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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

  1. 金融统计
  2. 数据统计分析

招生专业

  1. 统计学硕士

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

学术成果

期刊论文


[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)
 


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