陳蔚，1965年9月出生，博士，現為山東大學經濟學院教授、博士生導師、數量經濟研究所所長。
基本介紹
- 中文名：陳蔚
- 畢業院校：山東大學
- 學位/學歷：博士
- 專業方向：經濟學
- 職務：山東大學經濟學院數量經濟研究所所長
人物經歷,主講課程,研究方向,主要貢獻,
人物經歷
理學博士 2000山東大學。
理學碩士 1991 山東大學。
學士 1988 山東大學 副教授： 2000.9 ---至今，山東大學經濟學院。
博士後：2001.8----2003.8，中科院數學與系統科學研究院。
講師： 1995.1 –2000.8，山東大學經濟學院。
講師： 1994.8 –1994.12，山東省科學院計算中心。
助教： 1991.7- 1994.8，山東省科學院計算中心。
主講課程
金融經濟學、數理經濟、數理金融、計量經濟學
研究方向
偏微分方程的高性能數值方法。
科學計算及數學軟體。
半導體器件問題的數值方法。
核廢料污染問題的數值方法。
Current interests:
數量經濟學。
經濟數學模型及算法。
特徵值問題的數值方法。
Navier-Stocks方程的數值方法。
主要貢獻
1.WeiChen,G-consistentpricesystemandbid-askpricingforEuropeancontingentclaimsunderKnightianuncertainty.PreprintarXiv:1308.6256.
2.WeiChen,FractionalG-WhiteNoiseTheory,WaveletDecompositionforFractionalG-BrownianMotion,andBid-AskPricingforEuropeanContingentClaimUnderUncertainty.
PreprintarXiv:1306.4070.
3.WeiChen,TimeconsistentG-expectationandbid-askdynamicpricingmechanismsforcontingentclaimsunderuncertainty,PreprintarXiv.1111.4298v1.
4.MichalKrizek,Hans-GoergRoosandWeiChen,Two-sidedboundsofthediscretizationerrorforfiniteelements,mathematicalmodellingandnumericalanalysis,M2AN45(2011),915-924.
5.陳蔚,馬駿馳,趙耀文,我國國債收益率曲線的實證研究,山東經濟研究,27(2011),3,118-123.
6.陳蔚,陶輝,股權分置改革前後可轉債發行公告效應的差異性研究,商業研究,6(2011),88-93.
7.陳蔚,鞏秀龍,非正規金融利率定價模型－基於中國民間分割市場的實證研究[A];第十二屆中國管理科學學術年會論文集[C];2010年.
8.WeiChen,PingnaSunandShanghuiJia,ThePortfolioModelwithRCaRConstraintandItsApplication,2010CMSAOveralUnitedPlanningSymposium.
9.WeiChen,MingSu,EmpiricalResearchonForecastingPowerofChineseBonds'InterestRateTermStructure,theMASS2010Proceedings.
10.陳明華,陳蔚,關於國際石油價格波動原因的深入思考,石家莊經濟學院學報,5(2010),57-61.
11.陳明華,陳蔚,國際石油期貨市場價格發現功能研究-基於WTI的實證分析,世界經濟與政治論壇,4(2010),47-61.
12.WeiChen,M.Krizek,有限元插值誤差的下界估計,數學的實踐與認識,39(2009),159-164.
13.WeiChen,QunLin,AsymptoticExpansionandExtrapolationfortheEigenvalueApproximationoftheBiharmonicEigenvalueProblembyCiarlet-RaviartScheme,AdvancesinComputationalMathematics,
27(2007),95-106.
14.WeiChen,M.Krizek,WhatIstheSmallestPossibleConstantinC\'ea'sLemma,Appl.Math.,2006(51),1-16.
15.WeiChen,QunLin,ApproximationofanEigenvalueProblemAssociatedwiththeStokesProblembytheStreamFunction-Vorticity-Pressuremethod,Appl.Math.,2006(51),73-88.
16.楊宏峰,陳蔚,基於神經網路--Logit回歸的混合兩階段財務困境預測模型,統計與決策,20(2006),157-159.
17.WeiChen,EigenvalueapproximationofthebiharmoniceigenvalueproblembyCiarlet-Raviartscheme,Numer.Meth.forPDEs,2005(21),512-520.
18.WeiChen,Implicit-explicitmultistepfiniteelement-mixedfiniteelementmethodsforthetransientbehaviorofasemiconductordevice,ActaMathematicaScientia,2003(23):386-398.
19.WeiChen,Implicit-explicitmultistepFEMfornonlinearconvection-diffusionproblems,Numer.Meth.forPDEs,2001,17:93-104.
