张婷婷(1995.02-),女,管理学博士,讲师。
主要研究领域:金融市场风险管理、绿色金融。
科研项目与代表性成果:
参与的科研项目:
[1] 国家自然科学基金面上项目“基于单向独立性的股市系统性风险测度与预警研究”(71973028)
[2] 国家自然科学基金面上项目“金融机构风险溢出:机理、测度与监管”(71573042)
代表性学术论文:
[1] Tingting Zhang, Zhenpeng Tang & Junchuan Wu, et al. Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm[J]. Energy, 2021, 229, 120797. (SCI/JCR 1区)
[2] Tingting Zhang, Zhenpeng Tang & Xiaoxu Du, et al. Research on systemic risk contagion of Chinese financial institutions based on GARCH-VMD-Copula-CoVaR model[J]. Economic Research-Ekonomska Istraživanja. 2021, 35(1), 4404-4424. (SSCI/JCR 2区)
[3] Tingting Zhang, Zhenpeng Tang & Junchuan Wu, et al. Short term electricity price forecasting using a new hybrid model based on two-layer decomposition technique and ensemble learning[J]. Electric Power Systems Research. 2022, 205, 107762. (SCI/JCR 2区)
[4] Tingting Zhang, Zhenpeng Tang & Linjie Zhan, et al. Research on prediction of China’s financial systematic risk based on the hybrid model[J]. Journal of Intelligent & Fuzzy Systems. 2022 43(1), 279-294 (SCI/JCR 3区)
[5] 张婷婷, 唐振鹏, 吴俊传. 基于优化KELM模型的股票指数预测方法[J]. 统计与决策, 2021, 37(13): 148-150. (CSSCI)