山東大學(xué)

陳蔚 教授 博導(dǎo) 山東大學(xué)經(jīng)濟(jì)學(xué)院數(shù)量經(jīng)濟(jì)研究所所長(zhǎng) 山東大學(xué)數(shù)學(xué)院學(xué)士、碩士、博士，中國(guó)科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院計(jì)算數(shù)學(xué)與科學(xué)工程計(jì)算研究所博士后，捷克共和國(guó)科學(xué)院數(shù)學(xué)研究所訪問學(xué)者，德國(guó)斯圖加特大學(xué)DAAD訪問學(xué)者

研究領(lǐng)域：Nonlinear Expectation and Its Application、Decision Make Under Uncertain、 Asset Pricing Under Uncertainty、Computing Finance、Stochastic Computing、DSGE、China's Financial Market and Global Energy Market、High Efficient Numerical Methods for PDEs

教學(xué)領(lǐng)域：金融經(jīng)濟(jì)學(xué)、數(shù)理經(jīng)濟(jì)、數(shù)理金融、計(jì)量經(jīng)濟(jì)學(xué)

通信地址：山東濟(jì)南山大南路27號(hào)，山東大學(xué)經(jīng)濟(jì)學(xué)院250199

Email address: weichen@sdu.edu.cn

Publications:

1. Wei Chen, G-Doob-Meyer Decomposition and Its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty. Preprint arxi: 1401.0677.

2. Wei Chen, G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty. Preprint arXiv: 1308.6256

3. Wei Chen, Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing for European Contingent Claim Under Uncertainty.

Preprint arXiv: 1306.4070.

4. Wei Chen, Time consistent G-expectation and bid-ask dynamic pricing mechanisms for contingent claims under uncertainty, Preprint arXiv.1111.4298v1.

5. Michal Krizek, Hans-Goerg Roos and Wei Chen, Two-sided bounds of the discretization error for finite elements, mathematical modelling and numerical analysis, M2AN 45 (2011), 915-924.

6. 陳蔚,馬駿馳,趙耀文, 我國(guó)國(guó)債收益率曲線的實(shí)證研究, 山東經(jīng)濟(jì)研究, 27(2011), 3, 118-123.

7. 陳蔚, 陶輝, 股權(quán)分置改革前后可轉(zhuǎn)債發(fā)行公告效應(yīng)的差異性研究, 商業(yè)研究, 6(2011), 88-93.

8. 陳蔚,鞏秀龍, 非正規(guī)金融利率定價(jià)模型－基于中國(guó)民間分割市場(chǎng)的實(shí)證研究[A];第十二屆中國(guó)管理科學(xué)學(xué)術(shù)年會(huì)論文集[C];2010年.

9. Wei Chen, Pingna Sun and Shanghui Jia, The Portfolio Model with RCaR Constraint and Its Application,2010 CMSA Overal United Planning Symposium.

10. Wei Chen, Ming Su, Empirical Research on Forecasting Power of Chinese Bonds' Interest Rate Term Structure,the MASS 2010 Proceedings.

11. 陳明華, 陳蔚, 關(guān)于國(guó)際石油價(jià)格波動(dòng)原因的深入思考, 石家莊經(jīng)濟(jì)學(xué)院學(xué)報(bào), 5(2010), 57-61.

12. 陳明華, 陳蔚, 國(guó)際石油期貨市場(chǎng)價(jià)格發(fā)現(xiàn)功能研究-基于WTI的實(shí)證分析, 世界經(jīng)濟(jì)與政治論壇, 4(2010), 47-61.

13. Wei Chen, M. Krizek, 有限元插值誤差的下界估計(jì), 數(shù)學(xué)的實(shí)踐與認(rèn)識(shí), 39(2009),159-164.

14. Wei Chen, Qun Lin, Asymptotic Expansion and Extrapolation for the Eigenvalue Approximation of the Biharmonic Eigenvalue Problem by Ciarlet - Raviart Scheme, Advances in Computational Mathematics,

27(2007),95-106.

