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Profile

Name: YANG Haijun
Tel No.:  
Email:  navy@buaa.edu.cn
Title: Professor
personal homepage

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Education

PhD,Management Science and Engineering,February2004

Tianjin University, Tianjin, P.R.China.

Dissertation:Research on Schemata Theorem and Emergence of Evolutionary Computation and Applications.

Advisor:Minqiang Li,Professor.

MS,ManagementScience,2000

NanKaiUniversity,Tianjin, P.R.China.

Thesis:Bayes Dynamic Prediction and its Applications.

Advisor:Kunwang Li,Professor.

BS,Computing Mathematics and Software, 1992

NanKaiUniversity,Tianjin, P.R.China.

PROFESSIONAL EXPERIENCE

Prof. July, 2016-to now, SchoolofEconomicsandManagement, Beihang University.

Associate Prof. July, 2008- July, 2016, SchoolofEconomicsandManagement,Beihang University. 

Assistant Prof. Mar, 2006-June. 2008, SchoolofEconomicsandManagement, Beihang University.

Postdoctoral Researcher, Feb, 2004-Feb. 2006atInstitute of Computing Technology, Chinese Academy of Sciences.

Advisor:Zhiwei Xu,Professor.

System Administrator, 1997-1999 at Tianjin TEDA Center of Social Security Funds Management.

Software Engineer, Fall, 1992-1997 at The DAFU Int. Co. Ltd.

PUBLICATIONS

l杨海军李建武李敏强,进化算法的模式、涌现与困难性研究,科学出版社,2012年。

lHaijun Yang, Harry jiannan Wang, Guiping Sun and Li Wang,A comparison of U.S and Chinese financial marketmicrostructure: heterogeneous agent-based multi-assetartificial stockmarkets approach, Journal of Evolutionary Economics, 2015,DOI 10.1007/s00191-015-0424-6.

lHaijun Yang, Minqiang Li, Qinghua Zheng,Yuzhong Sun, How to Avoid Herd Behavior: A Stochastic Multi-Choice Scheduling Algorithm and Parameters Analysis in Grid Scheduling. International Journal of Information Technology & Decision Making, 2015, 14(2): 287-315.

lHaijun Yang, Lin Li, Deshen Wang, 2015,Research on the Stability of Open Financial System, Entropy, 2015, 17(4): 1734-1754

l赵尚梅,孙桂平,杨海军(通讯作者),股票期权对股票市场的波动性分析—基于agent的计算实验金融仿真角度,管理工程学报, 2015, 29(1): 207-215.

l赵尚梅,孙桂平,杨海军(通讯作者),基于信息传导的期权对股票市场稳定性影响研究,管理科学学报, 2015, 29(6): 84-94.

lHaijun Yang, Minqiang Li, Qinghua Zheng, PERFORMANCE ANALYSIS OF GRID ARCHITECTURE VIA QUEUEING THEORY. International Journal of Foundations of Computer Science, 2014, 25(06): 697-722.

lHaijun Yang, Shu Qi, Minqiang Li, The Performance of Cohort Genetic Algorithms on Royal Road Function and Multi-Modal Functions. Journal of Computational and Theoretical Nanoscience, 2014, 11(8): 1817-1825.

lHaijun Yang, Guping Sun, Study on Stability of an Artificial Stock Option Market based on Bidirectional Conduction. Entropy, 2013, 15(2): 700-720.

lShangmei Zhao, Guiping Sun, Haijun Yang, The Effect on Volatility of Stock Market After Launching Stock Index Options based on Information Structure of Stock Index Options, Advances in information Sciences and Service Sciences, 2013,15(4), 850-859.

lGuiping Sun, Shangmei Zhao, Haijun Yang, Study on Stabilization of an Artificial Stock Option Market, The 11th International Conference on Industrial Management, Tokyo, August 29- 31, 2012.

lHaijun Yang, Shu Qi, Zhou Zhang and David Koslowsky, Asymmetry and Confidence Effects in the Information Diffusion Process of Financial Markets, 2015 AEA conference.

lHaijun Yang, Minqiang Li, Form Invariance of Schema and Exact Schema Theorem. Science in China (series F), 2003, Vol.46(6): P:475-484.

lHaijun Yang, Zhiwei Xu, Yuzhong Sun and Qinghua Zheng“Performance Analysis and Prediction on VEGA Grid”. LNCS(ISPA05), P608-619, 2005.

lQinghua Zheng, Haijun Yang and Yuzhong Sun, How to Avoid Herd: A Novel Stochastic Algorithm in Grid Scheduling,15th IEEE international Symposium on High Performance Distributed Computing(HPDC-2006.), Paris, France,2006. P267-278.

lHaijun Yang, Minqiang Li and Jisong Kou, Exact Schema Theorem Based On the Space of Schema, SMC, 2003 Oct. Hyatt Regency, Washington, D,C.,P:349-354.

lHaijun Yang , Zhiwei Xu, Yuzhong Sun , Zheng Shen , and Changshu Liu“Modeling and Performance Analysis of the VEGA Grid System”e-Science and grid computing, P296-303, 2005.

lQinghua zheng, Haijun Yang and Yuzhong Sun,Self-Organizing Communication- aware Resource Management for Scheduling in Grid Environment,HPC-Asia2005, 2005,P346-353.

lHaijun Yang,Minqiang Li and Qinghua Zheng,Performability Analysis of Grid Architecture Via Queueing Networks, ISPA2007, Canada, P577-588.

lHaijun Yang, Yang Lei, Valuing American Options by Weighted Least-squares Quasi-Monte Carlo, Engineering, Services and Knowledge Management2008.

lHaijun Yang, Tai Lei, Predicting Corporate Financial Distress Based on Fuzzy Support Vector Machine, Engineering, Services and Knowledge Management2008.

l杨海军、太雷,基于模糊支持向量机的上市公司财务困境预测,管理科学学报,2009,12(3),102-110. 

lHaijun Yang, Xiaodi Zhu, A Real Stock Market Simulation Based on Modified ASM, 1st WRI Global Congress on Intelligent Systems (GCIS 2009), 2009, pp 8-12.

lHaijun Yang, Cui Wang, A Memory Reduction Monte Carlo Simulation for Pricing Multi- assets American Options, CSIE 2009, 2009 WRI World Congress on Computer Science and Information Engineering, March 31 - April 2, 2009, Los Angeles, California, USA,, pp 312-316.

lHaijun Yang, Mengmeng Lou, A Study on RMB as an International currency, 2010 International Conference on Management and Service Science, 2010.

lHaijun Yang, Xin Li, Agent-Based Simulation on Real Stock Market, 2010 International Conference on Management and Service Science, 2010.

lHaijun Yang, Sa An, Variance Reduction Techniques For Basket Option, 2010 International Conference on Management and Service Science, 2010.

AWARDS and HONORS

1.Scienceand Technology Progress Awards of Ministry of Education in China(2007, First Class)

2. Excellent Doctorate Dissertation, Tianjin University, 2006

RESEARCH SUPPORTS

National Science Foundation of China (Grant No. 70771002, No.71171010)

National “863”Program(Grant No. 2002AA104310)

The Theory Foundation of ICT(Grant No. 20056130)

COURSES TAUGHT

1. Foundation of Financial Economics

2. Financial Engineering

3. Advanced Financial Engineering

RESEARCH INTERESTS

lAgent-Based Computational finance

lMicrostructure of financial market.

lEvolutionary algorithms in theory.