主要研究领域:
金融计量分析、时序数据挖掘
主要讲授课程:
本科生:多元统计分析、金融计量学、金融时间序列
硕/博研究生:金融计量学、交通大数据分析与应用
主持和参与的科研项目:
[1] 国家自然科学基金,62006033,基于粒计算的时序数据特征表示与聚类分析,主持。
[2] 辽宁省博士科研启动基金计划项目,2019-BS-029,基于信息粒化的时间序列聚类方法研究,主持。
[3] 中国博士后基金,2019M651100,跨市场交互作用影响下航运企业组合套期保值策略研究,主持。
[4] 辽宁省社会科学规划基金,L18DGL010,辽宁省生态足迹的动态分析及生态文明建设的对策研究,主持。
[5] 大连市高层次人才创新支持计划,2021RQ061,时间序列智能分析在物流大数据中的应用研究,主持。
主要学术论文和专著:
[1] Hongyue Guo, Mengjun Wan, Lidong Wang, Xiaodong Liu, Witold Pedrycz. Weighted fuzzy clustering for time series with trend-based information granulation. IEEE Transactions on Cybernetics, 2022. (SCI检索)
[2] Hongyue Guo, Lidong Wang*, Xiaodong Liu, Witold Pedrycz. Trend-based Granular representation of tme series and its application in clustering. IEEE Transactions on Cybernetics, 2021. (SCI 检索)
[3] Hongyue Guo, Haibo Kuang, Lidong Wang*, Xiaodong Liu, Witold Pedrycz. Hierarchical axiomatic fuzzy set granulation for financial time series clustering. IEEE Transactions on Fuzzy Systems, 2020. (SCI检索)
[4] Hongyue Guo*, Lidong Wang, Xiaodong Liu, Witold Pedrycz. Information granulation-based fuzzy clustering of time series. IEEE Transactions on Cybernetics, 2020. (SCI检索)
[5] Hongyue Guo*, Witold Pedrycz, and Xiaodong Liu. Hidden Markov models based approaches to long-term prediction for granular time series. IEEE Transactions on Fuzzy Systems, 2018. (SCI检索)
[6] Hongyue Guo*, Lidong Wang, and Xiaodong Liu. Dynamic time alignment kernel-based fuzzy clustering of non-equal length vector time series. International Journal of Machine Learning and Cybernetics, 2019. (SCI检索)
[7] Hongyue Guo*, Witold Pedrycz, and Xiaodong Liu. Fuzzy time series forecasting based on axiomatic fuzzy set theory. Neural Computing & Applications, 2019. (SCI检索)
[8] Hongyue Guo, Xiaodong Liu*, and Zhubin Sun. Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks. Journal of Applied Statistics, 2016. (SCI检索)
[9] Hongyue Guo, Xiaodong Liu*. Dynamic programming-based optimization for segmentation and clustering of hydrometeorological time series. Stochastic Environmental Research and Risk Assessment, 2016. (SCI检索)
[10] Hongyue Guo*, Xiaodong Liu, and Lixin Song. Dynamic programming approach for segmentation of multivariate time series. Stochastic Environmental Research and Risk Assessment, 2015. (SCI检索)
[11] Hongyue Guo, Zhubin Sun, and Xiaodong Liu*. Multivariate time series segmentation approach based on hidden Markov models. The Tenth International Conference on Innovative Computing, Information and Control, 2015.
[12] Zhipeng Ma, Hongyue Guo*, Lidong Wang. A hybrid method of time series forecasting based on information granulation and dynamic selection strategy. Journal of Intelligent and Fuzzy Systems, 2023. (SCI检索)
[13] Yashuang Mu, Jiangyong Wang, Wei Wei, Hongyue Guo*, Lidong Wang, Xiaodong Liu. Information granulation-based fuzzy partition in decision tree induction. Information Sciences, 2022. (SCI检索)
[14] Fang Zhao, Gang Li, Hongyue Guo, Lidong Wang. Rule-based models via the axiomatic fuzzy set clustering and their granular aggregation. Applied Soft Computing, 2022. (SCI检索)
[15] Fang Zhao, Hongyue Guo, Lidong Wang. Granular rule-based modeling using the principle of justifiable granularity and boundary erosion clustering. Soft Computing, 2021. (SCI检索)
[16] Lidong Wang, Fang Zhao, Hongyue Guo*, Xiaodong Liu, Witold Pedrycz. Top-Down granulation modeling based on the principle of justifiable granularity. IEEE Transactions on Fuzzy Systems, 2021. (SCI检索)
[17] Xiaodong Liu*, Wenjuan Jia, Yuangang Wang, Hongyue Guo, Yan Ren, and Zedong Li. Knowledge discovery and semantic learning in the framework of AFS theory. WIREs Data Mining and Knowledge Discovery, 2018. (SCI检索)
[18] Zhubin Sun, Xiaodong Liu*, and Hongyue Guo. A method for constructing the composite indicator of business cycles based on information granulation and dynamic time warping. Knowledge-based Systems. 2016. (SCI检索)
[19] 赵芳, 郭红月, 王利东. 基于区间二型FCM和合理粒度原则的信息粒生成方法及应用. 模糊系统与数学, 2020。
[20] 刘依菲, 郭红月*, 刘晓东. 基于样本选择的二型AFS分类方法研究. 南京理工大学学报, 2019。
[21] Lanlan Gu, Hongyue Guo, and Xiaodong Liu*. Fuzzy time series forecasting based on information granule and neural network. International Journal of Computational Science and Engineering, 2017. (EI 检索)
科研获奖情况:
[1] 辽宁省自然科学学术成果二等奖、基于隐马尔可夫模型的粒化时间序列长期预测方法、2019
审稿人经历:
Information Sciences、Applied Soft Computing、International Journal of Machine Learning and Cybernetics、Stochastic Environmental Research and Risk Assessment、Journal of Applied Statistics 审稿人
招生类别和方向:
[1] 博士招生方向:
管理科学与工程 1名/年
[2] 硕士(MBA)招生方向或领域:
金融工程、市场营销 4-6名/年
[3]硕士(学硕或专硕)招生方向或领域:
----交通运输(专硕) 2-3名/年
----金融工程(学硕) 1名/年
联系方式:hyguo@dlmu.edu.cn