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Name: YANG Jiping
Tel No.:82339895  
Email: yangjp@buaa.edu.cn
Title: Associate Professor
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School of Economicsand Management


Beijing , 100191;China

Tel: 0086-10-82339895(office)

Email: yangjp@buaa.edu.cn


PhD in Management Science (2001):BeihangUniversity;

BSc; MSc in Probability and Statistics (1992),NankaiUniversity;

Working Experience

Associate Professor (2002- ):Schoolof Economicsand Management, Beihang Universtity

Visiting Scholar (Mar., 1999 - Mar., 2000):CassBusinessSchool,CityUniversity,London;

Visiting Scholar (Sept. 2008 - June 2009),BelkCollegeof Business,UniversityofNorth CarolinaatCharlotte, US;

Visiting Associate Researcher (July 2009 - Sept. 2009),MerageSchoolof Business,UniversityofCalifornia,Irvine, US


Undergraduate courses:

Applied Statistics, Financial Econometrics, Introduction to Economics and Management;

Postgraduate courses:

Financial Econometrics; Applied Multivariate Statistics, Data Analysis for Economics and Management; Data, Models and Decisions; Risk Management and Insurance; Microeconomics

Research Interests

Investment, Risk Management, Modelling of Financial Time Series, Performance Evaluation of Project, etc.

Main Publications:

[1] Yang Jiping, Qiu Wanhua, The Study of Effects of the Accuracy of Sample Information in Bayesian Decision Analysis, Theory and Practice of Systems Engineering, 2000,20(7), 41-44.

[2] Yang Jiping, Qiu Wanhua, The Role of Posterior Information in Bayesian Analysis, Proceedings of Asia Pacific Decision Sciences Institute Conference, 1999.6,86-90.

[3] Yang Jiping, Qiu Wanhua, The Study of Sample Information in Bayesian Analysis and Its Application, Journal of Systems Science and Systems Engineering, 2000, Vol. 9, No. 4.

[4] Yang Jiping, Qiu Wanhua, Developments and Prospects of Decision Sciences, Journal ofBeijingUniversityof Aeronautics and Astronautics (Social Science Edition), 2000, 13(4), 61-64.

[5] Yang Ji-ping, Qiu Wan-hua, The Relationship between Accuracy of Sample Information and EVSI, Chinese Journal of Management Science,2001,Vol. 9, 135-139.

[6] Wei Cunping,Qiu Wanhua,Yang Jiping,Minimum Relative Entropy Aggregation Model on Group Decision Making,Systems Engineering Theory and Practice, 1999,19(8), 38-41.

[7] Yang, J. and Qiu, W., A Measure of Risk and a Decision-making Model Based on Expected Utility and Entropy, European Journal of Operational Research, 2005, 164, 792-799.

[8] Yang Jiping, Zhang Lijian, An Empirical Study on the Application of Expected Utility-Entropy Decision Model in Securities Selecting in Shenzhen Stock Market, Proceedings of International Conference of Management Science and Applications, June 20-22, 2005, Chengdu, China.

[9] Yang Jiping, Zhang Lijian, A Further Study of the Relationship between Size of Portfolios and Risk Diversification in Shanghai Stock Market,Systems Engineering Theory and Practice, 2005,25(10),21-28。

[10] Yang Jiping, Zhang Lijian, Application of Expected Utility-Entropy Decision Model in Securities Selecting in Shanghai Stock Market,Systems Engineering,2005,23(12),23-29。

[11] Yang Jiping,Li Ping,Establishment and Its Application of Quality Management Model in Aviation Industry Enterprises in China,Systems Engineering Theory and Practice, 2006,26(9),135-140.

[12] Zhang Lijian, Yang Jiping, AR-GARCH Type Residuals Chart and Its Application to Financial Time Series Monitoring, The 8th International Conference on Industrial Management (ICIM’ 2006), September 20-22, 2006, Qingdao, China,675-680.

[13] Yang Jiping, Wang Zhongkui,The Historical Simulation Model of Value at Risk and Its Application in Shenzhen Stock Market,Lecture Notes in Decision Science:Financial Systems Engineering IV, 2006, 9, 425-430。

[14] Jia Wenxuan, Yang Jiping, Application of Statistical Process Control to Analyzing Volatility of a Stock Price, Lecture Notes in Decision Science:Financial Systems Engineering IV, 2006, 9: 281-286.

[15] Yang Jiping, Qiao Runhai, Empirical Analysis of Asymmetric Volatility of Shanghai and Shenzhen Stock Markets, Proceedings of 38th International Conference on Computers & Industrial Engineering, Oct. 31 - Nov. 2, 2008, Beijing, China, 372-378, Publishing House of Electronics Industry.

[16] Zhang Lijiang, Liu Zhixin, Yang Jiping, Application of Statistical Control Chart to Monitoring and Analyzing the Fluctuation of the Series of Stock Proceeds, Journal of Industrial Engineering and Engineering Management,2008, 22(4), 140-145.

[17] Wang Zhongkui, Yang Jiping, Zhang Lijian, Application of the Modified Expected Utility-Entropy Model to Stocks Selecting in Shanghai Stock Market, Mathematics in Practice and theory, 2009,39(8),27-34.

[18] Yang Jiping, An EU-E decision model and explanations of the certainty effect in prospect theory, Proceedings of the 3rd conference on Risk Management & Global e-Business, Vols I & II, 722-727, Aug. 10-12, 2009, Korea.

[19] Yang Jiping, Sun Lisha, An Empirical Investigation of Cointegration with Regime Shifts Breaks of Shanghai and Shenzhen Stock Markets, Proceedings of The 10th International Conference on Industrial Management, Beijing , September16 - 18, 2010, 519-523, Beihang University Press.

[20] Yang Jiping, Wang Zhongkui, Decision maker’s Risk attitude based on expected utility-entropy measure of risk, Journal of Beihang University (Social Science Edition), 2010.

Special Award

1. Prize of National Statistical Progress of Science and Technology in 1996 from the State Statistical Bureau ofChina.

2. Excellent Research Paper on Science and Technology in 2004 from the Scientific and Technological Commission ofBeijing, China

Research Project

NSFC Grant for “Modeling regime switching financial asset volatility with nonparametric GARCH models and its empirical study”, project director.