人物經歷
1996年7月 華東理工大學化學工程學士學位。
2001年5月 華東理工大學化學工藝博士學位。
2001年6月 美國加州大學洛杉磯分校博士後。
2004年7月 華東理工大學聯合化學反應研究所。
2005年10月 華東理工大學商學院教授。
主講課程
《金融物理學導論》(2007年9月起)。
研究方向
金融物理學、複雜網路、複雜性科學、分形與多重分形、流體力學。
主要貢獻
科研項目
國家自然科學面上基金、上海市聯盟計畫、教育部人文社會科學研究青年項目、上海市曙光計畫、教育部新世紀優秀人才支持計、自然科學基金管理學部青年基金一項、第十屆霍英東教育基金會基金項目一項、教育部留學回國人員啟動基金一項、973項目3級子課題一項。
主要研究方向：
複雜系統理論及其在化工中的套用，分形和多重分形理論及其套用，複雜網路，經濟物理學，生物信息學，湍流等。
發表論文
2011
95. W.-X. Zhou, Universal price impact functions of individual trades in an order-driven market, Quantitative Finance, in press (2011).
94. X.-Y. Qian, G.-F. Gu, and W.-X. Zhou, Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes, Physica A, in press (2011).
93. W.-X. Zhou, G.-H. Mu, W. Chen and D. Sornette, Investment strategies used as spectroscopy of financial markets reveal new stylized facts, PLoS ONE 6(9), in press (2011).
92. K. Guo, W.-X. Zhou, S.-W. Cheng and D. Sornette, The US stock market leads the Federal funds rate and Treasury bond yields, PLoS ONE 6(8), e22794 (2011).
91. D.-M. Song, M. Tumminello, W.-X. Zhou and R. N. Mantegna, Evolution of worldwide stock markets, correlation structure, and correlation based graphs, Physical Review E 84(2), 026108 (2011).
90. Z.-Q. Jiang and W.-X. Zhou, Multifractal detrending moving average cross-correlation analysis, Physical Review E 84(1), 016106 (2011).
89. W.-J. Xie and W.-X. Zhou, Horizontal visibility graphs mapped from fractional Brownian motions: Topological properties versus Hurst index, Physica A 390(20), 3592-3601 (2011).
88. Y.-P. Ruan and W.-X. Zhou, Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant, Physica A 390(9), 1646-1654 (2011).
2010
87. G.-H. Mu and W.-X. Zhou, Tests of nonuniversality of the stock return distributions in an emerging market, Physical Review E 82(6), 066103 (2010).
86. C. Liu and W.-X. Zhou, Superfamily classification of nonstationary time series based on DFA scaling exponents, Journal of Physics A: Mathematical and Theoretical 43(49), 495005 (2010).
85. Z.-Q. Jiangand W.-X. Zhou, Complex stock trading network among investors, Physica A 389(21), 4929-4941 (2010).
84. W.-J. Xie, G.-F. Gu and W.-X. Zhou, On the growth of primary industry and population of China’s counties, Physica A 389(18), 3876-3882 (2010).
83. F.-T. Song and W.-X. Zhou, Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change, Physica A 389(17), 3538-3545 (2010).
82. G.-F. Gu and W.-X. Zhou, Detrending moving average algorithm for multifractals, Physical Review E 82, 011136 (2010).
81. M.-C. Qian, Z.-Q. Jiang and W.-X. Zhou, Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices, Journal of Physics A: Mathematical and Theoretical 43(33), 335002 (2010).
80. G.-H. Mu, W.-X. Zhou, W. Chen and J. Kertész, Order flow dynamics around extreme price changes on an emerging stock market, New Journal of Physics 12(7), 075037 (2010).
79. F. Ren and W.-X. Zhou, Recurrence interval analysis of high-frequency financial returns and its application to risk estimation, New Journal of Physics 12(7), 075030 (2010).
78. F. Ren and W.-X. Zhou, Recurrence interval analysis of trading volumes, Physical Review E 81(6), 066107 (2010).
77. Z.-Q. Jiang, W.-X. Zhou, D. Sornette, R.Woodard, K. Bastiaensen and P. Cauwels, Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, Journal of Economic Behavior & Organization 74 (3), 149-162 (2010).
