教授、博导
浙江大学物理学学士，美国布朗大学博士，学习理论物理和应用数学专业，发表论文40余篇，出版学术专著一部。曾在美国对冲基金公司供职5年，从事期货期权等衍生品量化交易工作，担任衍生品量化交易部门负责人，负责股指期货高频做市商交易，指数期权做市商交易，以及股票期权的量化交易系统。
主要研究领域：
1. 统计学
空间统计方法，空间双随机过程等
城市经济，区域经济研究
金融时间序列统计方法
高频订单流统计
2.金融学和金融市场
高频交易市场的统计以及策略研究
中国股市制度及市场效率研究
股票市场定价因子及投资策略研究
金融风险，流动性风险研究
教育背景：
2003-2008，布朗大学物理学博士
2003-2007，布朗大学应用数学硕士
研究成果：
1、Y. Long, J. Yan, L. Wu(*), X. Long, Market price determination: Interpreting quote order imbalance under zero-profit equilibrium, Economic modelling, 2024, 134: 106708. [SSCI]
2、L. Zhao, B. Deng, L. Wu(*), C. Liu, M. Guo, Deep reinforcement learning for adaptive stock trading: Tackling inconsistent information and dynamic decision environments, Journal of organizational and end user computing, 2024, 36(1):1-27. [SCI/SSCI]
3、 L. Wu, Y Long, W Li, B. Wu, Analysts’ disagreement, self-selection, and stock returns, Journal of business economics and management, 2023, 24(1):37-53. [SSCI]
4、Y. Long, L. Zeng, J. Wang, X. Long & L. Wu (*) A gradient boosting approach to estimating tail risk interconnectedness, Applied Economics, 2022, 54(8): 862-879. [SSCI]
5、L. Wu, H. Liu, C. Liu and Y. Long, Determining the information share of liquidity and order flows in extreme price movements. Economic Modeling. 2020 93: 559-575. [SSCI]
6、C. Liu, L Ren, L Wu(*), and M Guo The Short-Term and Long-Term Trade-off between Risk and Return: Chaos VS Rational.Journal of Business Economics and Management. 2020 (21): 23-43. [SSCI]
7、C. Liu, L Ren, L Wu(*), and M Guo, Measuring the Smart Pattern for Medium Sized Cities. Journal of Urban Planning and Development. 2020, 146(3): 05020005. [SCI/SSCI]
8、C. Liu, Y. Feng, D Lin, L Wu(*), and M Guo, IoT Based Laundry Services: An Application of Big Data Analytics, Intelligent Logistics Management, and Machine Learning Techniques, International Journal of production research 2020(3):1-19. [SCI]
9、L. Wu, C. Gong and X. Yan, Taylor’s Law and its decomposition in urban service facilities, Royal Society Open Science 2019 (6): 180770-180786. [SCI/SSCI]
10、L. Wu, X. Yan, Z. Fu, and R. Zhang, Do investor choose trade size according to liquidity, empirical evidence from the S&P 500 index future market, Finance Research Letters, 2019 (28): 275-280. [SSCI]
11、Z. Fu, L. Wu(*) and Z. Zhuang, Labor Supply, Income Distribution, and Tax Progressivity in a search model. The B. E. Journal of Macroeconomics. 19.1 (2018): 1-18. [SSCI]
12、L. Wu, H. Luo, and Z. Fu, Positive return-volatility correlation, and short sale constraints: Evidence from the Chinese market, Asia-Pacific journal of Financial studies 47(1), 2018: 132-157. [SSCI]
13、吴良, 燕鑫, 杨宇程, 流动性危机与中国股灾之谜, 统计研究. 2017, 34(12): 87-98. [CSSCI]
14、吴良, 范曦临, 高斌, 卖空和借贷约束,有限参与和资产收益率偏度: 理论模型和实证分析. 统计研究. 2016,33(06):52-61. [CSSCI]
15、L. Wu, Y. Li, and X. Chen, On the Scale Free Laws of Urban Facilities, Physics Letters A. 380(3) 2015. [SCI/SSCI]
16、L. Wu, X. Yan, and J. Du, Scaling properties of urban facilities. Physical Review E. 90 (6) 2014. [SCI/SSCI]
17、P. Neskovic, Sherman, L. Wu, I. Leon N. Cooper. Learning faces with the BIAS model: On the importance of the sizes and locations of fixation regions. Neurocomputing 72(13-15): 2915-2922 (2009) [SCI]
18、L. Wu, S. He, and L. Shen, Band structure for a one-dimensional photonic crystal containing left-handed materials. Physical Review B 67 (23): Art. No. 235103 Jun 15 2003. [SCI]
19、 L.Wu, S. He, and L. Chen, On unusual narrow bands for a multi-layered periodic structure containing left-handed materials. Optics Express 11(11): 1283-1290 Jun 2 2003. [SCI]
20、L. Wu, S. He, Revised finite-difference time-domain in a nonorthogonal coordinate system and its application to the computation of the band structure of a photonic crystal. Journal of Applied Physics 91 (10): 6499-6505 Part 1 May 15 2002. [SCI]
21、 L. Wu, F.Zhuang, and S. He, Degeneracy analysis for a supercell of a photonic crystal and its application to the creation of band gasps, Physical Review E 67 (2): Art. No. 026612 Part 2 Feb 2003. [SCI]
22、L. Wu, Z. Ye, and S. He, Obtaining the band structure of a complicated photonic crystal by linear operations, Chinese Physics 12 (6): 642-648 Jun 2003. [SCI]
