林艾靜

林艾靜，女，博士，北京交通大學理學院副教授。

基本介紹

• 中文名：林艾靜
• 職業：教師
• 畢業院校：北京交通大學
• 學位/學歷：博士
• 專業方向：金融統計、數據統計分析
• 任職院校：北京交通大學理學院

個人經歷

教育經歷

2008.09–2012.07 博士汽戒棕您 北京交通大學

2006.09–2008.09 碩士 北京交通大學

工作經歷

2016.12–至今 北京交通大學 副教授(博士生導師)

2012.07–2016.12 北京交通大學 講師

2012.07–2014.07 北京交通大學 博士後

2011.01–2011.08 哈佛大學，波士頓大學 訪腿敬境求棕船問學者

2014.09–辣迎2015.09 波士頓大學 訪問學者。

研究方向

• 金融統計
  
• 數據統計分析
  

主講課程

本科生：《機率論與數理統計》，《統計延拓課》，《時間序列分析法》，《Matlab基礎與套用》；

研究生：《統計模屑民埋型與套用》，《統計預測》，《統計方法與計算》。

學術成果

科研項目

• 國家自然科學基金“面上項目”，2017.01-2020.12，主持；
  
• 國家自然科學基金"青年基金"，2014.01-2016.12，主持；
  
• 教夜挨精育部博士點基金"新教師類"，2014.01-2016.12，主持；
  
• 人才基金，2014.07-2016.07，主持；
  
• 基本科研店鑽料戒業務費，2013.01-2014.12，主持；
  
• 中國博士後基金面上資助項目，2012.12-2014.06，主持；
  
• 國家自然科學基金“面上項目”，2018.01-2021.12，參與；
  
• 國家自然科學基金"青年基金"，2018.01-2020.12，參與；
  
• 學科交叉與融合人才培養機制體制研究，2015.08-2017.03，參與；
  
• 北京市自然基金項目，2012.01-2014.12，參與；
  
• 國家自然科學基金"面上"，2011.01-2013.12，參與。
  

論文期刊

[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 Letters16 (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 EEMDfor 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 measuringinformation 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 phasetransfer 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 A374 (2016) 20150182.(SCI-英國皇家學會)

[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 Circuits9 (2015) 62. (SCI)

[16]. Wenbin Shi, Pengjian Shang, Aijing Lin, The coupling analysis of stock market indices based on cross-permutation entropy,Nonlinear Dynamics79 (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 Dynamics78 (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)

[10]. Jing Wang, Pengjian Shang, Aijing Lin, Yuechen Chen, Segmented inner composition alignment to detect coupling of different subsystems,Nonlinear Dynamics76 (2014) 1821-1828. (SCI)

[9]. Aijing Lin(*), Pengjian Shang, Xiaojun Zhao, The cross-correlations of stock markets based on DCCA and time-delay DCCA, Nonliear Dynamics 67 (2012) 425-435. (SCI)

[8]. Aijing Lin(*), Pengjian Shang, Guochen Feng, Bo Zhong, Application of EMD combined with KNN approach in financial time series forecasting, Fluctuation Noise Letters 11 (2012) 1250018. (SCI)

[7]. Aijing Lin(*), Pengjian Shang and Hui Ma, The orthogonal V-system detrended fluctuation analysis, Fluctuation and Noise Letters 10 (2011) 189-206. (SCI)

[6]. Aijing Lin(*), Pengjian Shang, Minimizing periodic trends by applying Laplace transform, Fractals 19 (2011) 203-211. (SCI)

[5]. Xiaojun Zhao, Pengjian Shang, Aijing Lin, Multifractal Fourier detrended cross correlation analysis of traffic signals, Physica A 390 (2011) 3670-3678. (SCI)

[4]. Keqiang Dong, Pengjian Shang, Aijing Lin, Chaotic SVD method for minimizing the effect of seasonal trends in detrended cross-correlation analysis, Dynamics of Continuous, Discrete, Impulsive Systems 18 (2011) 261-277. (SCI)