20.WeiChen,AnA.D.F.E.procedureforcompressibleflowofcontaminationfromnuclearwastewithmoleculardiffusionanddispersion,JournalofSystemsScienceandMathematicalSciences,23(2003),266--278.(Chinese)
21.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforthesemiconductordeviceproblem,J.ofSystemScienceandComplexity,2003(16),No.1:101-113.
22.WeiChen,AsymptoticexpansionandextrapolationforthebiharmoniceigenvalueproblembyCiarlet-Raviartscheme,InternationalCongressofMathematicians,Beijing2002,HigherEducationPress,China.
23.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforasemiconductordevicewithheatconduction,Math.Study,2002(35),No.2:109-123.
24.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforsomenonlinearreaction-diffusionsystems,ActaMathematicaScientia,Ser.A,22(2002),180--188.(Chinese).
25.WeiChen,A.D.F.E.withthemethodofcharacteristicsforcompressibleflowofcontaminationfromnuclearwasteinporousmedia,AppliedMathematics,Journalof
ChineseUniversities,Ser.A,23(2001),331--336.(Chinese).
26.WeiChen,Ananalysisontherateofconvergenceofanalternatingdirectioncharacteristicfiniteelementmethodfor3-Dcompressibleflowofcontaminationfromnuclearwaste,NumericalMathematics,JournalofChineseUniversity,23(2001),214--226.(Chinese).
27.WeiChen,Analternatingdirectionfiniteelementmethodfor3-Dcompressibleflowofcontaminationfromnuclearwasteanditstheoreticalanalysis,JournalofShandongUniversity(NatureScienceEdition),36(2001),268--277.(Chinese).
28.WeiChen,A.D.P.I.approximationforcharacteristicfiniteelementmethodsforquasilinearSobolevequationsanditsanalysis,ActaMathematicaScientia,Ser.A,21(2001),201--210.(Chinese).
29.WeiChen,AlternatingdirectionpreconditionediterationformultistepGalerkinmethodsalongcharacteristicsfor3-Dconvection-dominateddiffusionproblem,JournalofShandongUniversity(NatureScienceEdition),35(2000),126--134.(Chinese).
30.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforthenuclearreactor,CSIAM'2000,FudanUniversityPress,August,2000,313--317.(Chinese).
31.WeiChen,Alternatingdirectionfiniteelementmethodsandimplicit-explicitmultistelpfiniteelementmethodsforsomeevolutionequations,PhDthesisSchoolofMathematicsandSystemSciences,ShandongUniversity,P.R.China,March,2000,1--68.
(Chinese).
32.WeiChen,PreconditionediterationforalternatingdirectionmultistepGalerkinmethodsfor3-Dnonlinearconvection-dominateddiffusionproblem,JournalofShandongUniversity(NatureScienceEdition),34(1999),275--283.(Chinese).
33.WeiChen,PreconditionediterationforalternatingdirectionmultistepGalerkinmethodsalongcharacteristicsfor3-Dquasilinearconvection-dominateddiffusion
problem,CSIAM'98,TsinghuaUniversityPress,Sep.1998,566--571.(Chinese).
2.WeiChen,FractionalG-WhiteNoiseTheory,WaveletDecompositionforFractionalG-BrownianMotion,andBid-AskPricingforEuropeanContingentClaimUnderUncertainty.
PreprintarXiv:1306.4070.
3.WeiChen,TimeconsistentG-expectationandbid-askdynamicpricingmechanismsforcontingentclaimsunderuncertainty,PreprintarXiv.1111.4298v1.
4.MichalKrizek,Hans-GoergRoosandWeiChen,Two-sidedboundsofthediscretizationerrorforfiniteelements,mathematicalmodellingandnumericalanalysis,M2AN45(2011),915-924.
5.陳蔚,馬駿馳,趙耀文,我國國債收益率曲線的實證研究,山東經濟研究,27(2011),3,118-123.
6.陳蔚,陶輝,股權分置改革前後可轉債發行公告效應的差異性研究,商業研究,6(2011),88-93.
7.陳蔚,鞏秀龍,非正規金融利率定價模型－基於中國民間分割市場的實證研究[A];第十二屆中國管理科學學術年會論文集[C];2010年.
8.WeiChen,PingnaSunandShanghuiJia,ThePortfolioModelwithRCaRConstraintandItsApplication,2010CMSAOveralUnitedPlanningSymposium.
9.WeiChen,MingSu,EmpiricalResearchonForecastingPowerofChineseBonds'InterestRateTermStructure,theMASS2010Proceedings.
10.陳明華,陳蔚,關於國際石油價格波動原因的深入思考,石家莊經濟學院學報,5(2010),57-61.
11.陳明華,陳蔚,國際石油期貨市場價格發現功能研究-基於WTI的實證分析,世界經濟與政治論壇,4(2010),47-61.
