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基本信息        王纲金，管理学博士(管理科学与工程)，工学硕士(计算机科学与技术)，理学学士(数学与应用数学)，现任湖南大学工商管理学院教授、博士生导师，学院发展规划办公室主任，入选“湖湘青年英才”支持计划(人文社科类)、爱思唯尔2020、2021、2022年“中国高被引学者”(管理科学与工程)、湖南省优青、湖南大学岳麓学者，美国波士顿大学博士后。曾获得湖南省自然科学奖二等奖、教育部博士研究生学术新人奖、湖南大学科研标兵(2019)、湖南大学优秀党员、“青年教工党员示范岗”等荣誉称号与奖项。主要从事金融科技与金融工程、金融风险管理、管理统计与经济计量、复杂金融网络、系统性金融风险、数字货币及风险管理等领域研究。目前在《管理科学学报》《系统工程理论与实践》《中国管理科学》与Quantitative Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, Journal of Multinational Financial Management, International Review of Economics and Finance, Emerging Markets Review等国内外权威期刊上发表学术论文60余篇，主持国家自科基金面上/青年项目3项、国家社科基金重大项目子课题1项、湖南省优青项目、“湖湘青年英才”支持计划项目，并参与国家自然科学基金、省部级项目10余项。(更多介绍，下载个人简历)   教育背景与工作经历         2024.01~              湖南大学工商管理学院 教授、博士生导师         2017.12~2023.12   湖南大学工商管理学院 副教授、博士生导师         2015.09~2017.08  美国波士顿大学 博士后         2015.01~2017.12  湖南大学工商管理学院 助理教授、硕士生导师         2011.09~2014.12  湖南大学 管理科学与工程 博士         招收学术型研究生的基本要求     诚实守信、认真勤勉、积极进取、热爱研究；     具有一定的文字表达能力，有足够的时间投入学习、研究与讨论；     欢迎数学、统计学、金融学、信息科学、物理学、管理学、工学等学科背景学生报考。

