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周凡吟

1B6F6


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

  • (2) Lin Huazhen; Zhou Fanyin; Wang Qiuxia; Zhou Ling; Qin Jing ; Robust and efficient estimation for the treatment effect in causal inference and missing data problems, Journal of Econometrics, 2018, 205(2): 363-380

  • (3) Shaogao Lv; Jiakun Jiang; Fanyin Zhou; Jian Huang; Huazhen Lin ; Estimating high-dimensional additive Cox model with time-dependent covariate processes, Scandinavian Journal of Statistics, 2018, 45: 900-922

  • (4) Yingying Ma; Wei Lan; Fanying Zhou; Hansheng Wang ; Approximate least squares estimationfor spatial autoregressive models with covariates, Computational Statistics & Data Analysis, 2020, 143(null): 106833

  • (5) Zhiyong Li; Xinyi Hu; Ke Li; Fanyin Zhou; Feng Shen ; Inferring the outcomes of rejectedloans: an application of semisupervised clustering, Journal of the Royal Statistical Society: Series A (Statistics in Society), 2020, 183(2): 631-654

  • (6). Ke Li, Fanyin Zhou, Zhiyong Li, Xiao Yao, Yashu Zhang, Predicting Loss Given Default Using Post-Default Information, Knowledge-based Systems, 224(2021)107068

  • (7). Ke Li, Fanyin Zhou*, Zhiyong Li, Wanqing Li, Feng Shen,A Semi-parametric Ensemble Model for Profit Evaluation and Investment Decisions in Online Consumer Loans with Prepayments. Applied Soft Computing, 107(2021)107458

  • (8).Zhou, F.*, Fu,L., Li, Z. and Xu,J. (2022). The recurrence of financial distress: A survival analysis. International Journal of Forecasting,38(3):1100-1115.

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