教育背景:
2004-2008 曼彻斯特大学 博士
2002-2003 谢菲尔德大学 硕士
1997-2001 西安电子科技大学 学士
工作经历:
2017 - 浙江工商大学国际商学院 副院长
2014 - 浙江工商大学金融学院 教授 院长助理
2009 - 2014 浙江工商大学金融学院 副教授
2008 - 2009 浙江工商大学金融学院 讲师
所授课程:
投资组合管理、 投资学、Python在金融中的应用、资产定价
研究领域:
金融时间序列分析、量化交易、神经网络技术在资本市场的应用
主要研究成果:
1. Ni H., Wang YQ, Xu BY, Self-Organizing Gaussian Mixture Map Based on Adaptive Recursive Bayesian Estimation,Intelligent Automation & Soft Computing,2019. SCI Accepted
2. Fu P. , Zhu A. , Ni H. , Zhao X., Li X. , Threshold behaviors of social dynamics and financial outcomes of ponzi scheme diffusion in complex networks,Physica A: Statistical Mechanics and its Applications, 2018,490:632-642. SSCI
3. Ni H., Luan T., Cao Y., Finlay D.,Can venture capital trigger innovation? New evidence from China, International Journal of Technology Management, 2014,65:189-214. SSCI
4.Ni H.,Stock index tracking by Pareto efficient genetic algorithm,Applied Soft Computing,2013,13:4519-4535. SCI
5. Wang Y., Ni H., Wang S.,Multiple-v support vector regression based on spectral risk measure minimization,Neurocomputing,2013,101:217-228. SCI
6. 倪禾,基于启发式遗传算法的指数追踪组合构建策略,系统工程理论与实践,2013, 10:2645-2653.一级期刊
7. Wang Y., Ni H., Multivariate convex support vector regression with semidefinite programming, Knowledge Based System,2012,30:87-94.SCI
8. Wang Y., Ni H., Wang S. ,Nonparametric bivariate copula estimation based on shape-restricted support vector regression,Knowledge Based System,2012,35:235-244. SCI
9. 倪禾,一种自组织混和模型在汇率波动性预测中的应用,控制理论与应用,2010,27:444-450. 一级期刊
10. Ni H., Yin H., A Self-Organising Mixture Autoregressive Network for FX Time Series Modelling and Prediction, Neurocomputing,2009,72, 3529-3537. SCI
11. Ni H., Yin H., Exchange rate prediction using a hybrid neural networks and trading indicators, Neurocomputing, 2009,72:2815-2823.SCI
12. Ni H., Yin H., Self-organising mixture autoregressive model for non-stationary time series modelling, International Journal of Neural Systems, 2008,18:1-12. SCI
13. Ni H., Yin H.,Recurrent Self-Organising Maps and Local Support Vector Machine Models for Exchange Rate Prediction,Advances in Neural Networks - ISNN 2006, Lecture Notes in Computer Science, 2006,3973:504-511. SCI
科研项目:
1. 国家自然基金(青年) 基于自组织聚类半参数系统的金融时间序列预测模型研究 主持
2. 教育部博士点基金 基于自组织神经网络聚类分析的商业银行信贷风险建模 主持