Name: GUO Kun
Title: Associate Professor
Research Areas: Fictitious Economy, Complex Science, Financial Market
E-mail: guokun@ucas.ac.cn
Highest Degree&Year Earned: Ph.D, 2011
Discipline: Finance and Statistics
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Shi Y , X Ren, Guo K , et al. Research on the economic development pattern of Chinese counties based on electricity consumption[J]. Energy Policy, 2020, 147(12):111881. SCI
2. Shi Y , Zheng Y , Guo K , et al. The Evolution Characteristics of Systemic Risk in China's Stock Market Based on a Dynamic Complex Network[J]. Entropy, 2020, 22(6):614. SCI
3. Jin Z , Guo K , Sun Y , et al. The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR[J]. Journal of Forecasting, 2020. SSCI
4. Liao Z, Wang Z, Guo K. The dynamic evolution of the characteristics of exchange rate risks in countries along “The Belt and Road” based on network analysis, PloS one, 2019, 14(9). SSCI
5.Shi, Y., Zhu, L., Li, W., Guo, K., & Zheng, Y. (2019). Survey on classic and latest textual sentiment analysis articles and techniques. International Journal of Information Technology & Decision Making (IJITDM), 18(04), 1243-1287. SCI
6.An N, Wang B, Pan P, et al. Study on theinfluence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model[J]. Finance Research Letters, 2018, 26: 119-125. SSCI
7. Li, W., Guo, K., Shi, Y., Zhu, L., & Zheng, Y. (2018). Dwwp: domain-specific new words detection and word propagation system for sentiment analysis in the tourism domain. SCI
8. Lu, X., Guo, K., Dong, Z., & Wang, X. (2017). Financial development and relationship evolvement among money supply, economic growth and inflation: a comparative study from the US and China. Applied Economics, 49(10), 1032-1045.SCI
9. Lai, L., & Guo, K. (2017). The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis. Physica A: Statistical Mechanics and its Applications, 483, 299-308. SCI
10. Guo, K., Sun, Y., & Qian, X. (2017). Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market. Physica A: Statistical Mechanics and its Applications, 469, 390-396. SCI
11. Wang, X., Guo, K., & Lu, X. (2016). The long-run dynamic relationship between exchange rate and its attention index: Based on DCCA and TOP method. Physica A: Statistical Mechanics and its Applications, 453, 108-115. SCI
2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Based on TEI@I Research on the multi-scale fluctuation characteristics of China's interest rate (2020), Manage review CSSCI
2. Baixue Wang, Kun Guo. (2018). Research on carbon emission efficiency of public transport in Beijing - based on super efficiency SBM model and ml index. System science and mathematics, 38 (4), 456-467 CSCD
3. Xiaolin Lu, Kun Guo, Zhi Dong. (2018). Research on the interaction mechanism between economic growth and inflation under the background of economic virtualization. Management review, 30 (1), 14-23 CSSCI
4. Yong Shi, Jing Tang, Kun Guo. (2017). Social media investors' attention and the impact of investor sentiment on China's stock market. Journal of Central University of Finance and Economics, (7), 45-53 CSSCI
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 1
2) Number of Industrial Projects in the Past 5 Years: 2
Social Activities: Secretary general, Business Intelligence Society, Chinese Academy of Management
