人员 > 科研教学系列 > 蒋学军

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及深圳市科创委项目各一项,现任广东省金融教指委委员。发表SCI&SSCI期刊论文20余篇。


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:

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