Scientific Research

Research Field

No content

Paper Publications

+more

• Estimation Of High Conditional Tail Risk Based On Expectile Regression, ASTIN Bulletin: The Journal of the.
• Modeling Tail Index with Autoregressive Conditional Pareto Model, Journal of Business & Economic Statistics，2021 https://doi.org/10.1080/07350015.2020.1832504.(计量经济TOP期刊).
• Ruin Probability for the Phase-type Dual Model Perturbed by Diffusion， Communications in Statistics - Theory and Methods ，2020, https://doi.org/10.1080/03610926.2020.1737126.
• A New Algorithm for Learning Large Bayesian Network Structure from Discrete Data, IEEE ACCESS, 2019, 7(1): 121665 -121674.
• Semantic Features Prediction for Pulmonary Nodule Diagnosis Based on Online Streaming Feature Selection　2019.01,　IEEE Access　 61121-61135.
• Mark to market value at risk, Journal of Econometrics, 2019, 208: 299-321.

Patents

No content

Published Books

No content

Research Projects

+more

• 重大事故灾难次生衍生与多灾种耦合致灾机理与规律，科技部 国家重点研发专项, 2016.6-2020.6 研究骨干，主持项目,
• 新随机占优理论及其在社会福利研究中的应用，国家自然科学基金面上项目,2020.1-2023.12，参与项目,
• 复杂随机结构及其相关领域中的极限定理, 国家自然科学基金面上项目，2007-2009，参与项目,
• 有误判或不完全基因数据的统计分析, 国家自然科学基金面上项目， 2007-2009，参与项目,
• 实用随机过程, 国家一流课程（线下）, 参与性质: 参与(排序5/6), 纵向, ¥0.00, 2020-2025,
• 概率论与数理统计, 国家级精品共享资源课程, 参与性质: 参与(排序8/8), 纵向, ¥400,000.00, 2012-2012,