15. Wei Chen, M. Krizek, What Is the Smallest Possible Constant in C\'ea's Lemma, Appl. Math., 2006(51),1-16.

16. Wei Chen, Qun Lin, Approximation of an Eigenvalue Problem Associated with the Stokes Problem by the Stream Function-Vorticity-Pressure method, Appl. Math., 2006(51),73-88.

17. 楊宏峰, 陳蔚, 基于神經(jīng)網(wǎng)絡(luò)--Logit回歸的混合兩階段財(cái)務(wù)困境預(yù)測(cè)模型, 統(tǒng)計(jì)與決策, 20(2006), 157-159.

18. Wei Chen, Eigenvalue approximation of the biharmonic eigenvalue problem by Ciarlet-Raviart scheme, Numer.Meth. for PDEs, 2005(21), 512-520.

19. Wei Chen, Implicit-explicit multistep finite element - mixed finite element methods for the transient behavior of a semiconductor device, Acta Mathematica Scientia, 2003(23): 386-398.

20. Wei Chen, Implicit-explicit multistep FEM for nonlinear convection-diffusion problems, Numer.Meth. for PDEs, 2001,17: 93-104.

21. Wei Chen, An A.D.F.E. procedure for compressible flow of contamination from nuclear waste with molecular diffusion and dispersion, Journal of Systems Science and Mathematical Sciences, 23 (2003), 266--278. (Chinese)

22. Wei Chen, Implicit-explicit multistep finite element methods for the semiconductor device problem, J. of System Science and Complexity, 2003 (16), No. 1: 101-113.

23. Wei Chen, Asymptotic expansion and extrapolation for the biharmonic eigenvalue problem by Ciarlet - Raviart scheme, International Congress of Mathematicians, Beijing 2002, Higher Education Press, China.

24. Wei Chen, Implicit-explicit multistep finite element methods for a semiconductor device with heat conduction, Math. Study, 2002(35), No. 2: 109-123.

25. Wei Chen, Implicit-explicit multistep finite element methods for some nonlinear reaction-diffusion systems, Acta Mathematica Scientia, Ser. A, 22 (2002), 180--188. (Chinese)

26. Wei Chen, A.D.F.E. with the method of characteristics for compressible flow of contamination from nuclear waste in porous media, Applied Mathematics, Journal of

Chinese Universities, Ser. A, 23 (2001), 331--336. (Chinese)

27. Wei Chen, An analysis on the rate of convergence of an alternating direction characteristic finite element method for 3-D compressible flow of contamination from nuclear waste, Numerical Mathematics, Journal of Chinese University, 23 (2001), 214--226. (Chinese)

28. Wei Chen, An alternating direction finite element method for 3-D compressible flow of contamination from nuclear waste and its theoretical analysis, Journal of Shandong University (Nature Science Edition), 36 (2001), 268--277. (Chinese)

29. Wei Chen, A.D.P.I. approximation for characteristic finite element methods for quasilinear Sobolev equations and its analysis, Acta Mathematica Scientia, Ser. A, 21 (2001), 201--210. (Chinese)

30. Wei Chen, Alternating direction preconditioned iteration for multistep Galerkin methods along characteristics for 3-D convection-dominated diffusion problem, Journal of Shandong University (Nature Science Edition), 35 (2000), 126--134. (Chinese)

31. Wei Chen, Implicit-explicit multistep finite element methods for the nuclear reactor, CSIAM' 2000, Fudan University Press, August, 2000, 313--317. (Chinese)

32. Wei Chen, Alternating direction finite element methods and implicit-explicit multistelp finite element methods for some evolution equations, PhD thesis School of Mathematics and System Sciences, Shandong University, P. R. China, March, 2000, 1--68.

(Chinese)

33. Wei Chen, Preconditioned iteration for alternating direction multistep Galerkin methods for 3-D nonlinear convection-dominated diffusion problem, Journal of Shandong University (Nature Science Edition), 34 (1999), 275--283. (Chinese)

34. Wei Chen, Preconditioned iteration for alternating direction multistep Galerkin methods along characteristics for 3-D quasilinear convection-dominated diffusion

problem, CSIAM'98, Tsinghua University Press, Sep. 1998, 566--571. (Chinese)