一、个人简介:
杨晓光(1964-),男,1986年清华大学本科毕业、1993年清华大学博士毕业、1993年至1995年在中国科学院系统科学研究所做博士后。现任中国科学院数学与系统科学研究院研究员、博导,中国科学院管理决策与信息系统重点实验室副主任,中国科学院预测科学研究中心副主任,长沙理工大学经济与管理学院“湖湘学者”特聘教授,国家杰出青年基金获得者。中国系统工程学会理事长,中国运筹学会副理事长。曾获复旦管理学突出贡献奖、中国青年科技奖、全国优秀科技工作者、百千万工程国家级人才、国务院特殊贡献专家、茅以升青年科技奖等荣誉。
主讲课程:
《金融风险管理》、 《管理科学研究方法》。
教育背景:
1988-07—1993-06 清华大学计算数学专业 硕士、博士
1981-09—1986-07 清华大学应用数学专业 学士
二、工作经历:
2012.06—今中国科学院系统科学研究所 副所长
2009.12—今 中国科学院管理决策与信息系统重点实验室 主任
2005.03—今 中国科学院数学与系统科学研究院 研究员
2004.01—今 中国科学院大学(原中国科学院研究生院) 管理学院兼任教授
1995.12—2005.03 中国科学院数学与系统科学研究院 副研究员
1995.06—1995.12 中国科学院系统科学研究院 助理研究员
1993.06—1995.06 中国科学院系统科学研究所 博士后
三、研究领域:
金融风险管理,宏观经济分析,复杂网络,博弈论
四、文章观点:
代表性论文论著:
1.Ye, Yanyi, Wang, Yun, Yang, Xiaoguang. Bank loan information and information asymmetry in the stock market: evidence from China. FINANCIAL INNOVATION[J]. 2022, 8(1): http://apps.webofknowledge.com/CitedFullRecord.do?product=UA&colName=WOS&SID=5CCFccWmJJRAuMzNPjj&search_mode=CitedFullRecord&isickref=WOS:000801109700001.
2.朱莉, 刘向丽, 杨晓光. 投资者情绪影响股指期现货市场的价格动态关系吗?. 中国管理科学[J]. 2022, 30(4): 52-62, http://lib.cqvip.com/Qikan/Article/Detail?id=7107354617.
3.杨晓光, 李三希, 曹志刚, 崔志伟, 乔雪, 翁翕, 俞宁, 张博宇. 数字经济的博弈论基础. 管理科学[J]. 2022, 35(1): 50-54, http://lib.cqvip.com/Qikan/Article/Detail?id=7107420082.
4.高昊宇, 刘伟, 马超群, 杨晓光. 机构卖出和暴跌风险:优势信息的作用. 管理科学学报[J]. 2022, 25(1): 64-80, http://lib.cqvip.com/Qikan/Article/Detail?id=7107080790.
5.杜松华, 徐嘉泓, 张德鹏, 杨晓光. 游戏化如何驱动电商用户绿色消费行为——基于蚂蚁森林的网络民族志研究. 南开管理评论[J]. 2022, 25(2): 191-202, http://lib.cqvip.com/Qikan/Article/Detail?id=7107271767.
6.杨晓光, 王云. 系统性金融风险再认知. 系统管理学报[J]. 2022, [7] Huang, Chuangxia, Zhao, Xian, Su, Renli, Yang, Xiaoguang, Yang, Xin. Dynamic network topology and market performance: A case of the Chinese stock market. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS[J]. 2022, 27(2): 1962-1978, http://dx.doi.org/10.1002/ijfe.2253.
7.陆昌, 刘洋, 杨晓光. 基于反事实模拟的中国股市涨跌停板磁吸效应研究. 计量经济学报[J]. 2021, 217-232, http://lib.cqvip.com/Qikan/Article/Detail?id=00002GGJL53O7JP0MNDO8JP16JR.
8.Between an Approximately Submodular Function and a Linear Function Subject to a Matroid Constraint. COCOAnull. 2021, [10] 王云龙, 叶皓明, 李赓, 李论, 杨晓光. 新冠疫情对我国信贷风险冲击的定量测算. 系统科学与数学[J]. 2021, 41(1): 40-58, http://lib.cqvip.com/Qikan/Article/Detail?id=7104265377.
9.王云龙, 王煦然, 杨倩倩, 杨晓光. 新冠疫情下“免疫”个体工商户的特征分析:基于中银富登村镇银行的调研数据. 系统工程[J]. 2021, 39(4): 1-9, http://lib.cqvip.com/Qikan/Article/Detail?id=7105390748.
