Name: DONG Jichang
Title: Professor
Research Areas: Real Estate Economy and Finance, Decision Theory, Financial Risk Management
E-mail: jcdonglc@ucas.ac.cn
Administrative Title: Vice President of UCAS
Highest Degree&Year Earned: Ph.D, 2003
Discipline: Finance and Statistics
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Liu, Jiajia & Dong, Jichang. (2020). A multi-agent simulation of investment choice in the P2P lending market with bankruptcy risk. Journal of Simulation. 1-15. SCI
2. Dong J ,Dai W,Li J . Exploring the Linear and Nonlinear Causality Between Internet Big Data and Stock Markets[J]. Journal of Systems Science and Complexity, 2020, 33(2). SCI
3. Liu Y , Peng G , Hu L , et al. Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices[J]. Industrial Management & Data Systems, 2019, ahead-of-print(ahead-of-print). SCI
4. LIU, Jiajia, DAI, et al. The Differentiated Effect of Administrative Policy in China's Housing Market——Based on the Heterogeneous Households Multi-Agent Model[J]. Journal of Systems Science & Complexity, 2020, v.33(01):171-199. SCI
5. Dong J , Dai W , Tang L , et al. Why do EMD‐based methods improve prediction? A multiscale complexity perspective[J]. Journal of Forecasting, 2019.SSCI
6. Zhou He, Guanghua Han,T.C.E. Cheng; Bo Fan; ,Jichang Dong,”Evolutio nary food quality and location strategies for restaurants in competitive online-to-offline food ordering and delivery markets: An agent-based approach”, International Journal of Production Economics (Publishing)
7.Why do EMD-based methods improve prediction? A multiscale complexity perspective,Journal of Forecasting,with Wei Dai,Ling Tang, Lean Yu(Accepted) SSCI
8. Explore the Linear and Nonlinear Causality between Internet Big Data and Stock Markets, Journal of Systems Science and Complexity, with Dai W, Li J(Accepted) SCI
9. “Asian Option Pricing Problems of Uncertain Mean-Reverting Stock Model”, Soft Computing, 2018.5.16, 22(17): 5583~5592,with SUN Y, YAO K SCI
10. The Differentiated Effect of Administrative Policy in China’s Housing Market-Based on the Multi-Agent Model, Journal of Systems Science and Complexity,with Liu Jiajia ,Dong Zhi, Dai Wei,Li Xiuting(Accepted) SCI
11. “Acquisition Discount and Valuation Effect of Private M&As in China”, Journal of Systems Science and Complexity,with Danxiao Jiao,Xilong Sun(Accepted) SCI
12. “The Impact of Consumer Switching Costs on Monopolistic Competition Strategies”, Journal of Systems Science and Complexity,with Xiuting Lii; Fan Liu; Siying Sha SCI
13. “An Agent-Based Model for Investigating the Impact of Distorted Supply-Demand Information on China's Resale Housing Market”, Journal of Computational Science, 2018, 25: 1-15, with He Zhou, Yu L. SCI/EI
14. “Heterogeneous Demand, Government Intervention and Housing Price: Chaos Analysis Perspective”, Eurasia Journal of Mathematics, Science and Technology Education, 2017, 13(12): 8177-8184, with Qian Sun, Yong Tang. SCI
15. “Regional Disparity of Real Estate Investment in China: Characteristics and Empirical Study in the Context of Population Aging”, Eurasia Journal of Mathematics, Science and Technology Education, 2017, 13(12): 7799-7811, with Dong Zhi, Liu Jiajia et. al. SCI
16. “Asian option pricing problems of uncertain mean-reverting stock model”, Soft Computing, 20172018, 22(17): 1-10, with Sun Y, Yao K, et al. SCI/EI
17. “Evolutionary Location and Pricing Strategies in Competitive Hierarchical Distribution Systems: A Spatial Agent-Based Model”, IEEE Transactions on Systems Man Cybernetics-Systems, 2017,44(7):822-833, with Zhou He, T. C. E. Cheng.SCI/EI
18. “Acquisition discount and valuation effect of private M&As in China”, Journal of Systems Science and Complexity, 2017, 30(6):1-18, with Danxiao Jiao, Xilong Sun. SCI/EI
19. The impact of aging on urban housing demand based on CGE, Filomat, 2016, 30(15):4151-4171, with Linlin Zhu,Xiuting Li. SCI/ SSCI
20. “Evolutionary Location and Pricing Strategies for Service Merchants in Competitive O2O Markets”, European Journal of Operational Research, 2016, 254(2):595-609, with He Z, Cheng T C E, et al. SCI
21. “The Evaluation of Financing Efficiency of China’s Stock Market”, Mathematical Problems in Engineering, 2016, 2016(6):1-13, with Zhu L, Wang B, et al. SCI
22. “The Evaluation of Financing Efficiency of China’s Stock Market”, Mathematical Problems in Engineering, 2016.7.12, 6: 1~13,with Linlin Zhu,Bing Wang,Xiuting Li,Zhi Dong SCI
23. “The Impact of Aging on Urban Housing Demand Based on CGE”, Filomat, 2016.7.12, 30(15): 4151~4171,with Linlin Zhu , Xiuting Li SCI
24. “Heterogeneous convergence of regional house prices and the complexity in China”, Journal of Economics and Business, 2015, 33(2): 81-103,with Rui Lin, Xin Zhang, Xiuting Li. SSCI
25. “Segmentation of Chinese urban real estate market: A demand-supply distribution perspective”, Annals of Data Science, 2015,2(4):453-469, with Xiuting Li, Wencong Li, Zhi Dong. EI
