个人简介

主要研究方向为复杂金融网络、金融物理学

教育背景

管理学博士，华东理工大学，2014-2019

联合培养博士，美国波士顿大学，2017-2019

理学学士，华东理工大学，2010-2014

工作经历

讲师，上海大学太阳集团y8722ycc(中国)能源有限公司，2022年5月-至今

博士后，华东师范大学，2019年9月-2022年4月

学术/社会兼职

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等期刊审稿人

教学教研

主讲课程：金融编程与计算

代表性论文

[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）