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首页>山东大学经济学院金融系陈蔚教授简介

山东大学经济学院金融系陈蔚教授简介

陈蔚  教授  博导 山东大学经济学院数量经济研究所所长  山东大学数学院学士、硕士、博士,中国科学院数学与系统科学研究院计算数学与科学工程计算研究所博士后,捷克共和国科学院数学研究所访问学者,德国斯图加特大学DAAD访问学者

研究领域:Nonlinear Expectation and Its Application、Decision Make Under Uncertain、 Asset Pricing  Under Uncertainty、Computing Finance、Stochastic Computing、DSGE、China’s Financial Market and Global Energy Market、High Efficient Numerical Methods for PDEs

教学领域:金融经济学、数理经济、数理金融、计量经济学

通信地址:山东济南山大南路27号,山东大学经济学院250199

www.sdzk.org

Publications:

1. Wei Chen, G-Doob-Meyer Decomposition and Its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty. Preprint arxi: 1401.0677.

2. Wei Chen, G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty. Preprint arXiv: 1308.6256
3. Wei Chen,  Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing for European Contingent Claim Under Uncertainty.
Preprint arXiv: 1306.4070.
4.  Wei Chen, Time consistent G-expectation and bid-ask dynamic pricing mechanisms for contingent claims under uncertainty, Preprint arXiv.1111.4298v1.
5. Michal Krizek, Hans-Goerg Roos and Wei Chen, Two-sided bounds of the discretization error for finite elements, mathematical modelling and numerical analysis, M2AN 45 (2011), 915-924.
6.  陈蔚,马骏驰,赵耀文, 我国国债收益率曲线的实证研究, 山东经济研究, 27(2011), 3, 118-123.
7.  陈蔚, 陶辉, 股权分置改革前后可转债发行公告效应的差异性研究, 商业研究, 6(2011), 88-93.
8.  陈蔚,巩秀龙, 非正规金融利率定价模型-基于中国民间分割市场的实证研究[A];第十二届中国管理科学学术年会论文集[C];2010年.
9.  Wei Chen, Pingna Sun and Shanghui Jia, The Portfolio Model with RCaR Constraint and Its Application,2010 CMSA Overal United Planning Symposium.
10.  Wei Chen, Ming Su, Empirical Research on Forecasting Power of Chinese Bonds’ Interest Rate Term Structure,the MASS 2010 Proceedings.
11.  陈明华, 陈蔚, 关于国际石油价格波动原因的深入思考, 石家庄经济学院学报, 5(2010), 57-61.
12.  陈明华, 陈蔚, 国际石油期货市场价格发现功能研究-基于WTI的实证分析, 世界经济与政治论坛, 4(2010), 47-61.

13. Wei Chen, M. Krizek, 有限元插值误差的下界估计, 数学的实践与认识, 39(2009),159-164.
14.  Wei Chen, Qun Lin, Asymptotic Expansion and Extrapolation for the Eigenvalue Approximation of the Biharmonic Eigenvalue Problem by Ciarlet – Raviart Scheme, Advances in Computational Mathematics,
27(2007),95-106.
15.  Wei Chen, M. Krizek, What Is the Smallest Possible Constant in C\’ea’s Lemma, Appl. Math., 2006(51),1-16.
16.  Wei Chen, Qun Lin, Approximation of an Eigenvalue Problem Associated with the Stokes Problem by the Stream Function-Vorticity-Pressure method, Appl. Math., 2006(51),73-88.
17.  杨宏峰, 陈蔚, 基于神经网络–Logit回归的混合两阶段财务困境预测模型, 统计与决策, 20(2006), 157-159.
18.  Wei Chen, Eigenvalue approximation of the biharmonic eigenvalue problem by Ciarlet-Raviart scheme, Numer.Meth. for PDEs, 2005(21), 512-520.
19.  Wei Chen, Implicit-explicit multistep finite element – mixed finite element methods for the transient behavior of a semiconductor device, Acta Mathematica Scientia, 2003(23):  386-398.
20.  Wei Chen, Implicit-explicit multistep FEM for nonlinear convection-diffusion problems, Numer.Meth. for PDEs, 2001,17: 93-104.
21.  Wei Chen, An A.D.F.E. procedure for compressible flow of contamination from nuclear waste with molecular diffusion and dispersion, Journal of Systems Science and Mathematical Sciences, 23 (2003), 266–278. (Chinese)
22.  Wei Chen, Implicit-explicit multistep finite element methods for the  semiconductor device problem, J. of System Science and Complexity, 2003 (16), No. 1: 101-113.
23.  Wei Chen, Asymptotic expansion and extrapolation for the biharmonic eigenvalue problem by Ciarlet – Raviart scheme, International Congress of Mathematicians, Beijing 2002, Higher Education Press, China.
24.  Wei Chen, Implicit-explicit multistep finite element methods for a semiconductor device with heat conduction, Math. Study, 2002(35), No. 2: 109-123.
25.  Wei Chen, Implicit-explicit multistep finite element methods for some nonlinear reaction-diffusion systems, Acta Mathematica Scientia, Ser. A, 22 (2002), 180–188. (Chinese)
26.  Wei Chen, A.D.F.E. with the method of characteristics for compressible flow of contamination from nuclear waste in porous media, Applied Mathematics, Journal of
Chinese Universities, Ser. A, 23 (2001), 331–336. (Chinese)
27.  Wei Chen, An analysis on the rate of convergence of an alternating direction characteristic finite element method for 3-D compressible flow of contamination from nuclear waste, Numerical Mathematics, Journal of Chinese University, 23 (2001), 214–226. (Chinese)
28.  Wei Chen, An alternating direction finite element method for 3-D compressible flow of contamination from nuclear waste and its theoretical analysis, Journal of Shandong University (Nature Science Edition), 36 (2001), 268–277. (Chinese)
29.  Wei Chen, A.D.P.I. approximation for characteristic finite element methods for quasilinear Sobolev equations and its analysis, Acta Mathematica Scientia, Ser. A, 21 (2001), 201–210. (Chinese)
30.  Wei Chen, Alternating direction preconditioned iteration for multistep Galerkin methods along characteristics for 3-D convection-dominated diffusion problem, Journal of Shandong University (Nature Science Edition), 35 (2000), 126–134. (Chinese)
31.  Wei Chen, Implicit-explicit multistep finite element methods for the nuclear reactor, CSIAM’ 2000, Fudan University Press, August, 2000, 313–317. (Chinese)
32.  Wei Chen, Alternating direction finite element methods and implicit-explicit multistelp finite element methods for some evolution equations, PhD thesis School of Mathematics and System Sciences, Shandong University, P. R. China, March, 2000, 1–68.
(Chinese)
33.  Wei Chen, Preconditioned iteration for alternating direction multistep Galerkin methods for 3-D nonlinear convection-dominated diffusion problem, Journal of Shandong University (Nature Science Edition), 34 (1999), 275–283. (Chinese)
34.  Wei Chen, Preconditioned iteration for alternating direction multistep Galerkin methods along characteristics for 3-D quasilinear convection-dominated diffusion
problem, CSIAM’98, Tsinghua University Press, Sep. 1998, 566–571. (Chinese)