张中辉

发布者:张雅发布时间:2026-08-16浏览次数:1507

一、基本信息

政治面貌:中共党员

最后学位:经济学博士

岗位职称:讲师

研究方向:计量经济学,宏观金融学,机器学习

教学课程:人工智能导论、计算机科学与程序设计、基于R语言的数据分析、计量经济学

办公室:崇德楼201

E-Mail: zhonghui@nau.edu.cn

通讯地址:南京市浦口区雨山西路86号

邮编:211815


二、学习经历

2015.08—2020.05,美国康涅狄格大学,经济学博士, 数量经济学硕士

2013.08—2015.05,美国纽约州立(奥尔巴尼)大学,数学硕士, 经济学硕士

2008.08—2012.06,上海理工大学,数学与应用数学学士,金融学学士


三、主持项目

1.2023年,主持江苏省高等学校基础科学(自然科学)研究面上项目《基于Wasserstein测度的分布鲁棒资产定价与组合优化理论研究》(已结项)


四、代表论文

    1.Zhang, Z., Luan, F., & Kao, C. (2026). Wasserstein worst-case scenarios and asset pricing. Journal of Monetary Economics, 161, 103955. (ABS 4; SSCI Q1).

  2.Zhang, Z. (2026). How Many Groups? Adaptive Selection in Panel Data under Model Uncertainty. Computational Economics, 1-31. (SSCI & SCI Q2),

  3.Zhang, Z., Chen, Y., Luan, F., & Fang, Z. (2026). Tourism, technology, and carbon: The role of robotics. Tourism Planning & Development, 23(3), 410-428. (ESCI).

  4.Zhang, Z. (2025). Is the Recursive Preference Asset Pricing Model More Flexible? A Monte Carlo Study. Computational Economics, 66(4), 3591-3605. (SSCI & SCI Q2).

  5.Luan, F., Zhang, Z., & Chen, Y. (2025). Audit Quality and Digitalisation in Shaping Firm Innovation Strategy: Evidence from China. Technology in Society (SSCI Q1),81:102807.

  6.Zhang, Z.; Jing, H.; Kao, C. (2023). High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection. Mathematics (SCI Q1), 11, 1272.

  7.Yang, X., Luan, F., Zhang, J., & Zhang, Z. (2023). Testing for quadratic impact of industrial robots on environmental performance and reaction to green technology and environmental cost. Environmental Science and Pollution Research (SSCI Q1), 1-19.

  8.Sun, W., Zhang, Z., Chen, Y., & Luan, F. (2023). Heterogeneous effects of robots on employment in agriculture, industry, and services sectors. Technology in Society (SSCI Q1), 75, 102371.

  9.Chen, S.; Zhang, Z.; Liu, L. (2021). Attribute Selecting in Tree-Augmented Naive Bayes by Cross Validation Risk Minimization. Mathematics (SCI Q1), 9, 2564.

10.Kao, C., Kim, M.S. & Zhang, Z. (2020). Mahalanobis Metric Based Clustering for Fixed Effects Model. Sankhya B(ESCI) 83, 493–506.

    

    五、其他

1.客座主编 (Guest Editor), Mathematics (MDPI, SCI Q1)

特刊: “Financial Econometrics and Machine Learning, 2nd Edition”征稿进行中

2.客座主编 (Guest Editor), Mathematics (MDPI)

特刊: “Financial Econometrics and Machine Learning”已结刊

个人网页:https://sites.google.com/view/zhonghui-zhang/


南京审计大学联合研究院版权所有

江苏省南京市浦口区江浦街道雨山西路86号 邮编:211815

联系电话:025-58318683 电子邮箱:naujri@nau.edu.cn