K. Bastiaensen, P. Cauwels, D. Sornette, R. Woodard and W.-X. Zhou, The Chinese equity bubble: Ready to burst, 10 July 2009.
See also: D. Sornette, M. Fedorovsky, S. Riemann, H. Woodard, R. Woodard, and W.-X. Zhou, The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations, 14 May 2010.
Reported by: Kentucky, Econophysicist predicts date of Chinese stock market collapse, MIT’s Technology Review, July 14, 2009.
Reported by: Kentucky, Econophysicist predicts date of Chinese stock market collapse – Part II, MIT’s Technology Review, August 21, 2009.
Reported by: Kentucky, Econophysicist predicts date of Chinese stock market collapse – Part III, MIT’s Technology Review, September 9, 2009.
Reported by: Kentucky, Forecasting financial crashes: The ultimate experiment begins, MIT’s Technology Review, November 5, 2009.
Reported by: Physicists successfully predict stock exchange plunge, New Scientist, Issue 2723, pp.17, 26 August 2009.
76. X.-H. Ni, Z.-Q. Jiang, G.-F. Gu, F. Ren, W. Chen and W.-X. Zhou, Scaling and memory in the non-Poisson process of limit order cancelation, Physica A 389 (14), 2751-2761 (2010).
75. C. Liu, W.-X. Zhou, and W.-K. Yuan, Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence, Physica A 389 (13), 2675-2681 (2010).
74. Z.-Q. Jiang, F. Ren, G.-F. Gu, Q.-Z. Tan and W.-X. Zhou, Statistical properties of online avatar numbers in a massive multiplayer online role-playing game, Physica A 389 (4), 807-814 (2010).
73. G.-F. Gu, F. Ren, X.-H. Ni, W. Chen and W.-X. Zhou, Empirical regularities of opening call auction in Chinese stock market, Physica A 389 (2), 278-286 (2010).
2009
72. Z.-Q. Jiang, W.-X. Zhou and Q.-Z. Tan, Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game, EPL (Europhysics Letters) 88 (4), 48007 (2009).
71. W.-X. Zhou, The components of empirical multifractality in financial returns, EPL (Europhysics Letters) 88 (2), 28004 (2009).
70. C. Liu, Z.-Q. Jiang, F. Ren and W.-X. Zhou, Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence, Physical Review E 80 (4), 046304 (2009).
69. X.-H. Ni, Z.-Q. Jiang and W.-X. Zhou, Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks, Physics Letters A 373 (42), 3822-3826 (2009).
68. F. Ren, G.-F. Gu and W.-X. Zhou, Scaling and memory in the return intervals of realized volatility, Physica A 388 (22), 4787-4796 (2009).
67. L.-J. Ji,W.-X. Zhou, H.-F. Liu, X. Gong, F.-C.Wang and Z.-H. Yu, R/S method for unevenly sampled time series: Application to detecting long-term temporal dependence of droplets transiting through a fixed spatial point in gas-liquid two-phase turbulent jets, Physica A 388 (17), 3345-3354 (2009).
66. G.-F. Gu and W.-X. Zhou, Emergence of long memory in stock volatility from a modified Mike-Farmer model, EPL (Europhysics Letters) 86, 48002 (2009).
65. W.-X. Zhou and D. Sornette, Numerical investigations of discrete scale invariance in fractals and multifractal measures, Physica A 388 (13), 2623-2639 (2009).
64. D.-M. Song, Z.-Q. Jiang and W.-X. Zhou, Statistical properties of world investment networks, Physica A 388 (12), 2450-2460 (2009).
63. G.-H. Mu, W. Chen, J. Kertész and W.-X. Zhou, Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market, European Physical Journal B 68 (1), 145-152 (2009).
62. G.-F. Gu and W.-X. Zhou, On the probability distribution of stock returns in the Mike-Farmer model, European Physical Journal B 67(4), 585-592 (2009).
61. D. Sornette, R. Woodard and W.-X. Zhou, The 2006-2008 oil bubble: Evidence of speculation and prediction, Physica A 388, 1571-1576 (2009).
