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孙维鹏

发表于: 2017-11-30   点击: 

基本情况

姓名:

孙维鹏

性别:

职称:

教授

所在系别:

概率统计与数据科学系

是否博导:

最高学历:

博士研究生

最高学位:

博士

Email:

sunwp@jlu.edu.cn







详细情况

所在学科专业:

金融数学、统计学

所研究方向:

金融科技与金融大数据,趋势预测与变点检测

讲授课程:

本科生课程:

期权、期货及其他衍生品

经济行为与博弈论

金融数量分析软件入门

金融衍生品投资情景再现实验

概率论与数理统计

研究生课程:

Python基础与数据挖掘(硕)

金融衍生工具理论与实务(硕)

统计机器学习(本硕贯通)

现代统计学基础(博)

教育经历:

2004.09-2007.06 英国beat365官方网站入口数学研究所 博士
2001.09-2004.06 英国beat365官方网站入口数学研究所 硕士
1997.09-2001.06 英国365网站  学士

工作经历:

2021.12-现在 博士生指导教师,英国365网站

2016.02--至今 英国365网站 教授

2015.08--2016.02 韩国庆熙大学 访问学者

2009.09--2016.02 英国365网站 副教授

2006.09--2009.09 英国365网站 讲师

2004.06--2006.09 英国365网站 助教

科研项目:

[1] 场内期权统计套利策略设计与回测系统软件开发,深圳前海朴汇志合基金管理有限公司,2021.11-2024.12,项目负责人

[2] 哈电工业数字孪生系统预测算法技术研究,哈尔滨电机厂有限责任公司,2022.11-2023.12,项目负责人

[3] 高维整数值时间序列的建模、统计推断及应用研究,国家自然科学基金(面上基金),2019.01-2022.02,项目参加人

学术论文

[20] Sun W.P.,Miao K.L.,Yu Y.P., Lim C.W., Highly Accurate Analytical Approximate Solutions to Mixed-Parity Duffing Equation, INTERNATIONAL JOURNAL OF APPLIED MECHANICS, 2021, 13(5), 2150061.

[19] Zhou Y., Wu B.S., Lim C.W., Sun W.P., Analytical approximations to primary resonance response of harmonically forced oscillators with strongly general nonlinearity,Applied Mathematical Modelling, 2020,87, 534-545.

[18] Sun W.P., Sun Y.H., Yu Y.P., Wu B.S., A Comparison of the Improved and Classic Half-Power Band-width Methods in Estimating Damping for Multi-DOF Systems, Journal of Vibration Engineering & Technologies, 2018, 6(3),219-225.

[17] Yu Y.P.,Zhang H.Z.,Sun Y.H.,*Sun W.P.,Predicting dynamic response of large amplitude free vibrations of cantilever tapered beams on a nonlinear elastic foundation,Archive of Applied Mechanics,2016,10.1007 /s00419-016-1221-x.

[16] Sun W.P., Sun Y.H., Yu Y.P., Zheng S.P., Nonlinear vibration analysis of a type of tapered cantilever beams by using an analytical approximate method, Structural Engineering and Mechanics,2016, 59(1), 1-14.

[15] Sun W.P., Wu B.S., Lim C.W., Nonlinear oscillation of a charge in an electric field of two charged spheres, International Journal of Dynamics & Control, 2013, 1(2), 129-134.

[14] Wu B.S., Sun W.P., Li Z.G., Li Z.H., Circular whirling and stability due to unbalanced magnetic pull and eccentric force, Journal of Sound and Vibration, 2011, 330(21), 4949-4954.

[13] Ma Y.; Zhang Y. Y.; Wu, B. S.; Sun W. P.; Li, Z. G; Sun J. Q., Polyelectrolyte Multilayer Films for Building Energetic Walking Devices, Angewandte Chemie-International Edition, 2011, 50(28): 6254-6257.

[12] Wu B.S, Sun W.P., Construction of approximate analytical solutions to strongly nonlinear damped oscillators, Archive of Applied Mechanics, 2011, 81(8): 1017-1030.

[11] Sun W.P., Lim C.W., Wu B.S., Wang C., Analytical approximate solutions to oscillation of a current-carrying wire in a magnetic field , Nonlinear Analysis: Real World Applications, 2009, 10(3), 1882-1890.

[10] Lim C.W., Lai S.K., Wu B.S., Sun W.P., Yang Y., Wang C., Application of a modified Lindstedt–Poincarémethod in coupled TDOF systems with quadratic nonlinearity and a constant external excitation, Archive of Applied Mechanics, 2009, 79(5), 411-431.

[9] Sun W.P., Wu B.S., Large amplitude free vibrations of a mass grounded by linear and nonlinear springs in series, Journal of Sound and Vibration, 2008, 314, 474-480.

[8] Sun W.P., Wu B.S., Accurate analytical approximate solutions to general strong nonlinear oscillators, Nonlinear Dynamics, 2008, 51, 277-287.

[7] Sun W.P., Wu B.S., Lim C.W., A modified Lindstedt–Poincarémethod for strongly mixed-parity nonlinear oscillators, Journal of Computational and Nonlinear Dynamics, ASME, 2007,2(2), 141-145.

[6] Sun W.P., Wu B.S., Lim C.W., Approximate analytical solutions for oscillation of a mass attached to a stretched elastic wire, Journal of Sound and Vibration, 2007, 300 (3-5), 1042-1047.

[5] Wu B.S., Sun W.P., Lim C.W., Analytical approximations to the double-well Duffing oscillator in large amplitude oscillations, Journal of Sound and Vibration, 2007, 307 (3-5), 953-960.

[4] Lim C.W., Lai S.K., Wu B.S., Sun W.P., Accurate approximation to the double sine-Gordon equation, International Journal of Engineering Science, 2007, 45(2-8), 258-271.

[3] Wu B.S., Sun W.P., Lim C.W., An analytical approximate technique for a class of strongly non-linear oscillators, International Journal of Non-Linear Mechanics, 2006, 41 (6-7), 766-774.

[2] Lim C.W., Wu B.S., Sun W.P., Higher accuracy analytical approximations to the Duffing-harmonic oscillator, Journal of Sound and Vibration, 2006, 296 (4-5), 1039-1045.

[1] Wu B.S., Lim C.W., Sun W.P., Improved harmonic balance approach to periodic solutions of non-linear jerk equations, Physics Letters A, 2006, 354 (1-2), 95-100.

获奖信息:

2021年 英国beat365官方网站入口教学质量奖

数学建模指导的员工:美国老员工数学建模竞赛(二等奖、2019)、全国老员工数学建模竞赛(一等奖、2020)

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