王永巧，男，1977年生，浙江磐安，博士，教授，博士生导师。现为浙江工商大学金融学院教授，浙江工商大学投资与风险管理研究所所长。2005年7月毕业于中国科学院数学与系统科学研究院，毕业后于浙江工商大学金融学院任教。曾多次在香港城市大学从事访学工作。2013年入选浙江省高校中青年学科带头人。主要研究方向为金融风险管理与金融数据分析，具体研究领域包括金融相依性、金融异常性检测、智能金融、利率期限结构、投资组合、生产效率前沿。主持国家自然科学基金3项、教育部人文社科基金1项、浙江省自然科学基金2项。其研究成果发表于国际与国内著名期刊，包括IEEE TPAMI, IEEE TNNLS, IEEE TFS, EJOR等SCI期刊论文十多篇，国内《数量经济技术经济研究》、《系统工程理论与实践》等期刊多篇。

金融风险管理与数据分析

[1]Yongqiao Wang, Lishuai Li, Chuangyin Dang: Calibrating ClassificationProbabilities with Shape-Restricted Polynomial Regression. IEEE Trans. PatternAnal. Mach. Intell. 41(8): 1813-1827 (2019)
[2]Yongqiao Wang, Chuangyin Dang, Shouyang Wang: Robust Novelty Detection viaWorst Case CVaR Minimization. IEEE Trans. Neural Netw. Learning Syst. 26(9):2098-2110 (2015)
[3]Yongqiao Wang, Shouyang Wang, Chuangyin Dang, Wenxiu Ge: Nonparametricquantile frontier estimation under shape restriction. European Journal ofOperational Research 232(3): 671-678 (2014)
[4]He Ni, Yongqiao Wang: Stock index tracking by Pareto efficient geneticalgorithm. Appl. Soft Comput. 13(12): 4519-4535 (2013)
[5]Yongqiao Wang: Modeling financial dependence with support vector regression.Intell. Data Anal. 17(2): 233-249 (2013)
[6]Yongqiao Wang, He Ni, Shouyang Wang: Multiple-v support vector regressionbased on spectral risk measure minimization. Neurocomputing 101: 217-228 (2013)
[7]Yongqiao Wang, Shouyang Wang: Estimating ά-frontier technical efficiencywith shape-restricted kernel quantile regression. Neurocomputing 101: 243-251(2013)
[8]Yongqiao Wang: Smooth Nonparametric Copula Estimation with Least Squares SupportVector Regression. Neural Processing Letters 38(1): 81-96 (2013)
[9]Yongqiao Wang, He Ni: Multivariate convex support vector regression withsemidefinite programming. Knowl.-Based Syst. 30: 87-94 (2012)
[10]Yongqiao Wang, He Ni, Shouyang Wang: Nonparametric bivariate copulaestimation based on shape-restricted support vector regression. Knowl.-BasedSyst. 35: 235-244 (2012)
[11]Yongqiao Wang: Robust ν-support vector machine based on worst-caseconditional value-at-risk minimization. Optimization Methods and Software27(6): 1025-1038 (2012)
[12]Yongqiao Wang, Shouyang Wang, K. K. Lai: Measuring financial risk withgeneralized asymmetric least squares regression. Appl. Soft Comput. 11(8):5793-5800 (2011)
[13]Yongqiao Wang, Xun Zhang, Shouyang Wang, K. K. Lai: Nonlinearclustering-based support vector machine for large data sets. OptimizationMethods and Software 23(4): 533-549 (2008)
[14]Yongqiao Wang, Shouyang Wang, Kin Keung Lai: A new fuzzy support vectormachine to evaluate credit risk. IEEE Trans. Fuzzy Systems 13(6): 820-831(2005)