10.杨晓光. 基于反事实模拟的中国故事涨跌停板磁吸效应研究. 计量经济学报. 2021, [13] Wang, Yingli, Lu, Chang, Yang, Xiaoguang, Zhang, Qingpeng. Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS[J]. 2021, http://dx.doi.org/10.1002/ijfe.2576.
11.杜冠德, 杨晓光. 房产税、住房价格与房地产投资. 数学的实践与认识[J]. 2021, 51(9): 1-9, http://lib.cqvip.com/Qikan/Article/Detail?id=7104802726.
12.Ye, Haoming, Wang, Yan, Lu, Chang, Yang, Xiaoguang. Reverence of Life in Teenagers' Eyes. JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING[J]. 2021, 30(3): 363-379, http://dx.doi.org/10.1007/s11518-021-5501-9.
13.Jiang, Yong, Wang, GangJin, Ma, Chaoqun, Yang, Xiaoguang. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE[J]. 2021, 72: 1-15, http://dx.doi.org/10.1016/j.iref.2020.10.019.
14.周墨, 杨超, 凌爱凡, 杨晓光. 政府搬迁是房价上涨的推手吗?——来自微观住房交易数据的证据. 系统工程理论与实践[J]. 2021, 41(9): 2180-2197, http://lib.cqvip.com/Qikan/Article/Detail?id=7105867418.
15.Yang, Xin, Chen, Shan, Liu, Hong, Yang, Xiaoguang, Huang, Chuangxia. Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS[J]. 2021, http://dx.doi.org/10.1002/ijfe.2470.
[19] Wang, Yun, Yang, Xiaoguang. The information advantage from existing bank-firm relationships -evidence from new clients' screening. ASIA-PACIFIC JOURNAL OF ACCOUNTING & ECONOMICS[J]. 2021, [20] Yang, Xin, Zhao, Xian, Gong, Xu, Yang, Xiaoguang, Huang, Chuangxia. Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review. ENTROPY[J]. 2020, 22(5): https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517124/.
16.Wang, Yingli, Zhang, Qingpeng, Yang, Xiaoguang. Evolution of the Chinese guarantee network under financial crisis and stimulus program. NATURE COMMUNICATIONS[J]. 2020, 11(1): http://dx.doi.org/10.1038/s41467-020-16535-8.
17.梁权琦, 高昊宇, 杨晓光. 政府持股与债券融资成本:“刚性兑付”的经济影响. 系统科学与数学[J]. 2020, 40(5): 797-812, http://lib.cqvip.com/Qikan/Article/Detail?id=7102216103.
18.姚双, 刘彦娜, 王博, 汪岩, 杨晓光. 油气管道核准中的企地冲突及中央政府协调机理研究——基于重复博弈模型的数理分析. 国际石油经济[J]. 2020, 28(3): 20-28, http://lib.cqvip.com/Qikan/Article/Detail?id=7101783376.
19.费为银, 张繁红, 杨晓光. 通胀对高管的股权激励和工作努力策略的影响. 中国管理科学[J]. 2020, 28(11): 1-11, http://lib.cqvip.com/Qikan/Article/Detail?id=7103558761.
20.王莹莉, 王美惠, 郑知敏, 杨晓光. 发达国家科学基金组织申请代码体系评述及其启示. 中国科学基金[J]. 2020, 34(2): 237-242, http://lib.cqvip.com/Qikan/Article/Detail?id=7101723225.
21.王文欢, 王思允, 杨晓光. 中国空气污染物排放的治理:技术进步效应与政府努力效应. 中国石油大学学报(社会科学版)[J]. 2020, 36(3): 7-15, http://lib.cqvip.com/Qikan/Article/Detail?id=7102074526.
22.Jiang, Yong, Wang, GangJin, Wen, DanYan, Yang, Xiaoguang. Business conditions, uncertainty shocks and Bitcoin returns. EVOLUTIONARY AND INSTITUTIONAL ECONOMICS REVIEW[J]. 2020, [28] 王煦然, 杨晓光. 土地流转联盟链平台的架构设计. 信息技术与网络安全[J]. 2020, 39(7): 1-8, http://lib.cqvip.com/Qikan/Article/Detail?id=7102187837.
