Current position: Home >> PUBLICATIONS
Bu Hui

Personal Information

Associate Professor  
Supervisor of Doctorate Candidates  

PUBLICATIONS

Published Journal Paper

  1. [1] Bu Hui*, Yao Lei, Li Yingsen. The effect of CSI 300 ETF on price discovery dynamics of CSI300 stock index futures: Consideration of mechanism changes. China Journal of Econometrics, 2021, 1(3): 655-669. (in Chinese)(cited 2) 

  2. [2] Li, Yelin; Bu, Hui*; Li, Jiahong; Wu, Junjie. The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning[J]. International Journal of Forecasting, 2020, 36: 1541-1562. (SSCI, JCR Q1, ABS3) (Cited 29, web of science cited 19)

  3. [3] Bu H, Lu F B, Wei Y J. Lessons from the event of personal account crude oil product of Bank of China: A case study on financial innovation[J]. Management Review, 2020, 32(9): 308-322. (in Chinese)(CSSCI, cited 21)

  4. [4] Junjie Wu, Guannan Liu, Jingyuan Wang, Yuan Zuo, Hui Bu, Hao Lin. Data Intelligence: Trends and Challenges[J]. Systems Engineering - Theory and Practice, 2020, 40(8):2116-2149. (in Chinese) (EI, cited 28)

  5. [5] Lei Wu, Hui Bu*. Evaluation of short selling: A state space approach from financial system engineering perspective[J]. Management Review, 2020, 32(7): 326-336. (in Chinese) (CSSCI)

  6. [6] Hui Bu, Wenjin Tang, Junjie Wu*. Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method[J]. Economic Modelling, 2019, 81: 181-204. (SSCI, JCR Q1, ABS2)(Cited 14, web of science cited 9)

  7. [7] Hui Bu, Zheng Xie, Jiahong Li, Junjie Wu*. Investor sentiment and the predictability of stock returns：Evidence from Chinese stock market and online UGC[J]. Chinese Journal of Management Science, 2018, 21(4): 86-101. (in Chinese) (CSSCI, Cited 133)

  8. [8] Hui Bu*. On backwardation and term structure of futures prices in Chinese copper futures market[J]. Journal of Systems Engineering, 2016, 31(2):191-226. (in Chinese) (CSCD, Cited 15)

  9. [9] Yi Xiao, John J. Liu*, Jin Xiao, Yi Hu, Hui Bu, Shouyang Wang. Application of multiscale analysis-based intelligent ensemble modeling on airport traffic forecast[J]. Transportation Letters-The International Journal of Transportation Research, 2015, 7(2): 73-79. (SCIE, JCR Q3) (Cited 19, web of science cited 11)

  10. [10] Hui Bu*. Effect of inventory announcements on crude oil price volatility [J]. Energy Economics, 2014, 46: 485-494. (SSCI/ESI, JCR Q1, ABS3) (Cited 52, web of science cited 24)

  11. [11] Hui Bu*, Li Pi. Does investor sentiment predict stock returns? The evidence from Chinese stock market[J]. Journal of Systems Science & Complexity, 2014, 27(1): 130-143. (SCIE, Q4) (Cited 29, web of science cited 9) 

  12. [12] Hui Bu*, Xiaozhen Liang, Li Pi. A spatial statistics analysis on finance agglomeration and regional finance development disparities in China[J]. Systems Engineering - Theory and Practice, 2014, 34(5): 1171-1180. (in Chinese) (EI, Cited 32)

  13. [13] Xinwei Che, Hui Bu*, John J. Liu. A theoretical analysis of financial agglomeration in China based on information asymmetry[J]. Journal of Systems Science and Information, 2014, 2(2): 111-129. (Cited 4)

  14. [14] Wen Zhang, Jue Wang*, Hui Bu, Shouyang Wang. Multivariable model based on cross-correlogram for analyzing the change of relationship between factors and crude oil price during financial crisis[J], Systems Engineering - Theory and Practice, 2012, 32(6): 1166-1174. (in Chinese) (EI, Cited 18)

  15. [15] Xinwei Che, Hui Bu*, Xiaozhen Liang, Shuanhong Wang, Shouyang Wang. Theory of mechanism formation of finance agglomeration[J]. Journal of Management Sciences in China, 2012, 15(3): 16-29. (in Chinese) (CSSCI, Cited 166)

  16. [16] Hui Bu*. Price Dynamics and Speculators in Crude Oil Futures Market [J]. Systems Engineering Procedia, 2011, 2: 114-121. (Cited 22)

  17. [17] Xiaozhen Liang, Fengmei Yang, Hui Bu*, Xinwei Che, Shuanhong Wang. Study on the multilayer financial center system in China based on evaluation of urban financial competitiveness[J]. Systems Engineering - Theory and Practice, 2011, 31(10): 1847-1857. (in Chinese) (EI, Cited 72)

  18. [18] Hui Bu*, Yanan He. Price dynamics and volatility of crude oil futures market: Inventory information shocks and trading activities of non-commercial traders[J]. Systems Engineering - Theory and Practice, 2011, 31(4), 691-701.(in Chinese) (EI, Cited 30)

  19. [19] Haibin Xie, Chong Chen, Hui Bu, Shouyang Wang*. Testing market responses under extreme risks[J]. Systems Engineering - Theory and Practice, 2011, 31(4), 650-655. (in Chinese) (EI, Cited 13)

  20. [20] Wen Zhang, Hui Bu*, Shouyang Wang. Quarterly crude oil price forecasting system based on optimally selected model[J]. Journal of Systems Engineering, 2011, 26(1), 9-16, 30. (in Chinese) (CSCD, Cited 7)