23、 F. Zhuang, L. Wu, S. He, Band structures of two-dimensional photonic crystals with regular polygon cylinders calculated by linear operations, ACTA PHYSICA SINICA 51 (12): 2865-2870 Dec 2002. [SCI]
24、 F. Zhuang, L. Wu, S. He, A two-dimensional photonic crystal with six large bandgaps formed by a hexagonal lattice of anisotropic cylinders, Chinese Physics 11 (8): 834-838 Aug 2002. [SCI]
25、L. Shen, S. He, and L. Wu, The application of effective-medium theory in the plane-wave expansion method for analyzing photonic crystals, ACTA Physics Sinica 51 (5): 1133-1138 May 2002. [SCI]
26、F. Zhuang, L. Wu, S. Xiao, et al. Band structure of a two-dimensional photonic crystal with a triangular lattice of anisotropic elliptic cylinders, Chinese Physics Letters19 (1): 73-75 Jan 2002. [SCI]
27、C. Zhao, L. Hu, and L. Wu(*), Tail risk Association Network Based on the Logit-Lasso Vector Autoregressive Model, International Conference on Big Data Economy and Information Management, 2023. [EI]
28、L. Wu, P. Neskovic and L. N. Cooper. A probabilistic model for classifying segmented images, International Conference on Pattern Recognition - ICPR, oral presentation, 1-4 L. Wu/3 2008. [EI]
29、L. Wu, H. Ren, P. Neskovic and L. N. Cooper. Approximating a non-homogeneous HMM with Dynamic Spatial Dirichlet Process, International Conference on Pattern Recognition ICPR, oral presentation, 1-4 2008. [EI]
30、P. Neskovic, I. Sherman, L. Wu, and L. N. Cooper. How Important are the Sizes and Locations of the Fixation Regions for the BIAS Model? Natural Computation, Vol. 2, pp. 17-21, 2007. [EI]
31、 L.Wu and P. Neskovic. Classifying EEG data into different memory loads across subjects, Lecture Notes in Computer Science: Artificial Neural Networks - ICANN, oral presentation, Vol. 4669, pp. 149-158, 2007. [EI]
32、L. Wu, and P. Neskovic. Feature extraction for EEG classification: representing electrode outputs as a Markov stochastic process, European Symposium on Artificial NeuralNetworks, pp. 567-572, 2007. [EI]
33、 L. Wu, P. Neskovic, E. Reyes, E. Festa, W. Heindel, and L. N. Cooper. Classifying n-back EEG data using entropy and mutual information features, European Symposium on Artificial Neural Networks, pp. 61-66, 2007. [EI]
34、 P. Neskovic, L. Wu, and L. N. Cooper. Learning by Integrating Information Within and Across pp. 488-497, 2006. [EI]
35、L. Wu, P. Neskovic, and L. N. Cooper. Biologically Inspired Hierarchical Model for Feature Extraction and Localization. International Conference on Pattern Recognition - ICPR, pp. 259-262, 2006. [EI]
36、 L. Wu, P. Neskovic, and L. N. Cooper. Biologically Inspired Bayes Learning and its Dependence on the Distribution of the Receptive Fields. Lecture Notes in Computer Science: Advances in Natural Computation - ICNC, Vol. 4221, pp. 279-288, 2006. [EI]
37、L. Wu, P. Neskovic and Luiz Pessoa. Dirichlet Process Mixture Model with Spatial Constraints. IBNS-TR-2007-02, Brown University, 2007.
38、L. Wu and P. Neskovic. A self-improving procedure for Bayes classification with few training examples. IBNS-TR- 2007-01, Brown University, 2007.
39、 H. Ma, G. Lu, J. Tan and L. Wu, A New Polygon Filling Algorithm Based on Pertinence Between Point and Its Abutting Sides. Journal OF Image And Graphics 2004 Vol.9 No.11 P.1336-1341. [EI]
40、 H. Wen, L. Wu, J. Song, Z. Shen and S. He. Analysis Of Retro-diffraction Efficiency For Etched Diffraction Gratings Using A FDTD Method, CTA Photonica Sinica 2002 Vol.31 No.11 P.1377-1381.[EI]
学术交流：
1、C. Liu, and L. Wu, A computational modeling of financial resource allocation towards sustainable urban planning, Asia-Pacific Applied Economics Association, 2023.
2、L. Wu, C. Gong, Overpricing or Underpricing, Short Sale Constraints and De-Correlation Role of Index Futures，25th EBES (Eurasia Business and Economics Society) Conference, 2018
3、L. Wu, L. Zhang, Z Fu, Deleveraging, short sale constraints, and market crash. 12th International Symposium on Econometric Theory and Applications (SETA) and the 26th New Zealand Econometric Study Group (NZESG), 2016.2.17-2016.2.19
4、L. Wu, J. Luo, Positive Skewness, Anti-Leverage, Reverse Volatility Asymmetry, and Short Sale Constraints: Evidence from the Chinese Markets market, 17th EBES (Eurasia Business and Economics Society) Conference, 2015
