一、  个人简介

张雅丽研究员,入选3200威尼斯vip高层次人才“骏马计划”,博士生导师。博士毕业于北京交通大学统计学专业，新加坡国立大学公派访问学者，现为3200威尼斯vip金融系特聘研究员。在Communications in Nonlinear Science and Numerical Simulation、Nonlinear Dynamics、Chaos等期刊发表论文20余篇。主持教育部产学合作项目、内蒙古自治区自然科学基金项目、3200威尼斯vip高层次人才科研项目等6项、参与国家自然科学基金面上项目、红果园省部级“企事业”项目等5项。

个人主页

Web of Science: https://www.webofscience.com/wos/author/record/KZV-0368-2024

Google Scholar: https://scholar.google.com/citations?hl=zh-CN&user=Ij5DLJgAAAAJ

ORCID: https://orcid.org/0009-0002-8287-4328

二、  教育背景与工作经历

3200威尼斯vip       金融系（研究员“骏马计划引进”）   2022.07-至今

新加坡国立大学   联合培养博士（CSC资助）         2021.05-2022.05

北京交通大学     统计学（博士）             2018.09-2022.06

北京交通大学     计算数学（硕士）            2016.09-2018.06

三、主讲课程

金融时间序列分析、金融学

四、  科研成果

（一）  论文发表

[1] Ren Rui; Li Sitan; Gu Yulan; Li Guifen; Xue Dongdong; Liu Nuo; Zhang Yali*; An Li; Zhang. Jiangwei*, Methodological characterization of X-ray absorption Spectroscopy in small molecule conversion processes utilizing energy catalytic nanomaterials, Next Materials, 2025, 7:100343.

[2] Chen pengyu; Zhang Yali*; Chu zhongzhu*, Exploring the influence of financial development on. climate physical risk: insights from China. Climate Policy,2024,7:1-17.

[3] Zhao Xiaojun; Zhang Na*; Zhang Yali; Xu Chao; Shang Pengjian, Equity markets volatility. clustering: A multiscale analysis of intraday and overnight returns. Jouranl of Empirical Finance,2024,77:101487.

[4] Zhang Yali*; Shang Pengjian, KM-MIC: An improved maximum information coefficient based. on K-Medoids clustering. Communications In Nonlinear Science And Numerical Simulation,2022,111:106418.

[5] Zhang Yali*; Shang Pengjian; He Jiayi; Xiong Hui,A measure of complexity based on the order. patterns.Nonlinear Dynamics,2020,102:1925-1938.

[6] Zhang Yali; Shang Pengjian*; He Jiayi; Xiong Hui, Cumulative Tsallis entropy based on multi-scale permuted distribution of financial time series. Physica A-Statistical Mechanics And Its Applications,2020,548:124388.

[7] Xiong Hui; Shang Pengjian; He Jiayi; Zhang Yali*, Complexity and information measures in. planar characterization of chaos and noise. Nonlinear Dynamics,2020,100:1673-1687.

[8] He Jiayi*; Shang Pengjian; Zhang Yali, Global recurrence quantification analysis and its. application in financial time series. Nonlinear Dynamics,2020,100:803-829.

[9] Zhang Yali*; Shang Pengjian; He Jiayi; Xiong Hui, Cumulative Tsallis entropy based on power. spectrum of financial time series. Chaos,2019,29:103118.

[10] Xiong Hui; Shang Pengjian*; Zhang Yali, Fractional cumulative residual entropy. Communications In Nonlinear Science And Numerical Simulation,2019,78:104879.

[11] Zhang Yali; Shang Pengjian*, The complexity-entropy causality plane based on multiscale. power spectrum entropy of financial time series. Chaos,2018,28:123120.

[12] Zhang Yali; Shang Pengjian*, Multivariate multiscale distribution entropy of financial time. series. Physica A-Statistical Mechanics And Its Applications,2019,515:72-80.

[13] Zhang Yali*; Shang Pengjian, The complexity-entropy causality plane based on multivariate. multiscale distribution entropy of traffic time series. Nonlinear Dynamics,2019,95:617-629.

[14] Zhang Yali; Shang Pengjian*; Sun Zhenghui, Diversity analysis based on ordered patterns. Physica A-Statistical Mechanics And Its Applications,2018,506:1126-1133.

[15] Zhang Yali*; Shang Pengjian, Permutation entropy analysis of financial time series based on. Hill's diversity number. Communication In Nonlinear Science And Numerical Simulation,2017,53:288-298.

（二）、科研项目

[1]大数据分析和智能决策及其实践应用，教育部产学合作协同育人项目（230804647030321），2023.09-2024.09，100万元，主持

[2]非线性时间序列的多尺度相关性研究及其应用，内蒙古自治区自然科学基金青年项目（2023QN01005），2023.01-2025.12,10万元，主持

[3]非平稳信号多标度信息传递在金融市场中的应用，内蒙古自治区本级引进人才科研支持项目（13100-15112018）, 2023.01-2025.12,20万元，主持

[4]基于非平稳信号的信息传递研究，3200威尼斯vip高层次人才科研启动项目，3200威尼斯vip“骏马计划”（10000-23112101/038)，2023.01-2026.01，70万元，主持

[5]基于熵理论的多变量时间序列的复杂性分析，基本科研业务费研究生创新项目(2019YJS210), 2019.04-2021.03，3万元，已结题，主持

[6]多变量时间序列的多尺度分析，基本科研业务费研究生创新项目(2017YJS199), 2017.01-2018.12，1万元，已结题，主持

[7]非平稳信号的多尺度鞅差距离相关性研究，国家自然科学基金“面上”(62171018), 2022.01-2025.12，57万元，参与

[8]基于时间序列分析的动态响应数据分析，北京交通大学(S20L00170), 2020.06-2021.12，25万元，已结题，参与

[9]基于概率分布的复杂时间序列的结构特征及相关性研究，基本科研业务费研究生创新项目(2019YJS193), 2019.04-2021.03，1万元，已结题，参与

[10]基于信息熵理论的低温高速轴承故障诊断研究，红果园省部级“企事业”(S18YG500010), 2017.12-2019.10，30万元，已结题，参与

[11]多变量时间序列的相关性和复杂性研究，基本科研业务费研究生创新项目(2017YJS192), 2017.01-2018.12，1万元，已结题，参与