Name: SUN Yi
Title:Associate Professor
Research Areas: Behavioral Finance, Investment Strategy
E-mail: suny@ucas.ac.cn
Administrative Title: Vice Dean of the School of Continuous Education
Highest Degree&Year Earned: Ph.D, 2010
Discipline:Virtual Business
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1.The industrial asymmetry of the stock price prediction with investor sentiment:Based on the comparison of predictive effects with SVR SCI & SSCI
2. Li X , Sun Y . Application of RBF neural network optimal segmentation algorithm in credit rating[J]. Neural Computing and Applications, 2020(2). SCI
3.Cui L , Sun Y , Song M , et al. Co-financing in the green climate fund: lessons from the global environment facility[J]. Climate Policy, 2020, 20. SCI & SSCI
4.Sun Yi, Jin Quan, Cheng Qing, Guo Kun. New tool for stock investment risk management: trend forecasting based on individual investor behavior[J]. Industrial Management & Data Systems, forthcoming (2019),DOI: 10.1108/IMDS-03-2019-0125SCI & SSCI
5.Lianbiao Cui, Yi Sun, Rasa Melnikiene, Malin Song & Jianlei Mo. Exploring the impacts of Sino–US trade disruptions with a multi-regionalCGE model[J]. Economic Research-Ekonomska Istraživanja, 32:1, 4015-4032, DOI:10.1080/1331677X.2019.1679211 SSCI
6. Li, X. & Sun, Y*. Stock intelligent investment strategy based on support vector machine parameter optimization algorithm [J]. NeuralComputing & Applications (2019), DOI: 10.1007/s00521-019-04566-2" SCI
7.An N, Wang B, Pan P, Guo, K, Sun Y*. Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical testfrom China based on GARCH model[J]. Finance Research Letters, 2018 (26):119-125. SSCI
8.Guo Kun, Sun Yi*, Qian Xin. Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market [J]. Physica A: Statistical Mechanics & Its Applications 2017, 469:390-396. SCI & SSCI
9.Cheng Qing, Liu Xinyuan, Sun Yi*, Guo Kun. The Performance Analysis of Real Estate Listed Firms Based on the Sliding Time Window[C]. Procedia Computer Science,2016.
2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. The impact of social interaction on the disposal effect of investors -- An Empirical Study Based on simulated trading on social investment platform, management review 2020 CSSCI
2. Research on the innovation mechanism of government subsidies on artificial intelligence listed companies: intermediary effect based on innovation investment Science and technology for development 2020 CSCD
3. Na Li, Xiuting Li, Yunjie Wei, Yi Sun. Socio economic effects of fiscal expenditure -- Analysis and Optimization Based on panel random forest [J]. Management review, 2018,30 (10): 258-269 CSSCI
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 2
Teaching Cases: 2
Consultancy Report adopted by the Government or Company: 1
Honor and Awards: Zhuliyuehua Outstanding Instructor Award
Social Activities: Keynote speeches on 2 academic forums
