博士毕业于新加坡国立大学

金融人工智能、深度学习、金融大数据分析、金融风险管理，量化投资，股票和债券市场

[1] 国家社会科学基金青年项目：基于人工智能的系统性金融风险预警体系研究，2019/07-2021/12，主持。

[2] 国家自然科学基金青年项目：市场化进程中的利率模型研究—从随机微分到量子金融的分析，2015/01-2017/12，主持。

[3] 教育部人文社科基金青年项目：基于市场化视角的利率演化机制模型构建及其应用研究，2014/01-2016/12，主持。

[4] 江苏省社会科学基金项目：利率市场模型构建在我国的应用研究，2014/01-2016/12，主持。

江苏省“双创计划”引进人才

[1]  Pan Tang, Belal E. Baaquie, Xin Du and Ying Zhang, Linearized Hamiltonian of the LIBOR market model: analytical and empirical results. Applied Economics, 2016. 48(10): p. 878-891.  (SSCI, SCI)

[2]  Pan Tang, Ying Zhang, Belal E. Baaquie and Boris Podobnik,Classical convergence versus Zipf rank approach: Evidence from China's local-level data. Physica A-Statistical Mechanics and Its Applications, 2016. 443: p. 246-253. (SSCI, SCI)

[3]  Belal E. Baaquie, Xin Du*, Pan Tang, and Yang Cao, Pricing of range accrual swap in the quantum finance Libor Market Model. Physica A-Statistical Mechanics and Its Applications, 2014. 401: p. 182-200. (SCI)

[4]  Belal E. Baaquie and Pan Tang*, Simulation of nonlinear interest rates in quantum finance: Libor Market Model. Physica A-Statistical Mechanics and Its Applications, 2012. 391(4): p. 1287-1308. (SCI)

[5]  Belal E. Baaquie, Pan Tang*, and Jitendra D. Bhanap, Empirical analysis and calibration of the CEV process for pricing equity default swaps.Quantitative Finance, 2011. 11(12): p. 1815-1823. (SSCI, SCI)

[6]  Belal E. Baaquie and Pan Tang*, Simulation of coupon bond European and barrier options in quantum finance. Physica A-Statistical Mechanics and Its Applications, 2011. 390(2): p. 263-289.  (SSCI, SCI)