  21. [21] Hui Bu, Shouyang Wang*. Empirical study of inflation-hedging characteristics of commodity futures and its portfolio in China [J]. Journal of Management Sciences in China, 2010, 13(9): 26-36. (in Chinese) (CSSCI, Cited 50)

  22. [22] Wenjie Wang, Hui Bu, Fengbin Lu*. Empirical Analysis of the Volatility of Shanghai Gold Futures Market under Global Financial Crisis[J]. Management Review, 2009, 21(2): 77-83. (in Chinese) (CSSCI, Cited 43)

  23. [23] Yi Li, Hui Bu, Shouyang Wang*. The relationship between funds and futures prices: an empirical study based on copper futures market[J]. Systems Engineering - Theory and Practice, 2008, 28(9): 10-19. (in Chinese) (EI, Cited 26)

  24. [24] Hui Bu, Yi Li, Shouyang Wang *. Relationship between funds and commodity futures prices: an empirical study based on soybean futures market[J]. Management Review, 2008, 20(5): 3-8. (in Chinese) (CSSCI, Cited 16)

  25. [25] Hui Bu, Yi Li, Rui-gang Chen, Qing-wei Liu, Shuan-hong Wang, Shou-yang Wang*.The construction of the commodity futures index and study of its functions[J]. Chinese Journal of Management Science, 2007, 15(4): 1-8. (in Chinese) (CSSCI, Cited 25)

  26. [26] Yan Yan, Wei Xu, Hui Bu, Yang Song, Wen Zhang, Hong Yuan, Shouyang Wang*. Housing Price Forecasting Method Based on TEI@I Methodology, Systems Engineering - Theory and Practice, 2007, 27(7): 1-9. (In Chinese, EI, Cited 76) (in English, cited 30)

  27. [26] Hui Bu, Yi Li, Shuanhong Wang, Shouyang Wang*, A comparison study on the international commodity index[J]. Management Review, 2007, 19(1): 3-8. (in Chinese) (CSSCI, Cited 21)

  28. [28] Li Yi, Yang Liexun, Chen Xiaojian, Chen Ruigang, Liu Qingwei, Wang Shuanhong, Bu Hui. Why did China′s Advantage Become Disadvantage in the "Soybean Event" of 2004?[J]. Management Review, 2006, 18(6), 37-42. (in Chinese)  (CSSCI, Cited 13)


Conference Paper

  1. [29]    Li Y L*, Bu H, Wu J J. Identifying P2P Lending Frauds Based on Ownership Structure[C]. 2020 IEEE 11th International Conference on Software Engineering and Service Science (ICSESS). IEEE, 2020: 250-253. (EI会议) (Beijing, 2020.10.16-18. Yelin Li presented)

  2. [30]    Chen C, Li Y L, Bu H*, Wang J Y, Wu J J, & Xiong, Z. Forecasting on Trading: A Parameter Adaptive Framework Based on Q-Iearning[C]//The 15th International Conference on Service Systems and Service Management (ICSSSM 2018). IEEE, 2018: 1-6. （EI: 20184105920767）(Cited 1) 

  3. [31]    Chen Y Z, Wu J J, Bu H.* Stock Market Embedding and Prediction: A Deep Learning Method[C]//The 15th International Conference on Service Systems and Service Management (ICSSSM 2018). IEEE, 2018: 1-6.（EI：20184105920882）(Cited 8) 

  4. [32]    Li J H, Bu H*, Wu J J. Sentiment-aware stock market prediction: A deep learning method[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. （EI：20173604119519）(Cited 95, web of science cited 10) 【Journal version：Li, Yelin; Bu, Hui*; Li, Jiahong; Wu, Junjie. The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning[J]. International Journal of Forecasting. 2020, 36(4): 1541-1562.】

  5. [33]    Li Y L, Bu H*, Wu J J. A two-stage multi-view prediction method for investment strategy[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. （EI：20173604119520, Cited 1）

  6. [34]    Tang W J, Bu H*. On building causal networks for Chinese stock market understanding[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. （EI：20173604119521）(Dalian, June 16-18, 2017. Wenjin Tang presented, Hui Bu attended). 【Journal version：Hui Bu, Wenjin Tang, Junjie Wu*. Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method[J]. Economic Modelling, 2019, 81: 181-204. 】

  7. [35]     Zhang Y F*, Bu H. Can extracted sentimental features from stock forum account for the stock return?[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. （EI: 20173604119522）(Cited 1)

  8. [36]     Li, Yelin, Junjie Wu, Hui Bu*. When quantitative trading meets machine learning: A pilot survey[C]. The 13th International Conference on Service Systems and Service Management (ICSSSM 2016), IEEE, 2016: 1-6. Kunming, 2016.  DOI: 10.1109/ICSSSM.2016.7538632. (EI: 20163702808589; Cited 14) 

  9. [37]     Bo Wen, Xue Gong, Hui Bu, Lean Yu, Shouyang Wang*. Weekly crude oil futures price forecast based on trader positions of COT report [C]. Proceedings of the 2008 International Conference on e-Risk Management (IceRM 2008). Atlantis Press, 2008.

  10. [38]  汪寿阳, 张维, 李心丹, 部慧. 复杂金融系统工程与风险管理研究的新进展[A]. 系统工程理论与实践, 2011, 31(4): 3-6. (被引17)


Recommended Ph.D.Supervisor

Copyright © 2022 Beihang University. All rights reserved.
Address: 37 Xueyuan Road, Haidian District, Beijing, P.R. China, 100191.
Tel: +86-10-82317114

Click : times
  • MOBILE Version
    •
    Open time:..
    The Last Update Time:..

    Mobile phone sweep