基本情况：

陈鹏展，男，汉族，中共党员。研究兴趣主要是不确定条件下复杂系统的决策问题，包括不可逆投资、风险度量、低碳运作等。研究成果发表在Mathematical Finance、European Journal of Operational Research、Operations Research Letters等国际期刊。主持中国博士后科学基金面上项目一项，参与国家自然科学基金项目三项。

工作经历：

2023年－至今，中国科学技术大学，公共事务学院，特任副研究员

2021年－2023年，中国科学技术大学，统计与金融系，博士后

教育背景：

2015年－2021年，中国科学技术大学，统计与金融系，理学博士

2013年－2015年，四川大学，经济学院，经济学学士（辅修）

2011年－2015年，四川大学，化学工程学院，工学学士

学术论文：

[1]P. Chen, and Y. Song. (2023) A General Approximation Method for Optimal Stopping and Random Delay. Mathematical Finance. Forthcoming.

[2]W. Ye, Y. Zhou, P. Chen, and B. Wu. (2023) A Simulation-Based Method for Estimating Systemic Risk Measures. European Journal of Operational Research. Forthcoming.

[3]W. Ye, J. Yang, and P. Chen. (2023) Short-Term Stock Price Trend Prediction with Imaging High Frequency Limit Order Book Data. International Journal of Forecasting. Forthcoming.

[4]W. Ye, B. Wu, P. Chen. (2023) Pricing VIX Derivatives Using a Stochastic Volatility Model with a Flexible Jump Structure. Probability in the Engineering and Informational Sciences, 37(1), 245-274.

[5]P. Chen, and Y. Song. (2022) Irreversible Investment with Random Delay and Partial Prepayment. Operations Research Letters, 50(5), 434-440.

[6]W. Ye, P. Chen, Y. Shi, and X. Liu. (2022) Trading Restriction and the Choice for Derivatives. International Review of Financial Analysis, 82, 102118.

[7]W. Ye, W. Xia, B. Wu, and P. Chen. (2022) Using Implied Volatility Jumps for Realized Volatility Forecasting: Evidence from the Chinese Market. International Review of Financial Analysis, 83, 102277.

[8]K. Tan, Y. Chen, P. Chen. (2022) Modeling Maxima with a Regime-Switching Fréchet Model. Journal of Risk, 25(2) , 1-19.

[9]B. Wu, P. Chen, and W. Ye. (2021) Jump Activity Analysis of the Equity Index and the Corresponding Volatility: Evidence from the Chinese Market. Journal of Futures Markets 41(7), 1055-1073.

[10]P. Chen, W. Ye. (2021) Stochastic Volatility Model with Correlated Jump Sizes and Independent Arrivals. Probability in the Engineering and Informational Sciences, 35(3), 513-531.

[11]叶五一, 陆欣, 陈鹏展. (2021) 中国波指隐含的波动率风险溢价研究：基于带跳随机波动率模型的实证分析. 系统工程学报, 待刊.

科研项目：

[1]中国博士后科学基金第72批面上资助（No. 2022M723018），项目主持人，2023.01-2024.12

[2]校青年创新基金，项目主持人，2023.01-2024.12