate model.Journal of Zhejiang University of Science and Technology. 2018, 30(5): 358-363.
[7] Wei Wang.The contrast of Ito and Strtonovich integrals.Journal of Zhejiang University of Science and Technology. 2012, 24(4): 273-277.
[8]Ahmad Hafizu Sale,WeiW.A study of software defect prediction using artificial intelligent and business risk management approach. International Journal for Research in Applied Science & Engineering Technology, 2023, 11(4): 870-878.
[9]Elias Phiri, Wei Wang. Time Series Analysis and structural break detection: A case of Zambia’s CPI. International Journal of Economic Policy, 2022,2(1): 33-43.
[10] Assylkhan Tumanov, Wei Wang. Currency Risk: Possibility of Its Evaluation and Hedging in Modern Conditions. American Scientific Research Journal for Engineering, Technology, and Sciences, 2021, 79(1): 113-131.
[11] Ulugbek Latipov, Wei Wang. Analysis of Stock Market Prediction. International Journal of Science and Research, 2021, 10(6): 763-766.
[12] Giwa Adamu Shehu, Wei Wang. Risk Management Practices in Construction Industry in Nigeria. Vidyabharati International Interdisciplinary Research Journal, 2020, 11(2): 47-57.
[13] Golibbek Rakhmonkulov, Wei Wang. Financial Performance Forecasting of the Activity of Small Business through Applied Statistics. International Journal of Research Publications, 2020, 60(1): 1-7.
[14] Shakhzod Tokhirov, Wei Wang. Investment Opportunities in Uzbekistan. International Journal for Innovation Education and Research, 2019, 7(12): 101-114.
[15] Shokhrukhjon Yuldashov, Wei Wang. The impact of corporate governance on the performance of banking sector. International Journal of Science and Research, 2019, 8(8): 1950-1954.
[16] Khakkul Khumoyun, Wei Wang, Ravshan Islomov. The impact of economic crisis on the international investment position and foreign direct investments of European Union. International Journal of Science and Research, 2019, 8(8): 310-317.
[17]Junjuan Hu,Wei Wang.Testing for unit root in nonlinear ESTAR model with GARCH errors.Journal of Zhejiang University of Science and Technology. 2018, 30(1): 8-15.