周凡吟 (教授、博导)研究领域:事件历史分析、生存分析、贝叶斯计算、网络数据分析、时间序列数据研究 |
个人信息:
周凡吟,教授、博导
西南财经大学统计学院,数据科学系
办公室:西南财经大学柳林校区宏远楼402B
电子邮箱:zfy@haoyii.com
简历:
先后在英国曼切斯特大学,剑桥大学和帝国理工大学取得了本科,硕士以及统计学博士学位。曾在美国花旗银行伦敦总部从事CDS程序化交易分析工作。2013年3月加入西南财经大学统计学院。
学术荣誉:
2014年入选四川省创新人才
主持项目:
2021.01-2025.12:国家自然科学基金项目重点国际(地区)合作研究项目《大数据背景下会计信息促进实体经济开展的关键路径与机制研究》,子课题负责人
2021.01-2021.12:中央高校基本科研业务费交叉与新兴学科项目《上市公司特别处理复发风险的研究分析》
2016.01-2018.12:国家自然科学基金青年科学基金项目《基于交替复发事件数据的事件历史分析及在信贷数据中的应用》
2014.01-2014.12:中央高校基本科研业务费专项资金青年教师成长项目《(向量)自回归模型的定阶与参数估计的LASSO方法及其在经济数据中的应用》
2013.09-2014.09:西南财经大学引进人才科研启动资助项目《Cox模型中的有限制的变量选择方法及其在信贷数据中的应用》
2013.05-2014.12:成都市科技厅项目《天府新区地下管网科学化布局》
代表性论文:
Li, K., Zhou, F., Li, Z., Li, W. & Shen, F. (2021). A semi-parametric ensemble model for profit evaluation and investment decisions in online consumer loans with prepayments, Applied Soft Computing, Vol. 107, pp. 1-12.
Li, K., Zhou, F., Li, Z., Yao, X. & Zhang, Y. (2021). Predicting loss given default using post-default information, Knowledge-Based Systems, Vol. 224, pp. 1-14.
Li, Z., Hu, X., Li, K., Zhou, F. & Shen, F. (2020). Inferring the outcomes of rejected loans: An application of semisupervised clustering, Journal of the Royal Statistical Society: Series A, Vol. 183, pp. 631-654.
Ma, Y., Zhou, F. & Luo, X. (2020). Partial derivative estimation for underlying functional-valued process in a unified framework, Journal of Applied Mathematics, Vol. 2020, pp. 1-17.
Ma, Y., Lan, W., Zhou, F. & Wang, H. (2020). Approximate least squares estimation for spatial autoregressive models with covariates, Computational Statistics & Data Analysis, Vol.143, pp. 1-15.
Lv, S., Jiang, J., Zhou, F., Huang, J. & Lin, H. (2018). Estimating high-dimensional additive Cox model with time-dependent covariate processes, Scandinavian Journal of Statistics, Vol. 45, pp. 900-922.
Lin, H., Zhou, F., Wang, Q., Zhou, L. & Qin, J. (2018). Robust and efficient estimation for the treatment effect in causal inference and missing data problems, Journal of Econometrics, Vol. 205, pp. 363-380.
Li, Z., Tian, Y., Li, K., Zhou, F. & Yang, W. (2017). Reject inference in credit scoring using Semi-supervised support vector machines, Expert Systems with Applications, Vol.74, pp.105-114.
Lv, S. & Zhou, F. (2015). Optimal learning rates of Lp-type multiple kernel learning under general conditions, Information Science, Vol. 294, pp. 255-268.
Hand, D.J. & Zhou, F. (2010). Evaluating models for classifying customers in retail banking collections, Journal of the Operational Research Society, Vol. 61, pp. 1540-1547.
Gandy, A., Kvaloy, J. T., Bottle, A. & Zhou, F. (2010). Risk-adjusted monitoring of time to event, Biometrika, Vol. 97, pp. 375-388.
Rogers, L. C. G. & Zhou, F. (2008). Estimating correlation from high, low, opening and closing prices, Annals of Applied Probability, Vol. 18, pp. 813-823.