Reported by:Jon Cartwright, Rising cost of oil ‘due to speculation’, Physics World, 24 June 2008.
60. X.-H. Ni and W.-X. Zhou, Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks, Journal of the Korean Physics Society 54 (2), 786-791 (2009).
59. F. Ren, L. Guo and W.-X. Zhou, Statistical properties of volatility return intervals of Chinese stocks, Physica A 388 (6), 881-890 (2009).
58. W.-X. Zhou and D. Sornette, A case study of speculative financial bubbles in the South African stock market 2003-2006, Physica A 388 (6), 869-880 (2009).
57. C. Liu, X.-L. Jiang, T. Liu, L. Zhao, W.-X. Zhou, W.-K. Yuan, Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends, Applied Surface Science 255 (7), 4239-4245 (2009).
56. Z.-Q. Jiang and W.-X. Zhou, Direct evidence for inversion formula in multifractal financial volatility measure, Chinese Physics Letters 26 (2), 028901 (2009).
55. Z.-Q. Jiang, W. Chen and W.-X. Zhou, Detrended fluctuation analysis of intertrade durations, Physica A 388 (4), 433-440 (2009).
2008
54. F. Ren and W.-X. Zhou, Multiscaling behavior in the volatility return intervals of Chinese indices, EPL (Europhysics Letters) 84 (6), 68001 (2008).
53. M.-R. Niu, W.-X. Zhou, Z.-Y. Yan, Q.-H. Guo, Q.-F. Liang, F.-C. Wang and Z.-H. Yu, Multifractal detrended fluctuation analysis of combustion flames in four-burner impinging entrained-flow gasifier, Chemical Engineering Journal 143 (1-3), 230-235 (2008).
52. Z.-Q. Jiang, W. Chen and W.-X. Zhou, Scaling in the distribution of intertrade durations of Chinese stocks, Physica A 387 (23), 5818-5825 (2008).
51. G.-H. Mu and W.-X. Zhou, Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index, Physica A 387 (21), 5211-5218 (2008).
50. G.-F. Gu, W. Chen and W.-X. Zhou, Empirical shape function of limit-order books in the Chinese stock market, Physica A 387 (21), 5182-5188 (2008).
49. W.-X. Zhou, Multifractal detrended cross-correlation analysis for two nonstationary signals, Physical Review E 77 (6), 066211 (2008).
48. Z.-Q. Jiang and W.-X. Zhou, Multifractal analysis of Chinese stocks based on partition function approach, Physica A 387 (19-20), 4881-4888 (2008).
47. Z.-Q. Jiang and W.-X. Zhou, Statistical significance of the rich-club phenomenon in complex networks, New Journal of Physics 10 (4), 043002 (2008).
46. Z.-Q. Jiang and W.-X. Zhou, Multifractality in stock indexes: Fact or fiction? Physica A 387 (14), 3605-3614 (2008).
45. G.-F. Gu, W. Chen and W.-X. Zhou, Empirical regularities of order placement in the Chinese stock market, Physica A 387 (13), 3173-3182 (2008).
44. X.-Y. Qian, F.-T. Song and W.-X. Zhou, Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests, Physica A 387 (2-3), 503-510 (2008).
43. G.-F. Gu, W. Chen and W.-X. Zhou, Empirical distributions of Chinese stock returns at different microscopic timescales, Physica A 387 (2-3), 495-502 (2008).
42. W.-X. Zhou and D. Sornette, Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes, Physica A 387 (1), 243-260 (2008).
2007
41. G.-F. Gu and W.-X. Zhou, Statistical properties of daily ensemble variables in the Chinese stock markets, Physica A 383, 497-506 (2007).
40. Z.-Q. Jiang, L. Guo and W.-X. Zhou, Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market, European Physical Journal B 57, 347-355 (2007).
39. G.-F. Gu, W. Chen and W.-X. Zhou, Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature, European Physical Journal B 57, 81-87 (2007).
38. Z.-Q. Jiang and W.-X. Zhou, Scale invariant distribution and multifractality of volatility multiplier in stock markets, Physica A 381, 343-350 (2007).
