Prof. Long is the director of Fictitious Economy Research Lab of the Research Center on Fictitious Economy & Data Science, Chinese Academy of Sciences. She has long been dedicated to working in the fields of financial markets and data science, researching the impact of new information dissemination modes and artificial intelligence tools on investor decision-making, and actively promoting the application of artificial intelligence technology to solve practical financial problems in the era of big data. She broadly interested in financial big data analysis, behavioral finance, risk management and venture capital. She has published over 90 papers in mainstreamed journals in the areas of finance, economicsand data mining, as well as participated in 7 monographs in both Chinese and English. Prof. Long has leda number of projects including General Project, Youth Fund, Emergency Project granted by National Natural Science Foundation of China, Postdoctoral Fund, and also participated in Innovation Group, Major Projects, and Key Projects of National Natural Science Foundation of China. She serves as a member of the Business Intelligence Sub-committee of the China Association for Modernization of Management, and associateeditor and area editor in several domestic and foreign academic journals. She has won the Outstanding Scientific Research Achievement Award of Cheng Siwei Fund, the Outstanding Teacher Award of Zhu Li Yuehua, the Best Paper Award of the International Conference on Information Technology and Quantitative Management, etc., and also guided student teams to win awards in China's "Internet+" Undergraduate Innovation and Entrepreneurship Competition and the "Challenge Cup" Undergraduate Extracurricular Academic Science and Technology Works Competition.
Education
2002-2007 School of Economics & Management, Beihang University, Ph.D
1998-2002 School of Economics & Management, Beihang University, B.E.
Selected Publications
- Wen Long, Ruiqi Ma, Man Guo. Information content and sentiment: Role of environmental disclosure in stock price crash risk. International Review of Financial Analysis, 104(2025): 104294
- Wen Long, Man Guo. Social media and capital markets: an interdisciplinary bibliometric analysis. Financial Innovation, (2025)11: 77.
- Man Guo, Wen Long*, Yanqiang Zhong, Wei Zhang. Who knows more? The role of structural hole spanners in accurate information identification on social media. Pacific-Basin Finance Journal, 93 (2025): 102826
- Long W, Liu D, Zhang W. Resilient Leadership and SME Performance in Times of Crisis: The Mediating Roles of Temporal Psychological Capital and Innovative Behavior. Sustainability, 2025, 17(17): 7920
- Yanyan Jia, Wen Long, Yingjie Tian. Digitizing Highways: Unleashing Potential Through Data Element Circulation for Safety, Cost Efficiency, and Environmental Impact Optimization. Journal of Systems Science and Information, 2025, 13(1): 23-60
- Wen Long, Jing Gao, Kehan Bai, Zhichen Lu. A hybrid model for stock price prediction based on multi-view heterogeneous data, Financial Innovation, (2024) 10: 48.
- Wen Long, Yanqiang Zhong. The neglected cohort: The impact of silent majority in social media on stock returns, Finance Research Letters, 52(2023): 103363
- Yong Shi, Bo Li, Wen Long*, Wei Dai. Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models, Computational Economics, 59(2022): 1027–1068
- Wen Long, Manyi Zhao, Yeran Tang. Can the Chinese Volatility Index Reflect Investor Sentiment? International Review of Financial Analysis, 73 (2021): 101612
- Wen Long, Ying Guo, Ying Wang. Information spillover features in global financial markets: a systematic analysis, Research in International Business and Finance, 57(2021), 101395
- Yong Shi, Wei Dai, Wen Long*. A New Deep Learning-Based Zero-Inflated Duration Model for Financial Data Irregularly Spaced in Time, Frontiers in Physics, 2021(9): 651528.
- Yong Shi, Wei Dai, Wen Long*, Bo Li. Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism, Mathematical Problems in Engineering. 2021: 7854512.
- Wen Long, Linqiu Song, Yingjie Tian, Wenning Yang. Analysis of slump and surge phenomenon in Chinese stock market based on sequence alignment method, Soft Computing, 24(2020): 18185–18202
- Wen Long, Zhichen Lu, Lingxiao Cui. Deep Learning-Based Feature Engineering for Stock Price Movement Prediction, Knowledge-Based Systems, 164 (2019): 163-173
- Wen Long, Linqiu Song, Yingjie Tian. A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity, Expert Systems with Applications, 118 (2019): 411-424
- Yong Shi, Bo Li, Wen Long*. Pyramid scheme model for consumption rebate frauds, Chinese Physics B. 2019, 28(7): 078901
- Yong Shi, Ye-ran Tang, Wen Long*, Sentiment contagion analysis of interacting investors: Evidence from China’s stock forum, Physica A: Statistical Mechanics and its Applications, 523(2019): 246-259
- Yong Shi, Ye-ran Tang, Ling-xiao Cui, Wen Long*, A Text Mining Based Study of Investor Sentiment and Its Influence on Stock Returns, Economic Computation and Economic Cybernetics Studies and Research, 2018, 52(1): 183-199
- Wen Long, Ye-ran Tang, Ying-jie Tian*. Investor Sentiment Identification based on the Universum SVM. Neural Computing & Applications, 2018, 30(2): 661–670
- Wen Long, Lijing Guan, Jiangjian Shen, Linqiu Song, Lingxiao Cui. A complex network for studying the transmission mechanisms in stock market. Physica A: Statistical Mechanics and its Applications, 484 (2017): 345-357
- Wen Long*, Yeran Tang, Dingmu Cao. Correlation Analysis of Industry Sectors in China's Stock Markets Based on Interval Data. Filomat. 30(15): 3999-4013
- Ling-xiao Cui, Wen Long*. Trading strategy based on dynamic mode decomposition: tested in Chinese stock market. Physica A: Statistical Mechanics and its Applications, 461 (2016): 498–508
- Wen Long, Henry M.K. Mok, Yan Hu, Huiwen Wang. The Style and Innate Structure of the Stock Markets in China. Pacific-Basin Finance Journal, 2009, 17(2): 224-242
