浙江杭州人，分别在英国曼彻斯特大学、英国谢菲尔德大学、西安电子科技大学获得博士、硕士和学士学位。现为浙江工商大学金融学院教授，任泰隆金融学院副院长。主要研究领域有：金融时间序列分析、大数据分析、神经网络技术在资本市场的应用、技术赋能普惠金融等。

    欢迎金融、金融工程、应用数学、计算机等相关专业背景的研究生报考， 感兴趣的同学，请联系我: nihe@zjgsu.edu.cn。 

金融时间序列

机器学习在金融中的应用

资本定价和风险控制

投资组合优化

主讲课程：

• 机器学习在金融中的应用 [课程讲义和代码链接]

ORCID  0000-0001-8054-4523 点击查看完整列表

• Yao, Li, Ni, H.*, Prediction of patent grant and interpreting the key determinants: an application of interpretable machine learning approach, Scientometrics, (2023) 128, 4933–4969. DOI: 10.1007/s11192-023-04736-z

• Wang, YQ*, Ni, H., Buffered-ranking intervals for virtual profit efficiency analysis, Central European Journal of Operations Research 2023, DOI 10.1007/s10100-023-00847-3.

• Ni, H., Xu, H.*, Ma, D., Fan, J., Contextual Combinatorial Bandit on Portfolio Management, Expert Systems With Applications 2023, (221) 119677.

• Zhang, Q., Ni, H.*, Xu, H., Nowcasting Chinese GDP in a Data-rich Environment: Lessons from Machine Learning Algorithms, Economic Modelling 2023.

• Zhang, Q., Ni, H.*, Xu, H., Forecasting models for the Chinese macroeconomy in a data rich environment: Evidence from large dimensional approximate factor models with mixed frequency data, Accounting & Finance 2022, 00:1-49.

• Ni, H.*, Wang YQ, Jiang T., Chen Z.Y., Self-Adaptive bagging approach to credit rating, Technological Forecasting and Social Change 2022, 175:121371.

• Ni, H.*, Wang, YQ, Xu, BY, Self-Organizing Gaussian Mixture Map Based on Adaptive Recursive Bayesian Estimation, Intelligent Automation & Soft Computing 2020, 26(2): 227-236.

• Fu, P., Zhu, A., Ni, He, Zhao, X., Li, X., Threshold behaviors of social dynamics and financial outcomes of ponzi scheme diffusion in complex networks, Physica A: Statistical Mechanics and its Applications 2018 (490): 632-642.

• He Ni*, Tianhong Luan, Yu Cao, Donald Finlay, Can venture capital trigger innovation? New evidence from China, International Journal of Technology Management 2014 (65): 189-214.

• Yongqiao Wang, He Ni, Multiple-$v$ support vector regression based on spectral risk measure minimization, Neurocomputing 2013 (101): 217-228.

• He Ni*, Stock index tracking by Pareto efficient genetic algorithm, Applied Soft Computing 2013 (13): 4519-4535.

• 倪禾*, 基于启发式遗传算法的指数追踪组合构建策略, 系统工程理论与实践 2013 (33): 2645-2653.

• Yongqiao Wang, He Ni, Multivariate convex support vector regression with semidefinite programming, Knowledge Based System 2012 (30): 87-94.

• Yongqiao Wang, He Ni, Nonparametric bivariate copula estimation based on shape-restricted support vector regression, Knowledge Based System 2012 (35): 235-244.

• 倪禾*, 一种自组织混合模型在汇率波动性预测中的应用, 控制理论与应用 2010 (27): 444-450.

• He Ni, Hujun Yin, Exchange rate prediction using a hybrid neural networks and trading indicators, Neurocomputing 2009 (72): 2815-2823.

• He Ni, Hujun Yin, A Self-Organising Mixture Autoregressive Network for FX Time Series Modelling and Prediction, Neurocomputing 2009 (72): 3529-3537.

• He Ni, Hujun Yin, Self-organising mixture autoregressive model for non-stationary time series modelling, International Journal of Neural Systems 2008 (18): 1-12.

• He Ni, Hujun Yin, Recurrent Self-Organising Maps and Local Support Vector Machine Models for Exchange Rate Prediction, Lecture Notes in Computer Science 2006 (3973): 504-511.