23.杨晓光. 雄关漫道真如铁,而今迈步从头越. 系统工程理论与实践[J]. 2020, 40(2): 271-272, http://lib.cqvip.com/Qikan/Article/Detail?id=7101360792.
24.龚旭, 曹杰, 文凤华, 杨晓光. 基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究. 系统工程理论与实践[J]. 2020, 40(5): 1113-1133, http://lib.cqvip.com/Qikan/Article/Detail?id=7101845288.
25.叶彦艺, 王云, 万谍, 杨晓光. 机事不密:股灾年降息降准前的知情交易. 管理科学学报[J]. 2020, 23(5): 54-75, http://lib.cqvip.com/Qikan/Article/Detail?id=7102227377.
26.Huang, Chuangxia, Yang, Xiaoguang, Cao, Jinde. Stability analysis of Nicholson's blowflies equation with two different delays. MATHEMATICS AND COMPUTERS IN SIMULATION[J]. 2020, 171: 201-206, http://dx.doi.org/10.1016/j.matcom.2019.09.023.
27.Gao, Haoyu, Wang, Junbo, Yang, Xiaoguang, Zhao, Lin. Borrower Opacity and Loan Performance: Evidence from China. JOURNAL OF FINANCIAL SERVICES RESEARCH[J]. 2020, 57(2): 181-206, https://www.webofscience.com/wos/woscc/full-record/WOS:000527617000003.
28.杨晓光. 《系统工程理论与实践》创刊40年纪念专辑主编序言. 系统工程理论与实践[J]. 2020, 40(8): 1924-1926, http://lib.cqvip.com/Qikan/Article/Detail?id=7102570211.
29.陆昌, 刘洋, 杨晓光. 投资者情绪的不对称性及其原因--来自中国市场的实证. 系统科学与数学[J]. 2020, 40(4): 612-633, http://lib.cqvip.com/Qikan/Article/Detail?id=7101995564.
30.黄创霞, 温石刚, 杨鑫, 文凤华, 杨晓光. 个体投资者情绪与股票价格行为的互动关系研究. 中国管理科学[J]. 2020, 191-200, http://lib.cqvip.com/Qikan/Article/Detail?id=7101915200.
31.朱莉, 陈占寿, 刘向丽, 杨晓光. 沪深300股指期现货市场时变信息溢出因果检验-基于时变DCC-GARCH-Hong方法和LRSM断点检验. 系统科学与数学[J]. 2020, 40(11): 1901-1917, http://lib.cqvip.com/Qikan/Article/Detail?id=7103942650.
32.Wang, Yingli, Lu, Chang, Li, Hucheng, Zhou, Ye, Yang, Xiaoguang, Fu, J, Sun, J. The Determinants of Regional Credit Networks: Evidence from Chinese Guarantee System. PROCEEDINGS OF THE 39TH CHINESE CONTROL CONFERENCEnull. 2020, 6663-6667, [39] 刘扬, 郑知敏, 杨晓光, 赵晓丽. 基于专家智慧的国家自然科学基金学科申请代码体系调整研究. 中国科学基金[J]. 2020, 34(3): 339-345, http://lib.cqvip.com/Qikan/Article/Detail?id=7102217747.
33.Huan Zhou, Shaojian Qu, Xiaoguang Yang, Qinglu Yuan. Regional Credit, Technological Innovation, and Economic Growth in China: A Spatial Panel Analysis. DISCRETE DYNAMICS IN NATURE AND SOCIETY[J]. 2020, 2020: https://doaj.org/article/fc0fed7b5921412e983cbbb794d2155a.
34.Xing Kai, Yang Xiaoguang. Predicting default rates by capturing critical transitions in the macroeconomic system. FINANCE RESEARCH LETTERS[J]. 2020, 32: http://dx.doi.org/10.1016/j.frl.2019.02.007.
35.Cong, Lin William, Gao, Haoyu, Ponticelli, Jacopo, Yang, Xiaoguang. Credit Allocation Under Economic Stimulus: Evidence from China. REVIEW OF FINANCIAL STUDIES[J]. 2019, 32(9): 3412-3460, https://www.webofscience.com/wos/woscc/full-record/WOS:000493388400004.
36.寇明婷, 杨海珍, 杨晓光. 金融危机的政府救助与国际协调. 管理评论[J]. 2019, 31(10): 10-22, http://lib.cqvip.com/Qikan/Article/Detail?id=7100271837.
