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基本情况

姓  名:

林艾静

职  务:

职  称:

副教授

学  历:

研究生

学  位:

博士

通信地址:

北京交通大学理学院

邮  编:

办公电话:

电子邮箱:

ajlin@bjtu.edu.cn

教育背景

2008.09–2012.07   博士   北京交通大学

2006.092008.09   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




研究方向

  • 金融统计
  • 数据统计分析

招生专业

  • 统计学硕士
  • 统计学博士

科研项目

  • 国家自然科学基金“面上项目”,2017.01-2020.12,主持
  • 国家自然科学基金"青年基金",2014.01-2016.12,主持
  • 教育部博士点基金"新教师类",2014.01-2016.12,主持
  • 人才基金,2014.07-2016.07,主持
  • 基本科研业务费,2013.01-2014.12,主持
  • 中国博士后基金面上资助项目,2012.12-2014.06,主持
  • 学科交叉与融合人才培养机制体制研究,2015.08-2017.03,参与
  • 北京市自然基金项目,2012.01-2014.12,参与
  • 国家自然科学基金"面上",2011.01-2013.12,参与


教学工作

本科生:《概率论与数理统计》,《统计延拓课》,《时间序列分析法》,《Matlab基础与应用》

研究生:《统计模型与应用》

指导完成大创项目1项

指导本科生毕业设计7人

论文/期刊


[30]. Aijing Lin, Kang K.L. Liu, Ronny P. Bartsch, Plamen C. Ivanov,Alphabet of communications among distinct brain rhythms as a new signature of physiologic states, revised. 
[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)
[10]. Jing Wang, Pengjian Shang, Aijing Lin, Yuechen Chen, Segmented inner composition alignment to detect coupling of different subsystems, Nonlinear Dynamics 76 (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)
 


专著/译著

专利

软件著作权

获奖与荣誉


2014年获北京交通大学理学院青年教师教学基本功比赛二等奖
2012年获北京交通大学校级优秀博士论文奖


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