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蒋学军

Tenure-Track助理教授  

方向:Statistics in Financial Econometrics, Quantile Regression, Variable Selection, Survival analysis, Nonparametric regression

办公室:慧园3栋522

0755-88018687

蒋学军,2000年6月本科毕业于国防科技大学数学与系统科学系;2006年6月硕士毕业于云南大学统计学系;2009年8月博士毕业于香港中文大学统计学系;2009年9月-2010年9月,在香港中文大学统计学系从事博士后研究,2010年7月至2013年6月历任中南财经政法大学统计与数学学院讲师,副教授,研究生导师。2013年7月进入南方科技大学,获国家自然科学基金,广东省自然科学基金(2项),深圳市科创委项目及委托技术开发项目,现任广东省金融教指委委员。发表SCI&SSCI期刊论文近30篇。

研究领域:

◆ Statistics in Financial Econometrics

◆ Quantile Regression, Nonparametric regression

◆ Variable Selection

◆ Bayesian analysis


工作经历:

◆ 2009.09-2010.09 博士后,香港中文大学统计学系

◆ 2010.10-2011.09 讲师, 数学与数量经济系,中南财经政法大学

◆ 2011.10-2013.07 副教授&教研室主任, 硕士生导师, 数理统计与金融统计系,中南财经政法大学

◆ 2011.09-2014.01, 班主任&指导教师,中南财经政法大学 2011级EMBA深圳班

◆ 2013.07-2015.06, Tenure-Track助理教授,  金融数学与金融工程系,南方科技大学

◆ 2015.07-present, Tenure-Track助理教授,  数学系,南方科技大学


教育背景:

◆ 博士,香港中文大学,香港

◆ 硕士,云南大学,昆明

◆ 本科,国防科技大学,长沙


所获荣誉:

◆ 2016年,南方科技大学 “优秀导师奖”

◆ 深圳市海外高层次人才“孔雀计划”入选者


代表文章:

27. (2017.09). Shape derivative of elasto acoustic coupled scattering field and its application, 456, 686-704. Journal of Mathematical Analysis and Application. With Feng, K

26. (2017). Estimation and Testing for Time-varying Quantile Single-index Models with Longitudinal Data. Online in Computational Statistics and Data Analysis.  With Li J. Liang, H. and Song, X.

25.  (2017).Bayesian Analysis of Semiparametric Hidden Markov Models with Latent Variables. Accepted by Structural Equation Modeling: A Multidisciplinary Journal. With Song, X. Kang, K. Ouyang, M. and Cai. J

24. (2017.06). Spatial Quantile Estimation of Multivariate Threshold Time Series Models. Physical A: Statistical Mechanics and Its Application,486, 772-781. With Jiang, J,   Li, J, Li, Y and Yan, W.
23. (2017.05). Diagnostics for quasi-likelihood nonlinear models. Communication in Statistics-Theory and Methods, 47(16), 1-16.  With Tian, X. and Wang, X.

22. (2017.04). Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression. Communication in Statistics-Theory and Methods, 46(13), 6228-6238. With  Tian, X. and Wang, X.
21. (2017.04).Valid statistical inference methods for a case-control study with missing data. Statistical Methods in Medical Research. In press. (doi.10.1177/0962280216649619). 26(2), 1-23 JCR 一区. With G, TIAN.and Chi, Zhang.
20. (2017.02). Statistical inference for a novel health inequality index. Theoretical Economics Letters, 7, 251-262. With Niu, C.
19. (2017.02). Sparse Bayesian Variable Selection in Multinomial Probit Regression Model with Application to High-dimensional Data Classification. Communication in Statistics-Theory and Methods. 46(12), 6137-6150. With Yang, A., Xiang, L. and Lin J.
18. (2017.01). Bayesian Variable Selection with Sparse and Correlation Priors for High-dimensional Data Analysis. Computational Statistics. 32, 127-143 . With Yang, A., Shu, L. and Lin J.
17. (2017.01). Type I multivariate zero-inflated generalized Poisson distribution with applications. Statistics and Its Interface 10(2), 291-311.With Huang, X., TIAN,G.and Zhang, C.
16. (2016.12). Sparse bayesian multinomial probit regression model with correlation prior for High-dimensional data Classification. Statistics and probability letters. 119,241-247. With Yang, A., Liu, P. and Lin J.