教育背景

研究领域 金融科技与金融工程、金融风险管理、管理统计与经济计量、复杂金融网络、系统性金融风险、数字货币及风险管理

工作履历

讲授课程 本科生：《金融计量学》《时间序列分析》《固定收益证券》 研究生：《管理科学建模方法论》《数据模型与决策》

研究领域

研究成果 1. 发表论文   Gang-Jin Wang, Li Wan, Yusen Feng, Chi Xie, Gazi Salah Uddin, You Zhu*. Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. International Review of Financial Analysis, 2023, 86: 102518. Yusen Feng, Gang-Jin Wang*, You Zhu, Chi Xie. Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. Emerging Markets Review, 2023, 55: 101020. Jue Gong, Gang-Jin Wang*, Yang Zhou, You Zhu, Chi Xie, Matteo Foglia. Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. Journal of International Financial Markets, Institutions and Money, 2023, 83: 101733. 王纲金, 马欣宇, 谢赤. 基于尾部风险溢出网络的全球外汇市场关联性研究. 中国管理科学, 2023, Doi: 16381/j.cnki.issn1003-207x.2021.0389. Gang-Jin Wang, Lu Xiong, You Zhu, Chi Xie, Matteo Foglia. Multilayer network analysis of investor sentiment and stock returns. Research in International Business and Finance, 2022, 67: 101707. Matteo Foglia, Abdelhamid Addi, Gang-Jin Wang*, Eliana Angelini. Bearish vs Bullish risk network: a Eurozone financial system analysis. Journal of International Financial Markets, Institutions & Money, 2022, 77: 101522. Biyu Qian, Gang-Jin Wang*, Yusen Feng, Chi Xie. Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. North American Journal of Economics and Finance, 2022, 60: 101645. Gang-Jin Wang*, Yusen Feng, Yufeng Xiao, You Zhu, Chi Xie. Connectedness and systemic risk of the banking industry along the Belt and Road. Journal of Management Science and Engineering, 2022, 7(2): 303-329. 王纲金，徐梓双，谢赤. 中国金融机构关联性与系统性风险贡献研究——基于尾部风险溢出网络视角. 管理科学学报, 2022, 25(5): 109-126. 王纲金，吴昊钰，谢赤. 基于多层关联网络的投资组合优化研究. 系统工程理论与实践, 2022, 42(4): 937-957. Gang-Jin Wang*, Chun-Long Zhu. BP-CVaR: A novel model of estimating CVaR with back propagation algorithm. Economics Letters, 2021, 209: 110125. (SSCI) Gang-Jin Wang*, Shuyue Yi, Chi Xie, H. Eugene Stanley. Multilayer information spillover networks: Measuring interconnectedness of financial institutions. Quantitative Finance, 2021, 21(7): 1163-1185. (SSCI) Gang-Jin Wang*, Yang-Yang Chen, Hui-Bin Si, Chi Xie*, Julien Chevallier. Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. International Review of Economics & Finance, 2021, 73: 325-347. (SSCI) Yong Jiang, Gang-Jin Wang*, Chaoqun Ma, Xiaoguang Yang. 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, 2021, 72: 1-15. (SSCI) Gang-Jin Wang*, Hui-Bin Si, Yang-Yang Chen, Chi Xie, Julien Chevallier. Time domain and frequency domain Granger causality networks: Application to China's financial institutions. Finance Research Letters, 2021, 39: 101662. (SSCI) Tiange Wen, Gang-Jin Wang*. Volatility connectedness in global foreign exchange markets. Journal of Multinational Financial Management, 2020, 54: 100617. (SSCI) Gang-Jin Wang*, Xin-yu Ma, Hao-yu Wu*. Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? Research in International Business and Finance, 2020, 54: 101225. (SSCI) Gang-Jin Wang*, Yanping Tang, Chi Xie*, Shou Chen. Is Bitcoin a safe haven or a hedging asset? Evidence from China. Journal of Management Science and Engineering (JMSE), 2019, 4(3): 173-188. Gang-Jin Wang*, Chi Xie, Danyan Wen, Longfeng Zhao*. When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. Finance Research Letters, 2019, 31: 489-497. (SSCI) Gang-Jin Wang*, Chi Xie, Longfeng Zhao, Zhi-Qiang Jiang*. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. Journal of International Financial Markets, Institutions & Money, 2018, 57: 205-230. (SSCI) Shuyue, Yi, Zishuang Xu, Gang-Jin Wang*. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? International Review of Financial Analysis, 2018, 60: 98-114. (ESI热点论文) Gang-Jin Wang*, Zhi-Qiang Jiang, Min Lin, Chi Xie*, H. Eugene Stanley. Interconnectedness and systemic risk of China's financial institutions. Emerging Markets Review, 2018, 35: 1-18. (Lead article) (ESI热点与高被引论文) Gang-Jin Wang*, Chi Xie, H. Eugene Stanley. Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks. Computational Economics, 2018, 51(3): 607-635. (ESI热点与高被引论文) Min Lin, Gang-Jin Wang*, Chi Xie, H. Eugene Stanley. Cross-correlations and influence in world gold markets. Physica A, 2018, 490: 504-512. (SCI) Gang-Jin Wang, Chi Xie*, Shou Chen. Multiscale correlation networks analysis of the US stock market: A wavelet analysis. Journal of Economic Interaction and Coordination, 2017, 12(3): 561-594. (ESI热点与高被引论文) Gang-Jin Wang*, Chi Xie, Min Lin, H. Eugene Stanley. Stock market contagion during the global financial crisis: A multiscale approach. Finance Research Letters, 2017, 22: 163-168. Gang-Jin Wang*, Chi Xie, Kaijian He, H. Eugene Stanley. Extreme risk spillover network: Application to financial institutions. Quantitative Finance, 2017, 17(9): 1417-1433. (ESI热点与高被引论文) Gang-Jin Wang*, Chi Xie, Zhi-Qiang Jiang, H. Eugene Stanley. Extreme risk spillover effects in world gold markets and the global financial crisis. International Review of Economics and Finance, 2016, 46: 55-77. Gang-Jin Wang*, Chi Xie, Zhi-Qiang Jiang, H. Eugene Stanley. Who are the net senders and recipients of volatility spillovers in China's financial markets? Finance Research Letters, 2016, 18: 255-262. Gang-Jin Wang*, Chi Xie. Tail dependence structure of the foreign exchange market: A network view. Expert Systems with Applications, 2016, 46: 164-179. Gang-Jin Wang*, Chi Xie. Correlation structure and dynamics of international real estate securities markets: A network perspective. Physica A: Statistical Mechanics and its Applications, 2015, 424: 176-193. Gang-Jin Wang, Chi Xie*, Ling-Yun He, Shou Chen. Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. Physica A: Statistical Mechanics and its Applications, 2014, 405: 70-79. Gang-Jin Wang, Chi Xie*, Shou Chen, Jiao-Jiao Yang, Ming-Yan Yang. Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient. Physica A: Statistical Mechanics and its Applications, 2013, 392(17): 3715-3730. Gang-Jin Wang, Chi Xie*. Cross-correlations between the CSI 300 spot and futures markets. Nonlinear Dynamics, 2013, 73(3): 1687-1696. Gang-Jin Wang Chi Xie*, Yi-Jun Chen, Shou Chen. Statistical properties of the foreign exchange network at different time scales: Evidence from detrended cross-correlation coefficient and minimum spanning tree. Entropy, 2013, 15(5): 1643-1662. Gang-Jin Wang, Chi Xie*. Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket. Physica A: Statistical Mechanics and its Applications, 2013, 392(6): 1418-1428. Gang-Jin Wang, Chi Xie*, Feng Han, Bo Sun. Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. Physica A: Statistical Mechanics and its Applications, 2012, 391(16): 4136-4146.       [获取论文的PDF全文请访问https://www.researchgate.net/profile/Gang_Jin_Wang]。   2. 研究项目       主持   [1]    研究阐释党的十九届五中全会精神国家社会科学基金重大项目：新兴数字技术驱动下金融安全风险防控体系构建与能力建设研究(No. 21ZDA114), 子课题负责人，2021-2023. [2]   国家自然科学基金面上项目：基于多层耦合网络与图神经网络的金融风险传染与预测研究(No. 72271087)，2023-2026. [3]    国家自然科学基金面上项目：基于多层信息溢出网络的金融机构关联性与系统性风险贡献研究(No. 71871088)，2019-2022. [4]    湖南省自然科学基金优秀青年项目：基于多层相关性网络的系统性金融风险测度、演化与预警研究(No. 21JJ20019)，2021-2023. [5]    “湖湘青年英才”支持计划(人文社科创新类)，2020-2022. [6]    国家自然科学基金青年项目：金融市场尾部相关性网络的建模及其演化与稳定性研究(No. 71501066)，2016-2018. [7]    湖南省自然科学基金青年项目：金融市场间信息溢出网络的构建及其演化机制研究(No. 2017JJ3024)，2017-2019.       参与   [1]    国家自然科学基金面上项目：大数据环境下基于动态耦合网络的投资决策交互过程与证券市场稳定性研究(No. 71971079)，主持人：谢赤，2020-2023 [2]    国家自然科学基金面上项目：复杂金融网络动态演化行为与危机传染及其控制研究(No. 71373072)，主持人：谢赤，2014-2017 [3]    国家自然科学基金面上项目：渐进开放市场中资产所有权的异质跨境整合效应及风险分散策略(No. 71573077)，主持人：贺红波，2016-2019 [4]    高等学校博士学科点专项科研基金：藕合实体经济的金融市场风险评估与协同监管研究(No. 20130161110031)，主持人：谢赤，2014-2016

学术成果