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周凡吟

周凡吟


  • 个人经历:

    2013.3 – 至今: 西南财经大学统计学院

    2012.4 - 2012.11, CDS Algorithm Trading Analyst,美国花旗银行伦敦总部。

    2006.10 - 2011.2, PhD., Department of Mathematics, Imperial College London

    2005.10 - 2006.7, Msc., Department of Applied Mathematics and Theoretical Physics, University of Cambridge

    2002.10 – 2005.6, BSc.,Department of Mathematics, University of Manchester

    研究领域:

    事件历史分析,生存数据分析,高频时间序列数据分析。

  • 学术论文:

    1.Hand, D.J. and Zhou, F. (2010). Evaluating models for classifying customers in retail banking collections. Journal of the Operational Society, vol.61, pp.1540-1547.

    2.Gandy, A., Kvaloy, J. T., Bottle, A. and Zhou, F. (2010). Risk-adjusted monitoring of time to event. Biometrika, vol.97(2), pp.375-388.

    3.Rogers, L. C. G. and Zhou, F. (2008). Estimating correlation from high, low, opening and closing prices. Annals of Applied Probability, vol.18, pp.813.

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