12.WeiChen,M.Krizek,有限元插值誤差的下界估計,數學的實踐與認識,39(2009),159-164.
13.WeiChen,QunLin,AsymptoticExpansionandExtrapolationfortheEigenvalueApproximationoftheBiharmonicEigenvalueProblembyCiarlet-RaviartScheme,AdvancesinComputationalMathematics,
27(2007),95-106.
14.WeiChen,M.Krizek,WhatIstheSmallestPossibleConstantinC\'ea'sLemma,Appl.Math.,2006(51),1-16.
15.WeiChen,QunLin,ApproximationofanEigenvalueProblemAssociatedwiththeStokesProblembytheStreamFunction-Vorticity-Pressuremethod,Appl.Math.,2006(51),73-88.
16.楊宏峰,陳蔚,基於神經網路--Logit回歸的混合兩階段財務困境預測模型,統計與決策,20(2006),157-159.
17.WeiChen,EigenvalueapproximationofthebiharmoniceigenvalueproblembyCiarlet-Raviartscheme,Numer.Meth.forPDEs,2005(21),512-520.
18.WeiChen,Implicit-explicitmultistepfiniteelement-mixedfiniteelementmethodsforthetransientbehaviorofasemiconductordevice,ActaMathematicaScientia,2003(23):386-398.
19.WeiChen,Implicit-explicitmultistepFEMfornonlinearconvection-diffusionproblems,Numer.Meth.forPDEs,2001,17:93-104.
20.WeiChen,AnA.D.F.E.procedureforcompressibleflowofcontaminationfromnuclearwastewithmoleculardiffusionanddispersion,JournalofSystemsScienceandMathematicalSciences,23(2003),266--278.(Chinese)
21.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforthesemiconductordeviceproblem,J.ofSystemScienceandComplexity,2003(16),No.1:101-113.
22.WeiChen,AsymptoticexpansionandextrapolationforthebiharmoniceigenvalueproblembyCiarlet-Raviartscheme,InternationalCongressofMathematicians,Beijing2002,HigherEducationPress,China.
23.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforasemiconductordevicewithheatconduction,Math.Study,2002(35),No.2:109-123.
24.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforsomenonlinearreaction-diffusionsystems,ActaMathematicaScientia,Ser.A,22(2002),180--188.(Chinese).
25.WeiChen,A.D.F.E.withthemethodofcharacteristicsforcompressibleflowofcontaminationfromnuclearwasteinporousmedia,AppliedMathematics,Journalof
ChineseUniversities,Ser.A,23(2001),331--336.(Chinese).
26.WeiChen,Ananalysisontherateofconvergenceofanalternatingdirectioncharacteristicfiniteelementmethodfor3-Dcompressibleflowofcontaminationfromnuclearwaste,NumericalMathematics,JournalofChineseUniversity,23(2001),214--226.(Chinese).
27.WeiChen,Analternatingdirectionfiniteelementmethodfor3-Dcompressibleflowofcontaminationfromnuclearwasteanditstheoreticalanalysis,JournalofShandongUniversity(NatureScienceEdition),36(2001),268--277.(Chinese).
28.WeiChen,A.D.P.I.approximationforcharacteristicfiniteelementmethodsforquasilinearSobolevequationsanditsanalysis,ActaMathematicaScientia,Ser.A,21(2001),201--210.(Chinese).
29.WeiChen,AlternatingdirectionpreconditionediterationformultistepGalerkinmethodsalongcharacteristicsfor3-Dconvection-dominateddiffusionproblem,JournalofShandongUniversity(NatureScienceEdition),35(2000),126--134.(Chinese).
30.WeiChen,Implicit-explicitmultistepfiniteelementmethodsforthenuclearreactor,CSIAM'2000,FudanUniversityPress,August,2000,313--317.(Chinese).
31.WeiChen,Alternatingdirectionfiniteelementmethodsandimplicit-explicitmultistelpfiniteelementmethodsforsomeevolutionequations,PhDthesisSchoolofMathematicsandSystemSciences,ShandongUniversity,P.R.China,March,2000,1--68.
(Chinese).
32.WeiChen,PreconditionediterationforalternatingdirectionmultistepGalerkinmethodsfor3-Dnonlinearconvection-dominateddiffusionproblem,JournalofShandongUniversity(NatureScienceEdition),34(1999),275--283.(Chinese).
33.WeiChen,PreconditionediterationforalternatingdirectionmultistepGalerkinmethodsalongcharacteristicsfor3-Dquasilinearconvection-dominateddiffusion
problem,CSIAM'98,TsinghuaUniversityPress,Sep.1998,566--571.(Chinese).
