林艾静 照片

林艾静

副教授

所属大学: 北京交通大学

所属学院: 理学院

邮箱:
ajlin@bjtu.edu.cn

个人主页:
http://faculty.bjtu.edu.cn/sci/8715.html

个人简介

教育背景 2008.09–2012.07 博士 北京交通大学 2006.09–2008.09 硕士 北京交通大学 工作经历 2016.12–至今 北京交通大学 副教授 2012.07–2016.12 北京交通大学 讲师 2012.07–2014.07 北京交通大学 博士后 2011.01–2011.08 哈佛大学,波士顿大学 访问学者 2014.09–2015.09 波士顿大学 访问学者

研究领域

金融统计 数据统计分析

近期论文

[30]. Ningning Zhang, Aijing Lin(*), Hui Ma, Pengjian Shang, Pengbo Yang, Weighted multivariate composite multiscale sample entropy analysis for the complexity of nonlinear times series, Physica A 508 (2018) 595–607. (SCI)

[29]. Ningning Zhang, Aijing Lin(*), Pengjian Shang, Multiscale Symbolic Phase Transfer Entropy in Financial Time Series Classification, Fluctuation and Noise Letters 16 (2017) 1750019. (SCI).

[28]. Ningning Zhang, Aijing Lin(*), Pengjian Shang, Symbolic phase transfer entropy method and its application, Communications in Nonlinear Science and Numerical Simulation 51 (2017) 78–88. (SCI).

[27]. Ningning Zhang, Aijing Lin(*), Pengjian Shang, Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting, Physica A 477 (2017) 161-173. (SCI).

[26]. Plamen C. Ivanov, Kang K.L. Liu, Aijing Lin, Ronny P. Bartsch, Network Physiology: From Neural Plasticity to Organ Network Interactions, In book: Emergent Complexity from Nonlinearity, in Physics, Engineering and the Life Sciences, March 2017, pp.145-165.

[25]. Mengjia Xu, Pengjian Shang, Aijing Lin, Multiscale recurrence quantification analysis of order recurrence plots, Physica A 469 (2017) 381-389. (SCI)

[24]. Xiaojun Zhao, Pengjian Shang, Aijing Lin, Transfer mutual information: A new method for measuring information transfer to the interactions of time series, Physica A 467 (2017) 517-526. (SCI)

[23]. Pengbo Yang, Pengjian Shang, Aijing Lin, Financial time series analysis based on effective phase transfer entropy, Physica A 468 (2017) 398-408. (SCI)

[22]. Aijing Lin, Kang K.L. Liu, Ronny P. Bartsch, Plamen C. Ivanov, Delay-correlation landscape reveals characteristic time delays of brain rhythms and heart interactions,Philosophical Transactions of The Royal Society A 374 (2016) 20150182. (SCI-英国皇家学会)

[21]. Xiaojun Zhao, Pengjian Shang, Aijing Lin(*), Universal and non-universal properties of recurrence intervals of rare events, Physica A 448 (2016) 132-143. (SCI)

[20]. Aijing Lin(*), Pengjian Shang,Multifractality of stock markets based on cumulative distribution function and multiscale multifractal analysis, Physica A 447 (2016) 527-534. (SCI)

[19]. Mengjia Xu, Pengjian Shang, Aijing Lin, Cross-correlation analysis of stock markets using EMD and EEMD, Physica A 442 (2016) 82-90. (SCI)

[18]. Aijing Lin(*), Hui Ma, Pengjian Shang, The scaling properties of stock markets based on modified multiscale multifractal detrended fluctuation analysis, Physica A 436 (2015) 525-537. (SCI)

[17]. Kang K.L. Liu, Ronny P. Bartsch, Aijing Lin, Rosario N. Mantegna, Plamen C. Ivanov, Plasticity of brain wave network interactions and evolution across physiologic states, Frontiers Neural Circuits 9 (2015) 62. (SCI)

[16]. Wenbin Shi, Pengjian Shang, Aijing Lin, The coupling analysis of stock market indices based on cross-permutation entropy, Nonlinear Dynamics 79 (2015) 2439-2447. (SCI)

[15]. Aijing Lin(*), Pengjian Shang, Huachun Zhou, Cross-correlations and structures of stock markets based on multiscale MF-DXA and PCA,Nonlinear Dynamics 78 (2014) 485-494. (SCI)

[14]. Aijing Lin(*), Pengjian Shang, Bo Zhong, Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA, Physica A 416 (2014) 259-272. (SCI)

[13]. Aijing Lin(*), Pengjian Shang, Huachun Zhou, Effects of exponential trends on correlations of stock markets, Mathematical Problems in Engineering 2014 (2014) 340845. (SCI)

[12]. Xiaojun Zhao, Pengjian Shang, Aijing Lin, Distribution of eigenvalues of detrended cross-correlation matrix, European Physics Letters 107 (2014) 40008. (SCI)

[11]. Wenbin Shi, Pengjian Shang, Jing Wang, Aijing Lin, Multiscale multifractal detrende cross-correlation analysis of financial time series, Physica A 403 (2014) 35-44. (SCI)