37. W.-X. Zhou and D. Sornette, Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates, Physica A 380, 287-296 (2007).
36. Z.-Q. Jiang, W.-X. Zhou, B. Xu and W.-K. Yuan, Process flow diagram of an ammonia plant as a complex network, AIChE Journal 53, 423-428 (2007).
35. W.-X. Zhou, Z.-Q. Jiang and D. Sornette, Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling, Physica A 375, 741-752 (2007).
34. W.-X. Zhou and D. Sornette, Self-organizing Ising model of financial markets, European Physical Journal B 55, 175-181 (2007).
2006
33. G.-F. Gu and W.-X. Zhou, Detrended fluctuation analysis for fractals and multifractals in higher dimensions, Physical Review E 74, 061104 (2006).
32. D. Sornette andW.-X. Zhou, Importance of positive feedbacks and over-confidence in a selffulfilling Ising model of financial markets, Physica A 370, 704-726 (2006).
31. J.-L. Xu, W.-X. Zhou, H.-F. Liu, X. Gong, F.-C. Wang and Z.-H. Yu, Inversion formula of multifractal energy dissipation in three-dimensional fully developed turbulence, Physical Review E 73, 056308 (2006).
30. W.-X. Zhou and D. Sornette, Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data, Journal of Macroeconomics 28, 195-224 (2006).
29. D. Sornette and W.-X. Zhou, Predictability of large future changes in major financial indices, International Journal of Forecasting 22, 153-168 (2006).
28. W.-X. Zhou, D. Sornette, and W.-K. Yuan, Inverse statistics and multifractality of exit distances in 3D fully developed turbulence, Physica D 214, 55-62 (2006).
27. W.-X. Zhou, B. Li, T. Liu, G.-P. Cao, L. Zhao, and W.-K. Yuan, Shape complexity and fractality of fracture surfaces of swelled isotactic polypropylene with supercritical carbon dioxide, Physical Review E 73, 011801 (2006).
26. W.-X. Zhou and D. Sornette, Is there a real-estate bubble in the US?, Physica A 361, 297-308 (2006).
Reported by: Belle Dume, USbubble set to burst, PhysicsWeb, June 7, 2005.
Reported by:Mark Buchanan, Science reinvents the economy, New Scientist, issue 2711, 05 June 2009.
25. W.-X. Zhou and D. Sornette, Fundamental factors versus herding in the 2000-2005 US stock market and prediction, Physica A 360, 459-482 (2006).
2005
24. D. Sornette and W.-X. Zhou, Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method, Quantitative Finance 5, 577-591 (2005). See also Journal of Macroeconomics 28, 195-224 (2006) for more details on the methodology.
23. W.-X. Zhou and W.-K. Yuan, Inverse statistics in stock markets: Universality and idiosyncracy, Physica A 353, 433-444 (2005).
22. W.-X. Zhou, D. Sornette, R.A. Hill and R.I.M. Dunbar, Discrete hierarchical organization of social group sizes, Proceedings of the Royal Society B 272, 439-444 (2005).
Reported by:J. Bohannon, Too Many Friends? Science Now, 05/02/17.
Reported by:Sueddeutsche Zeitung, one of Germany’s main newspapers.
21. W.-X. Zhou and D. Sornette, Testing the stability of the 2000 US stock market “antibubble”, Physica A 348, 428-452 (2005).
20. G. Broekstra, D. Sornette and W.-X. Zhou, Bubble, critical zone and the crash of Royal Ahold, Physica A 346, 529-560 (2005).
2004
19. W.-X. Zhou and D. Sornette, Causal slaving of the U.S.treasury bond yield antibubble by the stock market antibubble of August 2000, Physica A 337, 586-608 (2004).
18. W.-X. Zhou and D. Sornette, Antibubble and prediction of China’s stock market and realestate, Physica A 337, 243-268 (2004).
17. D. Sornette andW.-X. Zhou, Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: Implications for the future of the USeconomy and its stock market, Physica A 332, 412-440 (2004).
2003
16. D. Sornette andW.-X. Zhou, The US 2000-2003 market descent: Clarifications, Quantitative Finance 3, C39-C41 (2003).
15. W.-X. Zhou and D. Sornette, Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of five crashes and prediction, Physica A 330, 584-604 (2003).