2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Aizhong Li, Ruoen Ren, Zekai Li, Jichang Dong. High dimensional sparse low rank multi-objective matrix regression model and its portfolio management strategy [J]. System engineering theory and practice, 2020,40 (09): 2292-2301 CSSCI
2. Mingming Cui, Xiaoting Liu, Xiuting Li, Jichang Dong. Research on Integrated Forecasting of real estate market driven by data features [J]. Management review, 2020,32 (07): 89-101 CSSCI
3. Xindi Mou, Xiuting Li, Jichang Dong, Zhi Dong. Simulation Research on China's housing demand based on system dynamics [J]. Management review, 2020,32 (06): 16-28 CSSCI
4. Jichang Dong, Quan Yuan, Lijun Yin, Xiuting Li. Study on quantitative evaluation of individual real estate policies based on PMC index model -- Taking China's Housing leasing policies since the 13th five year plan as an example [J]. Management review, 2020,32 (05): 3-13 + 75 CSSCI
5. Jichang Dong, Xin Zeng, Xindi Mou, Xiuting Li. Pay for clean air? Research on the impact of air quality on China's real estate price [J]. System engineering theory and practice, 2020,40 (06): 1613-1626 CSSCI
6. Aizhong Li, Ruoen Ren, Jichang Dong. Portfolio and pricing of multi factor matrix regression under financial network risk [J / OL]. Chinese journal of Management Science: 1-12 [2021-06-15] CSCD
7. Jichang Dong, Jiaqi Pang, Xiuting Li, Zhi Dong. The relationship between institutional investors' shareholding and stock price collapse risk -- a test based on market variables [J]. Chinese Journal of management science, 2020,23 (03): 73-88 CSSCI
8. Linlin Zhu, Xiuting Li, Jichang Dong. Urban clustering research under the background of real estate price differentiation [J]. Price theory and practice, 2019 (11): 37-40 Domestic core journals
9. Jichang Dong, Xin Zeng, Xindi Mou, Xiuting Li. Study on the impact of haze on real estate prices [J]. Science and technology for development, 2020,16 (02): 138-144 CSCD
10. Ying Liu, Qingqing Zhang, Jichang Dong. Research on liquidity reversal effect of stock market from the perspective of limited attention [J]. Management review, 2020,32 (01): 13-28 CSSCI
11. Jichang Dong; Xiuting Li; Zhi Dong, et al., research on regional differences and differentiated regulation of China's real estate market, Science Press, 2016 / 04
12. Jichang Dong, Jinyu Miao, XiutingLi, Zhi Dong. Research on risk contagion between markets under the background of "disenchantment from reality to emptiness" of non gold enterprises [J]. System engineering theory and practice, EI,CSSCI, CSCD
13. Mei Yu, Zhiyong Li, Jichang Dong. Inflation, asset selection and household financial leverage [J]. Management review: 1-11 https://doi.org/10.14120/j.cnki.cn11-5057/f.20190823.002. Chinese Core Journals
14. Jichang Dong, Jinyu Miao, Xiuting Li, Zhi Dong. Research on inter market risk contagion under the background of real estate market differentiation [J]. Systems science and mathematics, 2019,39 (10): 1-9 CSCD
15. Xindi Mou, Xiuting Li, Jichang Dong, Zhi Dong, Linlin Zhu. Impact mechanism of aging on real estate prices: Based on China's empirical research, system engineering theory and practice, EI,CSSCI, CSCD
16. Jichang Dong, Jinyu Miao, Xiuting Li, Zhi Dong. Changes in credit scale and price fluctuations in the stock market and real estate market, system engineering theory and practice, EI,CSSCI, CSCD
17. Ya Gao, Xiuting Li, Jichang Dong, why are urban house prices different: the impact of public services on house prices, system engineering theory and practice, EI,CSSCI, CSCD
18. Jichang Dong, Jiaqi Pang, Xiuting Li, Zhi Dong. Research on the relationship between institutional investors' shareholding and stock price collapse risk -- threshold effect test based on market efficiency and marketization, Chinese journal of management science, Chinese Core Journals
19. Yuqing Yang, Siying Sha, Haoyu Yin, Jichang Dong. Research on compensation model and prediction of compensation level of Xinjiang new rural cooperative medical system, management review, 2018, Domestic core journals, CSSCI
20. Zimin Li, Conglin Zhong, Jiajia Liu, Zhi Dong, Yong Fang, Jichang Dong. System dynamics simulation research on the development of China's trust industry, management review, 2018, Domestic core journals, CSSCI
21. Yanni Lou, Jie Sun, Xiuting Li, Jichang Dong. Research on stakeholder risk contagion of PPP project in transportation field based on SNA -- Taking Erythrina bridge as an example, Accounting and finance research, 2018, Domestic core journals, CSSCI
22. Aizhong Li, Yuelan Peng, Ruoen Ren, Jichang Dong. Jump diffusion continuous time asset allocation strategy in uncertain environment, system engineering theory and practice, 2017, Domestic core journals, EI CSCD CSSCI
23. Hui Meng, Ming Zhou, Jichang Dong. Optimal reinsurance strategy based on risk adjusted return on capital, operational research and management, 2017, Domestic core journals, CSCD CSSCI