37.Cao, Zhigang, Yang, Xiaoguang. Ordinally symmetric games. OPERATIONS RESEARCH LETTERS[J]. 2019, 47(2): 127-129, http://ir.amss.ac.cn/handle/2S8OKBNM/34569, http://www.irgrid.ac.cn/handle/1471x/6869762, http://ir.amss.ac.cn/handle/2S8OKBNM/34570, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000463280000010&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
38.Liu, Yang, Wang, Yingli, Yang, Xiaoguang, IEEE, Fu, M, Sun, J. Multi Time Scales Inter-Industry Risk Contagion Networks Based on EMD and Granger Causality. PROCEEDINGS OF THE 38TH CHINESE CONTROL CONFERENCE (CCC)null. 2019, 7939-7944, [46] 叶彦艺, 高昊宇, 杨晓光. 股价暴涨的风险:基于中国股市的实证. 中国管理科学[J]. 2019, 27(7): 11-22, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=ZGGK201907002&v=MTg3NjFyQ1VSN3FmYnVadEZDamhVTDdPUHlyTVpiRzRIOWpNcUk5RlpvUjhlWDFMdXhZUzdEaDFUM3FUcldNMUY=.
39.Yun Wan, Xiaoguang Yang. Investor's anticipation and future market movement: Evidence of self-fulfilling prophecy effect from the The Chinese stock market. The Journal of Finance and Data Science[J]. 2019, 5(3): 173-182, http://dx.doi.org/10.1016/j.jfds.2019.04.002.
40.万谍, 杨晓光. 价格跳跃前大中小单的行为特征和信息含量. 管理科学学报[J]. 2019, 22(10): 37-54, http://lib.cqvip.com/Qikan/Article/Detail?id=7100438811.
41.Li, Hucheng, Wang, Junbo, Yang, Xiaoguang, IEEE, Fu, M, Sun, J. Do the infrastructures influence residents' credit activities? Evidence from China in county level. PROCEEDINGS OF THE 38TH CHINESE CONTROL CONFERENCE (CCC)null. 2019, 8932-8937, [50] Yun Wan, Xiaoguang Yang. An empirical study of the self-fulfilling prophecy effect in Chinese stock market. The Journal of Finance and Data Science[J]. 2019, 5(2): 116-125, https://doaj.org/article/471e0f5321a547e4996d638ca2220425.
42.Xiaoguang Yang. Investor’s anticipation and future market movement: Evindece of self-fulfilling prophecy effect from the Chinese stock market. The Journal of Finance and Data Science. 2019, [52] Xing, Kai, Yang, Xiaoguang. How to detect crashes before they burst: Evidence from Chinese stock market. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2019, 528: 121392-, http://dx.doi.org/10.1016/j.physa.2019.121392.
43.Qu Xinglong, Cao Zhingang, Yang Xiaoguang, The Anh Han. How Group Cohesion Promotes the Emergence of Cooperation in Public Goods Game Under Conditional Dissociation. JASSS-THE JOURNAL OF ARTIFICIAL SOCIETIES AND SOCIAL SIMULATION[J]. 2019, 22(3): http://ir.amss.ac.cn/handle/2S8OKBNM/35117, http://www.irgrid.ac.cn/handle/1471x/6869791, http://ir.amss.ac.cn/handle/2S8OKBNM/35118, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000475374400005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
44.王咏剑, 杨晓光. 基于产业关联度和聚类分析的中国油气资源城市分类研究. 科技促进发展[J]. 2019, 134-142, http://lib.cqvip.com/Qikan/Article/Detail?id=75746774504849574850484855.
45.与实践[J]. 2019, 1-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=XTLL201901001&v=MTQwNDVyRzRIOWpNcm85RlpZUjhlWDFMdXhZUzdEaDFUM3FUcldNMUZyQ1VSN3FmYnVadEZDdmtWN3pPUFRuSFk=.
46.鲍勤, 杨晓光. 中美贸易摩擦对我国外贸和工业产出的影响. 科技促进发展[J]. 2019, 1212-1220, http://lib.cqvip.com/Qikan/Article/Detail?id=7101816254.
47.杨晓光. 中国股市正反馈交易涨强不对称性的定价能力. 系统工程理论与实践. 2019, [58] Xiao, Jihong, Zhu, Xuehong, Huang, Chuangxia, Yang, Xiaoguang, Wen, Fenghua, Zhong, Meirui. A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING[J]. 2019, 18(1): 287-310, http://ir.amss.ac.cn/handle/2S8OKBNM/32453.