14. W.-X. Zhou and D. Sornette, Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000, Physica A 330, 543-583 (2003).
13. W.-X. Zhou and D. Sornette, 2000-2003 real estate bubble in the UKbut not in the USA, Physica A 329, 249-263 (2003).
12. D. Sornette, H. Takayasu andW.-X. Zhou, Finite-time singularity signature of hyperinflation, Physica A 325, 492-506 (2003).
11. W.-X. Zhou and D. Sornette, Non-parametric analyses of log-periodic precursors to financial crashes, International Journal of Modern Physics C 14, 1107-1125 (2003).
10. W.-X. Zhou, D. Sornette and V. Pisarenko, New evidence of discrete scale invariance in the energy dissipation of three-dimensional turbulence: Correlation approach and direct spectral detection, International Journal of Modern Physics C 14, 459-470 (2003).
2002
9. D. Sornette and W.-X. Zhou, The US 2000-2002 market descent: How much longer and deeper? Quantitative Finance 2, 468-481 (2002). Cited 34 times.
Reported by:J. Hogan, Statistical physics predicts stock market gloom, New Scientist, 12/02/2002.
Reported by: E. Cartlidge, Learning from the master of complexity, Physics World 16(7), 8-9-2003.
Reported by:Belle Dumé, Anti-bubbles hint at fragile economic prospects, Physics Web, 4 December 2002.
Reported by:UCLA Press release: Stock market crashes are predictable, Dec. 14, 2002.
Reported by:Financial Times, Institute of Physics, et al.
8. W.-X. Zhou and D. Sornette, Generalized q-analysis of log-periodicity: Applications to critical rupture, Physical Review E 66, 046111 (2002).
7. W.-X. Zhou and D. Sornette, Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence, Physica D 165, 94-125 (2002).
6. W.-X. Zhou and D. Sornette, Statistical significance of periodicity and log-periodicity with heavy-tailed correlated noise, International Journal of Modern Physics C 13, 137-170 (2002).
5. H.-F. Liu,W.-X. Zhou, F.-C.Wang, X. Gong and Z.-H. Yu, The wavelet transform of periodic function and nonstationary periodic function, Applied Mathematics and Mechanics 23 1062-1070 (2002).
2001
4. W.-X. Zhou, H.-F. Liu and Z.-H. Yu, Anomalous features arising from random multifractals, Fractals 9, 317-328 (2001).
3. W.-X. Zhou and Z.-H. Yu, On the properties of randomly multiplicative measures with the multipliers exponentially distributed, Physica A 294, 273-282 (2001).
2. W.-X. Zhou and Z.-H. Yu, Multifractality of drop breakup in the air-blast nozzle atomization process, Physical Review E 63, 016302 (2001).
2000
1. W.-X. Zhou, T.-J. Zhao, T. Wu and Z.-H. Yu, Application of fractal geometry to atomization process, Chemical Engineering Journal 78, 193-198 (2000).
中文期刊論文
3. 郭梁，周煒星，“基於高頻數據的中國股市量價關係研究”， 管理學報 7 (8)，1242-1247(2010).
2. 周煒星，“上證指數高頻數據的多重分形錯覺”， 管理科學學報 13(3)，81-86 (2010).
周煒星，“金融市場的巨觀建模和微觀建模——從金融海嘯與市場風險談起”， 物理 39 (1)，22-27 (2010).
獲獎記錄
上海市曙光學者，上海市教委、上海市教育基金會，2008。
新世紀優秀人才，教育部，2007。
上海市青年科技啟明星，上海市科委，2006。
上海市研究生優秀成果（學位論文）獎，上海市教委，2004。
全國百篇優秀博士論文提名獎，教育部，2003。
華東理工大學優秀博士論文獎，華東理工大學，2002。
杜邦獎學金，2000。
聯合利華獎學金，1996。
寶鋼獎學金一等獎（全國35人），1993。
第八屆 “東華杯”中學生化學競賽浙江賽區個人第一名、團體第一名，1992。
浙江省高中化學奧林匹克競賽三等獎，1991。
全國高中數學聯賽三等獎，1991。