24. Jichang Dong, Guoliang Wang, Siying Sha. Research on trust formation mechanism of P2P online loan platform, Journal of management, 2017, Domestic core journals, CSSCI
25. Yi Zhang, Linlin Zhu, Xiuting Li, Jichang Dong. The impact of China's real estate industry on macroeconomic aggregate in the period of economic transformation, system science and mathematics, 2017, Domestic core journals, CSCD
26. Jichang Dong, Bing Wang, interest rate marketization and commercial bank risk -- Based on the empirical analysis of 17 Listed Banks in China, operation research and management, CSCD,CSTPCD,PKU
27. Jichang Dong, Xin Zhang, Kecheng Zhou, Xiuting Li, research on China's real estate price agglomeration and difference based on spatial measurement, system engineering theory and practice, 2016.4.12, 36 (4): 875 ~ 883 EI,CSSCI, CSCD
28. Rui Lin, Jichang Dong, Xiuting Li, Di Wu. Research on heterogeneous convergence and regulation policies of regional real estate prices in China, Chinese journal of management science, 2016, Domestic core journals, CSCD / CSSCI
29. Yongyuan Zhang, Danxiao Jiao, Xiaoxin Liu, Peng Gao, Jichang Dong. Analysis of China's real estate wealth effect - based on non-stationary panel measurement, practice and understanding of mathematics, 2016, Domestic core journals
30. Rui Lin, Xiuting Li, Jichang Dong. Research on regional real estate price diffusion effect based on spatio-temporal model, system engineering theory and practice, 2016, Domestic core journals, EI CSCD CSSCI
31. Jichang Dong. Value for money quantitative evaluation method and improvement direction, Chinese government procurement, 2016
32. Hao Tan, Mei Yu, Jichang Dong, Hai Huang. Research on margin level of China's treasury bond futures based on span system, management review, 2016, Domestic core journals, CSSCI
33. Zhi Dong, Xiuting Li, Jichang Dong. Simulation Research on China's financing structure based on system dynamics, system engineering theory and practice, 2016, Domestic core journals, EI CSCD CSSCI
34. Jichang Dong, Xin Zhang, Kecheng Zhou, Xiuting Li. Research on China's real estate price agglomeration and difference based on spatial measurement, system engineering theory and practice, 2016, Domestic core journals, EI CSCD CSSCI
35. Linlin Zhu, Xiuting Li, Jichang Dong. Research on the impact of population aging on China's urban housing demand based on CGE, system science and mathematics, 2016, Domestic core journals, CSCD
36. Rui Lin, Jichang Dong. China's real estate financial condition index based on SVAR model: Construction and analysis, investment research, 2015, CSSCI
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 20
2) Number of Industrial Projects in the Past 5 Years: 5
Honor and Awards: the first prize of CAS Educational achievements Award; Outstanding Scholar of Chinese quantitative economics; Excellent Member of Youth Innovation Promotion Association, Chinese Academy of Sciences; Excellent Achievement Award of Cheng Siwei Fund, University of Chinese Academy of Sciences; The Second Prize of National Scientific and Technological Progress; The 13th China Youth Science and Technology Prize; Lu Jiaxi Youth Talent Award of Chinese Academy of Sciences; Liu Yongling Grand Prize of Chinese Academy of Sciences; The Second Prize of Teaching Achievements Award of Chinese Academy of Sciences; Best Paper Award of the 8th International Symposium On Financial System Engineering And Risk Management.
Social Activities: Executive Director of Society of Management Science and Engineering of China; Committee Member of Management Science and Engineering, Academic Degree Commission of the State Council; Vice president of the Journal of Quantitative & Technical Economics; Deputy Secretary General, Executive Director of Chinese Society for Management modernization; Executive Director of Global Chinese Real Estate Council; Special Committee of Big data expert committee, China Computer Federation; Director of Systems Engineering Society of China; Executive Director of Financial Conference of China; Editorial Board Member of Systems Engineering-Theory &Practice; Editorial Board Member of Management Review; Associate Editor of Journal of Real Estate; Editorial Board Member of International Real Estate Review; Editorial Board Member of Journal of Systems Science and Information; Member of the evaluation group of Management Science and Engineering Science Discipline, Academic Degree Committee of the State Council; Member of Housing and Real Estate Committee of the Science and Technology Committee of ministry of Housing and Urban-Rural Development; Vice Secretary-general and Council member of Chinese Academy of Management; Independent Director and Chairman of Guohang Development Co., Ltd; General Manager of UCAS Investment Management Co., Ltd. And UCAS Asset Management Co., Ltd.
