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/
