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金融数学系

孙维鹏

发表于: 2017-11-30 20:52  点击:

基本情况

姓名:

孙维鹏

性别:

职称:

教授

所在系别:

金融数学系

最高学历:

研究生

最高学位:

博士

Email:







详细情况

所在学科专业:

数学

所研究方向:

金融衍生品与量化策略;机器学习在金融工程中的应用

讲授课程:

本科生:

期权、期货及其他衍生品

经济行为与博弈论

概率论与数理统计

研究生:

大数据探索性分析

教育经历:

2004.09-2007.06 吉林大学数学研究所 博士
2001.09-2004.06
吉林大学数学研究所 硕士
1997.09-2001.06
吉林大学数学学院  学士

工作经历:

2016.02-至今 吉林大学数学学院 教授
2015.08-2016.02
韩国庆熙大学 访问学者
2009.09-2016.02
吉林大学数学学院 副教授
2006.09-2009.09
吉林大学数学学院 讲师
2004.06-2006.09
吉林大学数学学院 助教

科研项目:

[1]间隙振动系统解析逼近解的构造,国家自然科学基金(数学天元青年基金),2010.01-2010.12,负责人,完成;

[2]结构模型修改重分析的研究,国家自然科学基金(面上基金),2005.1-2007.12,完成(参加人);

学术论文:

[19] Sun W.P., Sun Y.H., Yu Y.P., Wu B.S., A Comparison of the Improved and Classic Half-Power Band-width Methods in Estimating Damping for Multi-DOF Systems, Journal of Vibration Engineering & Technologies, 2016, Accepted.

[18] Yu Y.P.,Zhang H.Z.,Sun Y.H.,*Sun W.P.,Predicting dynamic response of large amplitude free vibrations of cantilever tapered beams on a nonlinear elastic foundation,Archive of Applied Mechanics,2016,10.1007 /s00419-016-1221-x.

[17] Chang S., Sun W.P., Cho S.G., Kim D., Vibration Control of Nuclear Power Plant Piping System Using Stockbridge Damper under Earthquakes, Science and Technology of Nuclear Installations, 2016, DOI:10.1155/2016/5014093.

[16] Sun W.P., Sun Y.H., Yu Y.P., Zheng S.P., Nonlinear vibration analysis of a type of tapered cantilever beams by using an analytical approximate method, Structural Engineering and Mechanics,2016, 59(1), 1-14.

[15] Sun W.P., Wu B.S., Lim C.W., Nonlinear oscillation of a charge in an electric field of two charged spheres, International Journal of Dynamics & Control, 2013, 1(2), 129-134.

[14] Wu B.S., Sun W.P., Li Z.G., Li Z.H., Circular whirling and stability due to unbalanced magnetic pull and eccentric force, Journal of Sound and Vibration, 2011, 330(21), 4949-4954.

[13] Ma Y.; Zhang Y. Y.; Wu, B. S.; Sun W. P.; Li, Z. G; Sun J. Q., Polyelectrolyte Multilayer Films for Building Energetic Walking Devices, Angewandte Chemie-International Edition, 2011, 50(28): 6254-6257.

[12] Wu B.S, Sun W.P., Construction of approximate analytical solutions to strongly nonlinear damped oscillators, Archive of Applied Mechanics, 2011, 81(8): 1017-1030.

[11] Sun W.P., Lim C.W., Wu B.S., Wang C., Analytical approximate solutions to oscillation of a current-carrying wire in a magnetic field , Nonlinear Analysis: Real World Applications, 2009, 10(3), 1882-1890.

[10] Lim C.W., Lai S.K., Wu B.S., Sun W.P., Yang Y., Wang C., Application of a modified Lindstedt–Poincarémethod in coupled TDOF systems with quadratic nonlinearity and a constant external excitation, Archive of Applied Mechanics, 2009, 79(5), 411-431.

[9] Sun W.P., Wu B.S., Large amplitude free vibrations of a mass grounded by linear and nonlinear springs in series, Journal of Sound and Vibration, 2008, 314, 474-480.

[8] Sun W.P., Wu B.S., Accurate analytical approximate solutions to general strong nonlinear oscillators, Nonlinear Dynamics, 2008, 51, 277-287.

[7] Sun W.P., Wu B.S., Lim C.W., A modified Lindstedt–Poincarémethod for strongly mixed-parity nonlinear oscillators, Journal of Computational and Nonlinear Dynamics, ASME, 2007,2(2), 141-145.

[6] Sun W.P., Wu B.S., Lim C.W., Approximate analytical solutions for oscillation of a mass attached to a stretched elastic wire, Journal of Sound and Vibration, 2007, 300 (3-5), 1042-1047.

[5] Wu B.S., Sun W.P., Lim C.W., Analytical approximations to the double-well Duffing oscillator in large amplitude oscillations, Journal of Sound and Vibration, 2007, 307 (3-5), 953-960.

[4] Lim C.W., Lai S.K., Wu B.S., Sun W.P., Accurate approximation to the double sine-Gordon equation, International Journal of Engineering Science, 2007, 45(2-8), 258-271.

[3] Wu B.S., Sun W.P. , Lim C.W., An analytical approximate technique for a class of strongly non-linear oscillators, International Journal of Non-Linear Mechanics, 2006, 41 (6-7), 766-774.

[2] Lim C.W., Wu B.S., Sun W.P., Higher accuracy analytical approximations to the Duffing-harmonic oscillator, Journal of Sound and Vibration, 2006, 296 (4-5), 1039-1045.

[1] Wu B.S., Lim C.W., Sun W.P., Improved harmonic balance approach to periodic solutions of non-linear jerk equations, Physics Letters A, 2006, 354 (1-2), 95-100.