[3]. Aijing Lin(*)，Pengjian Shang, B-Spline detrended fluctuation analysis for minimizing the effect of trends, Dynamics of Continuous, Discrete, Impulsive Systems 17 (2010) 387-396. (SCI)

[2]. Hui Ma, Aijing Lin, Ruixia Song, Haiming Lu, Surface model analysis based on quadratic v-system in triangular domain, Journal of Software 21 (2010) 94-110. (EI)

[1]. Pengjian Shang, Aijing Lin, Liang Liu, Chaotic SVD method for minimizing the effect of exponential trends in detrended fluctuation analysis, Physica A 388 (2009) 720-726. (SCI)

專著譯著

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.

專利

一種公交路鏈速度確定方法及裝置。

榮譽獎勵

2014年獲北京交通大學理學院青年教師教學基本功比賽二等獎；

2012年獲北京交通大學校級優秀博士論文獎。

[27]. Ningning Zhang, Aijing Lin(*), Pengjian Shang,Multidimensional k-nearest neighbor model based on EEMDfor 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 measuringinformation 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 phasetransfer 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 A374 (2016) 20150182.(SCI-英國皇家學會)

[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 Circuits9 (2015) 62. (SCI)

[16]. Wenbin Shi, Pengjian Shang, Aijing Lin, The coupling analysis of stock market indices based on cross-permutation entropy,Nonlinear Dynamics79 (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 Dynamics78 (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)

[10]. Jing Wang, Pengjian Shang, Aijing Lin, Yuechen Chen, Segmented inner composition alignment to detect coupling of different subsystems,Nonlinear Dynamics76 (2014) 1821-1828. (SCI)

[9]. Aijing Lin(*), Pengjian Shang, Xiaojun Zhao, The cross-correlations of stock markets based on DCCA and time-delay DCCA, Nonliear Dynamics 67 (2012) 425-435. (SCI)

[8]. Aijing Lin(*), Pengjian Shang, Guochen Feng, Bo Zhong, Application of EMD combined with KNN approach in financial time series forecasting, Fluctuation Noise Letters 11 (2012) 1250018. (SCI)

[7]. Aijing Lin(*), Pengjian Shang and Hui Ma, The orthogonal V-system detrended fluctuation analysis, Fluctuation and Noise Letters 10 (2011) 189-206. (SCI)

[6]. Aijing Lin(*), Pengjian Shang, Minimizing periodic trends by applying Laplace transform, Fractals 19 (2011) 203-211. (SCI)

[5]. Xiaojun Zhao, Pengjian Shang, Aijing Lin, Multifractal Fourier detrended cross correlation analysis of traffic signals, Physica A 390 (2011) 3670-3678. (SCI)

[4]. Keqiang Dong, Pengjian Shang, Aijing Lin, Chaotic SVD method for minimizing the effect of seasonal trends in detrended cross-correlation analysis, Dynamics of Continuous, Discrete, Impulsive Systems 18 (2011) 261-277. (SCI)

[3]. Aijing Lin(*)，Pengjian Shang, B-Spline detrended fluctuation analysis for minimizing the effect of trends, Dynamics of Continuous, Discrete, Impulsive Systems 17 (2010) 387-396. (SCI)

[2]. Hui Ma, Aijing Lin, Ruixia Song, Haiming Lu, Surface model analysis based on quadratic v-system in triangular domain, Journal of Software 21 (2010) 94-110. (EI)

[1]. Pengjian Shang, Aijing Lin, Liang Liu, Chaotic SVD method for minimizing the effect of exponential trends in detrended fluctuation analysis, Physica A 388 (2009) 720-726. (SCI)

專著譯著

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.

專利

一種公交路鏈速度確定方法及裝置。

榮譽獎勵

2014年獲北京交通大學理學院青年教師教學基本功比賽二等獎；

2012年獲北京交通大學校級優秀博士論文獎。