师资队伍

2015-2019 北京师范大学 政府管理学院 管理科学（金融工程方向）

2019-2024 北京师范大学 系统科学学院 系统分析与集成

2024.07-至今 重庆大学 管理科学与房地产学院 弘深青年教师

Research Interests:
- Modeling and forecasting of financial market risks 
- Dynamics of financial asset prices 
- Early warning of systemic risks 
- Risk management in an interdisciplinary context

[1] Song, S.*, & Li, H. (2024). Early warning signals for stock market crashes: empirical and analytical insights utilizing nonlinear methods. EPJ data science.（SSCI JCR一区）

[2] Song, S.*, & Li, H. (2023).  A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. The Quarterly Review of Economics and Finance. (SSCI JCR 一区)

[3] Song, S., & Li, H. (2023). Is a co-jump in prices a sparse jump? The North American Journal of Economics and Finance. (SSCI JCR一区)

[4] Song, S.*, & Li, H. (2023). A new model for forecasting VaR and ES using intraday returns aggregation. Journal of Forecasting. (SSCI JCR一区)

[5] 宋诗佳*，田飞，李汉东. 基于时变极值方法的VaR预测模型以及应用.中国管理科学（CSSCI,待见刊）。

[6] Song, S.*, & Li, H. (2022). Predicting VaR for China’s stock market: A score-driven model based on normal inverse Gaussian distribution. International Review of Financial Analysis. (SSCI JCR一区)

[7] Song, S.*, Tian, F., & Li, H. (2021). An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution. Journal of Asian Economics. (SSCI JCR一区)

2022年 博士生国家奖学金

2023年 博士生国家奖学金