姓名:杨淑振  职称：教授、博士生导师

（1）论文

[1] Shige Peng, Shuzhen Yang, Jianfeng Yao. Improving Value-at-Risk prediction under model uncertainty. Journal of Financial Econometrics, 21(1), 228-259, 2023.

[2] Shige Peng, Shuzhen Yang. Distributional uncertainty of the financial time series measured by G-expectation. SIAM: Theory of Probability and Its Applications, 66(4): 729-741, 2022.

[3] Shuzhen Yang. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional. Systems & Control Letters, 114, 11-18, 2018.

[4] Shuzhen Yang. Multi-time state mean-variance model in continuous time. ESAIM: COCV. 92, 1-23, 2021.

[5] Shuzhen Yang. A varying terminal time structure for stochastic optimal control under constrained condition. International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[6] Shuzhen Yang. A varying terminal time mean-variance model. Systems & Control Letters, 2022.105184.

[7] Qingxin Meng, Shuzhen Yang. Lp estimations of fully coupled FBSDEs. Systems & Control Letters, 2023.105442.

[8] Ying Peng, Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 1-8, 2019, https://doi.org/10.1080/00207179.2019.1706765.

[9] Ferrari, Giorgio, Shuzhen Yang. On an optimal extraction problem with regime switching. Advances in Applied Probability, 50, 671-705, 2018.

[10] Mingshang Hu, Shaolin Ji, Shuzhen Yang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics Optimization, 70, 253–278, 2014.

[11] 宫晓琳, 杨淑振, 胡金焱, 张宁. 非线性期望理论与基于模型不确定性的风险度量. 经济研究, 11, 133-147, 2015.

[12] 宫晓琳, 陈增敬, 张晓普, 杨淑振. 随机极限正态分布与宏观风险监测. 经济研究, 135-148, 2014.

[13] 宫晓琳, 杨淑振. 量化分析宏观金融风险的非线性演变速度与机制. 金融研究, 113-127, 2013.

如需电子版请联系作者。

姓名:杨淑振  职称：教授、博士生导师

（1）论文

[1] Shige Peng, Shuzhen Yang, Jianfeng Yao. Improving Value-at-Risk prediction under model uncertainty. Journal of Financial Econometrics, 21(1), 228-259, 2023.

[2] Shige Peng, Shuzhen Yang. Distributional uncertainty of the financial time series measured by G-expectation. SIAM: Theory of Probability and Its Applications, 66(4): 729-741, 2022.

[3] Shuzhen Yang. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional. Systems & Control Letters, 114, 11-18, 2018.

[4] Shuzhen Yang. Multi-time state mean-variance model in continuous time. ESAIM: COCV. 92, 1-23, 2021.

[5] Shuzhen Yang. A varying terminal time structure for stochastic optimal control under constrained condition. International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[6] Shuzhen Yang. A varying terminal time mean-variance model. Systems & Control Letters, 2022.105184.

[7] Qingxin Meng, Shuzhen Yang. Lp estimations of fully coupled FBSDEs. Systems & Control Letters, 2023.105442.

[8] Ying Peng, Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 1-8, 2019, https://doi.org/10.1080/00207179.2019.1706765.

[9] Ferrari, Giorgio, Shuzhen Yang. On an optimal extraction problem with regime switching. Advances in Applied Probability, 50, 671-705, 2018.

[10] Mingshang Hu, Shaolin Ji, Shuzhen Yang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics Optimization, 70, 253–278, 2014.

[11] 宫晓琳, 杨淑振, 胡金焱, 张宁. 非线性期望理论与基于模型不确定性的风险度量. 经济研究, 11, 133-147, 2015.

[12] 宫晓琳, 陈增敬, 张晓普, 杨淑振. 随机极限正态分布与宏观风险监测. 经济研究, 135-148, 2014.

[13] 宫晓琳, 杨淑振. 量化分析宏观金融风险的非线性演变速度与机制. 金融研究, 113-127, 2013.

如需电子版请联系作者。

姓名:杨淑振  职称：教授、博士生导师

（1）论文

[1] Shige Peng, Shuzhen Yang, Jianfeng Yao. Improving Value-at-Risk prediction under model uncertainty. Journal of Financial Econometrics, 21(1), 228-259, 2023.

[2] Shige Peng, Shuzhen Yang. Distributional uncertainty of the financial time series measured by G-expectation. SIAM: Theory of Probability and Its Applications, 66(4): 729-741, 2022.

[3] Shuzhen Yang. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional. Systems & Control Letters, 114, 11-18, 2018.

[4] Shuzhen Yang. Multi-time state mean-variance model in continuous time. ESAIM: COCV. 92, 1-23, 2021.

[5] Shuzhen Yang. A varying terminal time structure for stochastic optimal control under constrained condition. International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[6] Shuzhen Yang. A varying terminal time mean-variance model. Systems & Control Letters, 2022.105184.

[7] Qingxin Meng, Shuzhen Yang. Lp estimations of fully coupled FBSDEs. Systems & Control Letters, 2023.105442.

[8] Ying Peng, Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 1-8, 2019, https://doi.org/10.1080/00207179.2019.1706765.

[9] Ferrari, Giorgio, Shuzhen Yang. On an optimal extraction problem with regime switching. Advances in Applied Probability, 50, 671-705, 2018.

[10] Mingshang Hu, Shaolin Ji, Shuzhen Yang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics Optimization, 70, 253–278, 2014.

[11] 宫晓琳, 杨淑振, 胡金焱, 张宁. 非线性期望理论与基于模型不确定性的风险度量. 经济研究, 11, 133-147, 2015.

[12] 宫晓琳, 陈增敬, 张晓普, 杨淑振. 随机极限正态分布与宏观风险监测. 经济研究, 135-148, 2014.

[13] 宫晓琳, 杨淑振. 量化分析宏观金融风险的非线性演变速度与机制. 金融研究, 113-127, 2013.

如需电子版请联系作者。