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严晓东
发布时间:2018年03月12日 08:51    作者:    点击:[]


个人信息与联系方式(Personal Information):

严晓东(Xiaodong Yan)

山东大学经济学院副研究员(副高级)

硕士生导师,未来学者

(Associate Professor at School of Economics, Shandong University)

Email:yanxiaodong@sdu.edu.cn

通讯地址:山东省济南市山大南路27号,山东大学经济学院,邮编250100

(Mailing Address: No. 27 Shanda Nanlu, School of Economics, Shandong University,

Jinan City, Shandong Province, P.R. China. Post Code: 250100)

研究方向(Research Interests)

计量经济(Econometrics)

计量金融(Quantitative Finance)

风险预测(Risk Prediction)

统计建模(Statistical Modeling)

大数据分析(Big Data Analysis)

教育背景(Education)

Jul., 2015- Apr., 2018 Research Assistant, Department of Applied Mathematics,

The Hong Kong Polytechnic University, Hong Kong

Oct., 2014-Dec., 2014 Research Assistant, Department of Statistics, The

Chinese University of Hong Kong, Hong Kong

Sep., 2013- Dec. 2017 PhD. in Statistics, Yunnan University, Yunnan

Sep., 2011-Jul., 2013 M.A. in Applied Statistics, Yunnan University, Yunnan,

Sep., 2006 – Jul., 2010 B.Sc. in Information and Computing Science, Shandong Economic University, Shandong

发表论文(Publications):

1. Categorical-adaptive variable screening for ultra-high dimensional heterogeneous categorical data. Journal of the American Statistical Association, 2018, forthcoming

2.Exponentially tilted likelihood inference for growing dimensional unconditional moment models2018Journal of Econometrics, 202, 57-74.

3.Feature screening in ultrahigh-dimensional partially linear models with missing responses at random. Computational Statistics & Data Analysis, 2018Forthcoming.

4.Fused mean variance filter for ultra-high dimensional data, 2017 Computational Statistics & Data Analysis, 122, 18-32.

5.Bayesian local influence of structural equation models2017 Computational Statistics & Data Analysis, 111, 102-115.

工作论文(Working Papers):

1. Subgroup analysis in censored linear regression, Statistica Sinica,revised now.

2. Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data. Annals of Statistics, revised now.

3. Mechanism and a new algorithm for nonconvex clustering, Journal of Statistical Computation and Simulation revised and resubmitted.

4. High-dimensional integrative analysis with homogeneity and sparsity recovery. Journal of Multivariate Analysis, submitted.

5. K-regression method for integrative analysis,Journal of Econometrics.

6. A model-averaging method for high-dimensional regression with missing responses at random . Statistica Sinica, revised now.

7. A nonparametric feature screening method for ultrahigh-dimensional missing data,

Computational Statistics and Data Analysis . submitted.

获奖及荣誉 (Awards and Honors)

Excellent Graduate Award, 2010

Excellent Exchange Student Award of Shandong University, 2008

First-class Scholarship of Shandong Economic University, 2007

Wu Daguang Award, 2016

Young Scholars Program of Shandong University2018

最近学术活动(Latest Academic Activities

Conference Participation 2017.11.12-2017.11.14. 全国青年统计博士论坛,广州大学,“A nonparametric feature  screening for ultrahigh-dimensional censored data

Invited Talk: 2018/1/25, Shandong University of Finance and Economics, An overview of Spearman filter for feature screening

Invited Talk: 2018/5/7, Qufu Normal University, Fused Mean-variance Filter for Feature Screening

Invited Talk: 2018/6/13, Nankai University, Simultaneous estimation and homogeneity recovery for censored regression data

Invited Talk: 2018/6/20, Chengdu Medical College, Feature screening for ultrahigh-dimensional data (a case study of Spearman filter)

Conference Participation2018/10/12-10/14, 第二届江苏师范大学全国概率统计青年学者会议,Spearman rank correlation screening for high dimensional censored data

Conference Participation2018/10/26-10/28, 第十一届概率统计年, 西南财经大学,“Fused mean variance filter for feature screening

Invited Talk: 2018/11/1, Shandong University, 第六期青联学术午餐会, “大数据时代下的大数据分析”

Invited Talk: 2018/11/14, Shandong University , Weihai, The issue of risk prediction in the age of big data

Conference Participation: 2018/11/30-12/2, Nanjing Audit University , Nanjing, 全国工业统计学教学研究会第九届全国会员代表大会暨2018年学术年会,High-dimensional integrative analysis with homogeneity and sparsity recovery.

Conference Participation: 2018/12/07-12/09, East China Normal University , Shanghai, 中国现场统计研究会大数据统计分会.

Invited Talk: 2018/1/25, Shandong University of Finance and Economics, Integrative analysis in linear regression model

学术及社会兼职(Professional Affiliations):

Referee for Journals: Communications in Mathematics and Statistics

讲授课程(Course Taught:

Mathematical Analysis

Insurance Mathematical Basis

Frontier Methods of Econometrics in Economics

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