Faculty Research

XU Mei

发布时间:2021-06-10

Biography

【Education and Career】

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
Publications

【Published Monographs】

[1] Li Zongyao, Xu Mei, Li Ling. Course on information technologies and applications. Tianjin University Press, 2005

【Journal Paper】

[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)

【Conference Paper】

[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)

Projects

【Research Projects】

[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.

Academic & social Service