统计与精算学系
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张应应

2017/07/19 19:43  点击:[]

基本信息

张应应,博士,讲师

 

学习经历

2001-2005年,四川大学数学学院应用数学专业,理学学士学位,导师:赵国松

2005-2007年,澳门大学科技学院数学系,理学硕士学位,导师:丁灯

2007-2010年,澳门大学科技学院数学系,理学博士学位,导师:金小庆

 

工作经历

2010年至今,重庆大学,数学与统计学院统计与精算学系教师

 

教学科研经历

2016/09-2017/08,美国康涅狄格大学,统计系,访问学者,访问陈明辉教授

 

科研项目

主持

1.2016/092017/08, 中国国家留学基金(China Scholarship Council), 201606055028.

2.2013/012017/12, Monte Carlo高级技术及其在期权定价中的应用(Monte Carlo advanced techniques with their applications in options pricing), 中央高校基本科研业务费项目(the Fundamental Research Funds for the Central Universities), CQDXWL2012/004.

3.2011/072015/06, 基于R软件的多元统计分析及其应用(Multivariate statistical analysis and its applications using R software), 重庆市自然科学基金项目(Natural Science Foundation Project of CQ CSTC), CSTC2011BB0058.

4.2010/092015/09, 带跳过程下的期权定价(Option pricing under jump diffusion processes), 重庆大学高层次人才科研启动基金项目(Chongqing University High-Level Talents Research Start Funds), CDJRC10100010.

 

主研

1.        2017/012020/12, 矩阵分解的随机算法、随机扰动分析及其应用, 国家自然科学基金面上项目(National Natural Science Foundation of China), 11671060.

 

2.   2014/012017/12, 离散观测时间下重尾风险模型的分红问题, 教育部人文社会科学研究西部和边疆地区项目(MOE project of Humanities and Social Sciences on the west and the border area), 14XJC910001.

 

代表性教学科研成果

Journal of Statistical Computation and Simulation Communications in Statistics - Theory and MethodsJournal of Computational FinanceJournal of Computational and Applied MathematicsLinear Algebra and its ApplicationsComputers & Mathematics with ApplicationsEast Asian Journal on Applied MathematicsChinese Journal of Applied Probability and Statistics工程数学学报,统计与决策,数学的实践与认识等期刊上发表或录用期刊论文16

 

已发表和录用的期刊论文

1.        Zhang YY*, Zhou MQ, Xie YH, Song WH (2017). The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model [J]. Journal of Statistical Computation and Simulation, 87(14): 2724-2737. (SCI)

2.        Xie YH, Song WH, Zhou MQ, Zhang YY* (2017). The Bayes posterior estimator of the variance parameter of the normal distribution with normal-inverse-gamma prior under Stein’s loss [J]. Chinese Journal of Applied Probability and Statistics, accepted for publication. (Chinese core journal; CSCD)

3.        Zhang YY*, Xie YH, Song WH, Zhou MQ (2017). Three strings of inequalities among six Bayes estimators [J]. Communications in Statistics – Theory and Methods, to be published. (SCI)

4.        Zhang YY* (2017). The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein’s loss [J]. Communications in Statistics – Theory and Methods, 46(14): 7125-7133. (SCI)

5.        张应应* (2016). 总体或样本的协方差(矩阵)和相关系数(矩阵)的系统定义[J]. 统计与决策, (8): 20-24. (Zhang YY*. Systematic definitions of the population or the sample covariance (matrix) and correlation coefficient (matrix) [J]. Statistics and Decision, (8): 20-24.) (Chinese core journal; CSSCI)

6.        肖雪梦, 张应应* (2015). 三种回归方法在消除多重共线性及其预测结果的比较[J]. 统计与决策, (24): 75-78. (Xiao XM, Zhang YY*. Comparison of three regression methods on eliminating multicollinearity and the prediction results [J]. Statistics and Decision, (24): 75-78.) (Chinese core journal; CSSCI)

7.        张应应*, 代春兰 (2015). Monte Carlo方法的精度分析及其在算术平均亚洲期权定价中的应用[J]. 工程数学学报, 32(2): 185-196. (Zhang YY*, Dai CL. Accuracy analysis of Monte Carlo method and its application in the arithmetic average Asian option pricing [J]. Chinese Journal of Engineering Mathematics, 32(2): 185-196.) (Chinese core journal; CSCD)

8.        张应应* (2015). 稳健性因子分析在股票评价中的应用[J]. 统计与决策, (16): 76-79. (Zhang YY*. Robust factor analysis and its applications in the stock evaluation [J]. Statistics and Decision, (16): 76-79.) (Chinese core journal; CSSCI)

9.        司圣音, 张应应* (2014). 稳健性因子分析在城镇居民家庭现金消费支出中的应用[J]. 数学的实践与认识, 44(20): 21-32. (Si SY, Zhang YY*. Robust factor analysis and its applications in urban households cash consumption expenditure [J]. Mathematics in Practice and Theory, 44(20): 21-32.) (Chinese core journal; CSCD)

10.    Zhang YY, Pang HK, Feng LM*, Jin XQ (2014). Quadratic finite element and preconditioning methods for options pricing in the SVCJ model [J]. Journal of Computational Finance, 17(3): 3-30. (SSCI)

11.    张潇方, 张应应* (2014). 克强指数反映中国经济现实状况的优越性研究[J]. 统计与决策, (22): 30-32. (Zhang XF, Zhang YY*. The research on the superiority of Keqiangs index in reflecting the economic reality of China [J]. Statistics and Decision, (22): 30-32.) (Chinese core journal; CSSCI)

12.    张应应*, 魏毅 (2014). R函数实现正态总体均值、方差的区间估计及假设检验的设计[J]. 统计与决策, (9): 74-77. (Zhang YY*, Wei Y. Implement all the interval estimations and hypothesis testings of the means and variances of normal populations in one R function [J]. Statistics and Decision, (9): 74-77.) (Chinese core journal; CSSCI)

13.    Pang HK*, Zhang YY, Jin XQ (2012). Tri-diagonal preconditioner for pricing options [J]. Journal of Computational and Applied Mathematics, 236: 4365-4374. (SCI)

14.    Pang HK*, Zhang YY, Vong SW, Jin XQ (2011). Circulant preconditioners for pricing options [J]. Linear Algebra and its Applications, 434: 2325-2342. (SCI)

15.    Pang HK*, Zhang YY, Jin XQ (2011). Tri-diagonal preconditioner for Toeplitz systems from finance [J]. East Asian Journal on Applied Mathematics, 1: 82-88. (SCI)

16.    Ding D*, Zhang YY (2008). A splitting-step algorithm for reflected stochastic differential equations [J]. Computers & Mathematics with Applications, 55: 2413-2425. (SCI)

 

 

联系方式

Email: robertzhangyying@qq.com  or  robertzhang@cqu.edu.cn

地址:重庆市 沙坪坝区 大学城 重庆大学虎溪校区 数学与统计学院

邮编:401331

个人主页:https://zhangyingying319.wordpress.com

 

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地址:重庆大学虎溪校区B1栋 邮编:401331