48.Cao, Zhigang, Qin, Chengzhong, Yang, Xiaoguang, Zhang, Boyu. Dynamic matching pennies on networks. INTERNATIONAL JOURNAL OF GAME THEORY[J]. 2019, 48(3): 887-920, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000482911700008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
49.Yun Wan, Xiaoguang Yang. WITHDRAWN:Investor's anticipation and future market movement: Evidence of self-fulfilling prophecy effect from the The Chinese stock market. The Journal of Finance and Data Science. 2019, 5(3): 173-182, http://dx.doi.org/10.1016/j.jfds.2019.04.002.
50.Du, Helen S, Zhan, Baoqiang, Xu, Jiahong, Yang, Xiaoguang. The influencing mechanism of multi-factors on green investments: A hybrid analysis. JOURNAL OF CLEANER PRODUCTION[J]. 2019, 239: http://ir.amss.ac.cn/handle/2S8OKBNM/35740, http://www.irgrid.ac.cn/handle/1471x/6869829, http://ir.amss.ac.cn/handle/2S8OKBNM/35741, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000487237100122&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
51.杨晓光, 程建华. 经济预测的认知与定量方法. 系统科学与数学[J]. 2019, 39(10): 1553-1582, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=STYS201910005&v=MTYyMzkxRnJDVVI3cWZidVp0RkNqZ1Y3ek5Oam5TZmJHNEg5ak5yNDlGWVlSOGVYMUx1eFlTN0RoMVQzcVRyV00=.
52.陈暮紫, 李楠, 杨晓光. 中国非金融部门信贷杠杆演变、特征和风险评估. 科技促进发展[J]. 2019, 1255-1268, http://lib.cqvip.com/Qikan/Article/Detail?id=7101816261.
53.杨晓光. 生产管理理论的跃升读管理从系统性到复杂性. 管理科学学报[J]. 2019, 22(3): 15-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=JCYJ201903003&v=MjM1MDU3cWZidVp0RkNqaFZiN05MeTdTWkxHNEg5ak1ySTlGWjRSOGVYMUx1eFlTN0RoMVQzcVRyV00xRnJDVVI=.
54.陈暮紫, 高昊宇, 杨晓光. 当前我国信贷风险的多维度分析. 科技促进发展[J]. 2018, 1052-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=KJCJ201811009&v=MTg4OTZVNy9QTGlmSVpMRzRIOW5Ocm85RmJZUjhlWDFMdXhZUzdEaDFUM3FUcldNMUZyQ1VSN3FmYnVadEZDamc=.
55.Cao Zhigang, Jiao Fengliang, Qu Xinglong, Wang WenXu, Yang Mingmin, Yang Xiaoguang, Zhang Boyu. Rebels Lead to the Doctrine of the Mean: A Heterogeneous DeGroot Model. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY[J]. 2018, 31(6): 1498-1509, http://ir.amss.ac.cn/handle/2S8OKBNM/31862.
56.Cao Zhigang, Jiao Fengliang, Qu Xinglong, Wang WenXu, Yang Mingmin, Yang Xiaoguang, Zhang Boyu. Rebels Lead to the Doctrine of the Mean: A Heterogeneous DeGroot Model. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY[J]. 2018, 31(6): 1498-1509, http://ir.amss.ac.cn/handle/2S8OKBNM/31862.
57.杨兴雨, 刘悦, 杨晓光, 张卫国, 张永. 带交易费用的集成专家意见在线投资组合策略. 系统工程理论与实践[J]. 2018, 38(8): 1946-1959, http://lib.cqvip.com/Qikan/Article/Detail?id=675941621.
[69] 郑阳恒, 陆昌, 杨晓光. 教育服务的期望与感知:新疆中小学调查数据的实证分析. 数学的实践与认识[J]. 2018, 48(20): 77-93, http://lib.cqvip.com/Qikan/Article/Detail?id=676555734.
58.Sumuya, Borjigin, Yang, Yating, Yang, Xiaoguang, Sun, Leilei. Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2018, 493: 107-115, http://dx.doi.org/10.1016/j.physa.2017.10.033.
59.邵燕敏, 杨晓光. 贸易战背景下我国对外直接投资的态势分析. 科技促进发展[J]. 2018, 1072-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=KJCJ201811011&v=MDM5MTVFWllSOGVYMUx1eFlTN0RoMVQzcVRyV00xRnJDVVI3cWZidVp0RkNqZ1U3ekJMaWZJWkxHNEg5bk5ybzk=.
