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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,Tenure-track助理教授。2009年获香港中文大学统计学博士学位, 09年09月-10年10月在香港中文大学统计学系从事博士后研究,13年07月加入南方科技大学,获国家自然科学基金(青年,面上)、广东省自然科学基金(2项)、深圳市科创委项目、深圳市技术委托开发项目、广东省本科高校金融学类教改项目等。主要科研方向为数理统计、金融统计与计量,已发表SCI&SSCI期刊论文近40篇。



研究领域:

◆ 金融与计量经济统计

◆ 分位数回归

◆高维数据降维

◆ 生存分析

◆贝叶斯分析




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:

39.  (2018). Flexible Bayesian Quantile Regression for Geoadditive Models with Application to Earthquake Data in Mainland China. Physica A: Staitsical Mechanics and its Application, revision. With Fu, Y., Jiang, J. and Li, J.


38. (2018). Pairwise distance-based heteroscedasticity for regressions. Science China-Mathematics, revision. With   Guo, X., Zhang, S. and Zhu, L.


37. (2018). Measuring the Benefits of Development Strategy of “The 21st Century Maritime Silk Road” via Intervention Analysis Approach: Evidence from China and  Neighboring Countries in Southeast Asian. Panoeconomicus, accepted. With Fu, Y.


36. (2018). Sparse Bayesian Kernel Multinomial Probit Regression Model for High-dimensional Data Classification. Communication in statistics-theory and methods. To appear. With Yang, A., Shu, L. and Lin, J.


35. (2018). Local influence for quasi-likelhood nonlinear models with random effects. Journal of Probability and Statistics. Vol 2018. With Xia, T. and Jiang, J.


34. (2018). Risk-adjusted Monitoring of Surgical Performance. PLOSONE, 13(8),1-13. With Li, J., Jiang, J. and Liu, L.


33. (2018). A Principal Varying-Coefficient Model for Quantile Regression: Joint Variable Selection and Dimension Reduction Computational Statistics and Data Analysis,127, 269-280. With Zhao, W. and Liang H.


32.  (2018). Type I multivariate zero-truncated/adjusted distributions with applications. Journal of computational and applied mathematics, 344(15), 132-153. With Tian, G., Liu, Y. and Tang, M.


31. (2018). Robust multivariate nonparametric tests for detection of two-sample location shift in clinical trials. PLOS ONE, 13(4), 1-20. With Guo, X., Zhang, N., Wang, B. and Zhang, B.


30. (2018).  Sparse Bayesian variable selection for classifying high-dimensional data. Statistics and its interface, 11(2), 385-395. With Yan A., Liang H. and Liu P.


29. (2018). Valid statistical inference methods for a case-control study with missing data. Statistical Methods in Medical Research, 27(4), 1001-1023. With Tian, G. and Zhan, C.


28. (2018). Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects. Communication in Statistics, 47, 1-12. With Xia T. and Wang X.


27. (2018).Bayesian Analysis of Semiparametric Hidden Markov Models with Latent Variables. Structural Equation Modeling: A Multidisciplinary Journal. 25(1), 1-20. With Song, X., Kang, K., Ouyang, M. and Cai. J.


26. (2018). Estimation and Testing for Time-varying Quantile Single-index Models with Longitudinal Data. Computational Statistics and Data Analysis, 118, 66-83. With Li J., Liang, H. and Song, X.


25. (2017). Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency and Anomaly. Economies,5(38),1-16.With Xu Guo and Wing-Keung Wong


24. (2017). Shape derivative of elasto acoustic coupled scattering field and its application, 456, 686-704. Journal of Mathematical Analysis and Application. With Feng, K


23. (2017). 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.


22. (2017). Diagnostics for quasi-likelihood nonlinear models. Communication in Statistics-Theory and Methods, 47(16), 1-16.  With Tian, X. and Wang, X.


21. (2017). 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.


20. (2017). Statistical inference for a novel health inequality index. Theoretical Economics Letters, 7, 251-262. With Niu, C.


19. (2017). 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). 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). 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). 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:

●    国家自然科学基金面上项目,高维参数和半参数模型下似然推断,项目编号11871263,经费55万,01/2019-12/2022,主持。

●    广东省自然科学基金项目,广东省艾滋病等重大流行病防治的动态贝叶斯统计研究,项目编号2017A030313012,经费10万,05/2017-05/2020,主持。

●    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30万,06/2017-06/2020,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,项目编号K1628Z015,经费20万,08/2016-08/2018,主持。

●    广东省自然科学基金项目,计数数据模型选择与统计诊断研究,项目编号2016A030313856, 经费10 万,06/2016-06/2019,主持。

●     国家自然科学基金青年项目,基于加权复合分位数回归的双门限 ARCH、广义 ARCH、函数系数 ARCH 模型的推断,项目编号11101432,01/2012-12/2014,经费 21 万,主持。