15. (2016). Robust and efficient estimation with weighted composite quantile regression. Physica A: Statistical Mechanics and its Applications, 457, 413-423.   With Li, J,  Xia, T. and Yang, W.

14. (2016). Bayesian Approaches for Analyzing Earthquake Catastrophic Risk. Insurance: Mathematics and Economics, 68, 110-119. With Li, Y. and Tang, S.

13. (2016) . Testing hypothesis for a simple ordering in incomplete contingency tables. Computational Statistics and Data Analysis, 99, 25-37. With Li, H., Tian, G. and Tang, N

12. (2016) . Robust and efficient estimation of GARCH models. Journal of Testing and Evaluation, 44(5). With Song, X. and Xiong, Z.

11. (2015) . Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression. Statistics and Probability letters, 103, 37-45. With Xia, T. and Wang, X.

10. (2014) Weighted composite quantile regression estimation of DTARCH models,  The Econometrics Journal, 17 (1), 1-23. With Jiang, J. and Song, X.

9. (2014) Bayesian Analysis of Functional-Coefficient Autoregressive Heteroscedastic Model. Baysian Analaysis 9(3), 1-26. With X. Song, J. Cai, X. Feng

8. (2014) Weighted Type of Quantile Regression and its Application IMECS 2014, Vol II, March 12 - 14, 2014, Hong Kong. With Xia, T. and Xie, D.

7. (2013) Asymptotic properties of maximum quasi-likelihood estimator in quasilikelihood nonlinear models with misspecified variance function, Statistics 48(4). With Xia, T and X, R.Wang.

6. (2012). Oracle model selection for nonlinear models based on weighted composite quantile regression. Statistica Sinica, 22(4), 1479-1506. With Jiang Jiang, J. and Song, X.

5. (2011). Inference for partly linear additive COX models. Statistica Sinica, 21(2), 901-921. With Jiang, J.

4. (2011). Nonparameteric regression under double-sampling designs. Journal of 5. Systems Science and Complexity, 24, 1-9. With Jiang, J. and Liu, Y

3. (2010). Asymptotic properties of the MLE in nonlinear reproductive dispersion models with stochastic regressors. Communication in. Statistics-Theory and Methods, 39, 2800-2810. With Xia, T., Wang, X.

2. (2009). Robust Centroid Quantile Based Classification for High Dimension Low Sample Size Data. Journal of Statistical Planning and Inference, 139, 2571-2580.With Jiang, J., Marron, J.S.

1. (2007). Generalized likelihood ratio tests for the structures of semiparametric additive models. The Canadian Journal of Statistics, 35(3), 381-398. With Jiang, J, Zhou, H., and Peng, J.


Publication (In Chinese)

1. (2016). 基于MCMC抽样的金融贝叶斯半参数GARCH模型研究,数理统计与管理. To appear. 杨爱军,蒋学军,林金官,林晓星

2. (2006). The M-estimate of the local linear regression with variable bandwiths. Journal of Yunnan University, 28 (1), 12-15. 蒋学军,夏天,唐年胜

科研项目:

● 深圳市科创委项目,深圳市艾滋病流行情况风险预测及动态防治的研究,项目编号JCYJ20170307110329106,经费30万,2017.06-2019.06,主持
● 深圳市技术委托开发项目,基于深度机器学习的量化交易系统, 编号:K1628Z015,经费20 万,2016.08-2018.08,主持

◆ 广东省自然科学基金,计数数据模型选择与统计诊断研究,经费10万。项目编号2016A030313856, 2016.06-2018.06,主持

◆ 国家自然科学基金,基于加权复合分位数回归的双门限ARCH,广义ARCH, 及函数系数ARCH模型的推断. (序号:11101432), 21万。 01/2012-04/2015,主持。

◆ The Fundamental Research Funds for the Central Universities of China, (2012-2014)(Series number: 31541111215), 30 Thousand RMB


教师简历:

JIANG_Xuejun.pdf