60.杜冠德, 杨晓光. 基于一般均衡的不同税制对住房价格冰影响的比较分析. 系统科学与数学[J]. 2018, 38(8): 891-904, http://lib.cqvip.com/Qikan/Article/Detail?id=676576694.
[73] Wang, Wenhuan, Tang, Xu, Yang, Xiaoguang, Zhang, Baosheng, Zhang, Yiqiong, Hook, Mikael. Energy savings in China's energy sectors and contributions to air pollution reduction in the 12th Five Year Plan. JOURNAL OF CLEANER PRODUCTION[J]. 2018, 200: 305-317, http://dx.doi.org/10.1016/j.jclepro.2018.07.207.
61.Zhang, Boyu, Cao, Zhigang, Qin, ChengZhong, Yang, Xiaoguang. Fashion and Homophily. OPERATIONS RESEARCH[J]. 2018, 66(6): 1486-1497, http://ir.amss.ac.cn/handle/2S8OKBNM/32103.
62.杜冠德, 杨晓光. 基于一般均衡的不同税制对住房价格影响的比较分析. 系统科学与数学[J]. 2018, 38(8): 891-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2018&filename=STYS201808005&v=MDUyMzdZUjhlWDFMdXhZUzdEaDFUM3FUcldNMUZyQ1VSN3FmYnVadEZDamhVci9NTmpuU2ZiRzRIOW5NcDQ5Rlk=.
63.Wan, Yun, Yang, Xiaoguang, Bui, TX. Investor's Anticipation and Future Market Movement: Evidence of Self-Fulfilling Prophecy Effect from Chinese Stock Market. PROCEEDINGS OF THE 51ST ANNUAL HAWAII INTERNATIONAL CONFERENCE ON SYSTEM SCIENCES (HICSS)null. 2018, 3421-3426, http://apps.webofknowledge.com/CitedFullRecord.do?product=UA&colName=WOS&SID=5CCFccWmJJRAuMzNPjj&search_mode=CitedFullRecord&isickref=WOS:000625208503062.
64.苏木亚, 杨晓光, 郭崇慧. 基于多尺度谱映射的基金投资风格显著特征识别方法. 管理评论[J]. 2018, 30(3): 3-14, http://lib.cqvip.com/Qikan/Article/Detail?id=674849823.
65.Cao, Zhigang, Chen, Xujin, Qin, ChengZhong, Wang, Changjun, Yang, Xiaoguang. Embedding games with strategic complements into games with strategic substitutes. JOURNAL OF MATHEMATICAL ECONOMICS[J]. 2018, 78: 45-51, http://ir.amss.ac.cn/handle/2S8OKBNM/31682.
66.Cao, Zhigang, Qin, Chengzhong, Yang, Xiaoguang. Shapley's conjecture on the cores of abstract market games. GAMES AND ECONOMIC BEHAVIOR[J]. 2018, 108: 466-477, http://dx.doi.org/10.1016/j.geb.2017.08.006.
67.Cao, Zhigang, Yang, Xiaoguang. Symmetric games revisited. MATHEMATICAL SOCIAL SCIENCES[J]. 2018, 95: 9-18, http://dx.doi.org/10.1016/j.mathsocsci.2018.06.003.
68.寇明婷, 杨海珍, 杨晓光. 中国股票市场的塔西陀陷阱效应研究. 系统工程学报[J]. 2018, 33(6): 801-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFDLAST2019&filename=XTGC201806009&v=MTg4MjFyQ1VSN3FmYnVadEZDam5XNy9QUFRuTWJiRzRIOW5NcVk5RmJZUjhlWDFMdXhZUzdEaDFUM3FUcldNMUY=.
69.Yong Jiang, ChaoQun Ma, XiaoGuang Yang, YiShuai Ren. Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model. SUSTAINABILITY[J]. 2018, 10(12): http://ir.amss.ac.cn/handle/2S8OKBNM/32248
代表性省级科研奖励:
1.新世界百万人才工程国家级人选,国家级,2009
2.第九届中国青年科技奖,国家级,2006
3.国家杰出青年基金,国家级,2004
代表性项目或课题:
1.高纬度、非线性、非平稳及时变金融数据建模和应用,参与,国家级,2015-01--2019-01
2.我国金融安全的综合管理,主持,国家级,2010-01--2013-12
3.社会集群行为有序管理机制设计,主持,国家级,2010-01--2014-01