Department of Information Management and Management Science Associate Professor
电子邮箱：tjxmd@sina.com
研究方向：Modeling and forecasting of financial volatility; Analysis of financial volatility; Financial risk management; Modeling of social economic system; Business data analysis; Symbolic time series analysis; Wavelets analysis; Information management.
| Time | Education/Working Experience | Degree/position |
| 2000-2004 | Tianjin University Management science and engineering | Ph.D |
| 1995-1998 | Tianjin University Management science and engineering | Master |
| Mar.1998-Now | College of Management and Economics, Tianjin University | Associate Professor |
| Jul. 1993-Aug. 1995 | Import & Export Corporation of Liaohe Petroleum Exploration Bureau | Assistant Engineer |
| Jul. 1990-Jul. 1993 | Shenyang Cable Works | Assistant Engineer |
[1] Li Zongyao, Xu Mei, Li Ling. Course on information technologies and applications. Tianjin University Press, 2005
[1] Xu Mei, Huang Chao. Analysis and forecasting of financial returns based on symbolic time series method . Chinese Journal of Management Science , 2011, 19(5): 1-9.
[2] Xu Mei, Shen Laifeng. Analysis of financial abnormal volatility and market efficiency based on symbolic time series method. Application of Statistics and Management. (Accepted)
[3] Xu Mei, Zhang Shiying. Study on estimation method of time varying long memory SV model based on wavelet transformation. Journal of Systems Engineering, 2006, 21(1): 12-17.
[4] Xu Mei, Zhang Shiying. Study on the wavelet transformation based estimation method of LMSV model, Chinese Journal of Management Science, 2006, 14(1): 7-14.
[5] Xu Mei, Zhang Shiying. Study on the structure change of LMSV model based on wavelet transformation. Journal of Systems Engineering, 2005, 20(3): 232-238.
[6] Xu Mei, Zhang Shiying. Analysis of financial volatility based on wavelet analysis. System Engineering-Theory & Practice, 2005, 25(2): 1-9.
[7] Xu Mei, Zhang Shiying. Estimation and test of long memory of volatility in LMSV model based on wavelet transformation. Journal of Systems Engineering, 2004, 19(6): 553-558.
[8] Xu Mei. Huang Chao. Symbolic analysis of Shanghai Stock Market returns. International Conference on Management and Service Science, MASS 2011. August 12-August 14, 2011, Wuhan,China. (EI Indexed：20113814349677)
[9] Xu Mei, Wu Meimei. Traffic flow mixed model based on wavelet multi-resolution analysis. Proceedings of the International Conference on E-Business and E-Government, ICEE 2010. May 7, 2010-May 9, 2010, Guangzhou, China. (EI Indexed：20104913459650)
[1] Mei Xu, Chao Huang. Financial time series difference analysis based on symbolic time series method. 2011 International Conference on E-Business and E-Government, ICEE2011. May 6-May 8 2011, Shanghai, China. (EI Indexed：20112914160330)
[1] Research on financial volatility based on symbolic time series analysis (NO.：70971097), Sponsored by National Natural Science Foundation of China, 2010-2012, as project principal.
[2] Research on long run equilibrium in multivariate moments series and avoiding tactics of dynamic financial risk (NO.：70471050), Sponsored by National Natural Science Foundation of China, as main participant.
[3] Persistence in volatility of multivariate time series and its applications in financial system (NO.：70171001), Sponsored by National Natural Science Foundation of China, as main participant.
