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张景肖

职 称: 教授


职 务: 无


电子邮箱: zhjxiao@ruc.edu.cn

教育经历

• 1992-1996,南开大学数学系 学士;
• 1999-2002,中国人民大学统计学院 硕士;
• 2002-2005,中国科学院数学与系统科学研究院 博士

工作经历

• 2005.8-2008.8 中国人民大学统计学院, 讲师
• 2008.9-2013.8 中国人民大学统计学院, 副教授
• 2013.9- 中国人民大学统计学院, 教授

基金项目

• 教育部新世纪优秀人才支持计划,2012-2015
• 随机微分方程数值算法理论及应用问题研究(中国人民大学研究品牌计划基础研究项目)

开设课程

本科:统计学,概率论,应用随机过程
研究生:随机过程,金融衍生工具,量化投资与高频交易

研究方向

高维与超高维数据,金融大数据,社交网络数据与个人征信

论文成果

22, Xiangjie Li, Lei Wang, Jingxiao Zhang, A model-free feature screening approach based on kernel density estimation, Journal of Statistical Computation and Simulation(2017,in press)
21,Xiangjie Li, Xuejun Ma, Jingxiao Zhang, Robust feature screening for varying coefficient models, METRIKA(2017(80),17-49)
20, Xuejun Ma,Xin Chen , Jingxiao Zhang, Fast robust feature screening for ultrahigh-dimensional varying coefficient models, Journal of Statistical Computation and Simulation(2017, 87(4),724-732)
19, Xin Chen, Xuejun Ma, Xueqin Wang, Jingxiao Zhang, Efficient feature screening for ultrahigh-dimensional varying coefficient models, Statistics and its Interface (2017(10),407-412)
18,Xuejun Ma,Jingxiao Zhang, A new variable selection approach for varying coefficient models, Metrika(2016, Vol. 79(1), page59-72)
17, Xuejun Ma,Jingxiao Zhang, Robust model-free feature screening via quantile correlation, Journal of Multivariate Analysis(2016,Vol.143,page 472-480)
16, ShiLong Li, Xia Zhao, Jingxiao Zhang, Fractional Age Assumption Based on Cubic Polynomial Interpolation, Communications in Statistics - Simulation and Computation(2016, Vol,45(4) page: 1173-1186)
15,Jingxiao Zhang , Kai,Cao, D.Kannan, OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT IN JUMP DIFFUSION MARKETS WITH NO SHORT-SELLING AND NO BORROWING, Dynamic Systems and Applications(2015,SCI,SSCI)
14, Lina,Ma, Jingxiao Zhang, D.Kannan,UTILITY INDIFFERENCE PRICING OF REVERSE MORTGAGE, Dynamic Systems and Applications(2013,SCI,SSCI)
13,Lina,Ma, Jingxiao Zhang, D.Kannan ,UTILITY INDIFFERENCE PRICING OF PRODUCTS, Dynamic Systems and Applications(2013,SCI,SSCI)
12, Jingxiao Zhang, Flows Associated to Cameron-Martin Type Vector Fields on Path Spaces over a Riemannian Manifold,Acta Mathematica Applicata Sinica, English Series(2013,SCI)
11,Lina,Ma, Jingxiao Zhang, D.Kannan, UTILITY INDIFFERENCE PRICING OF INSURANCE CONTRACTS FOR HOME REVERSION PLAN UNDER STOCHASTIC INTEREST RATE, DYNAMIC SYSTEMS AND APPLICATIONS(2012,SSCI&SCI)
10, Jingxiao Zhang, Sheng Liu, D.Kannan,Optimal Dividend Problem with the Influence of Dividend Payouts on Insurance Business, Dynamic Systems and Applications,Vol .20(2011,SCI)
9, Jingxiao Zhang, Sheng Liu, D.Kannan, Optimal Investment and Proportional Reinsurance under No Short-selling and No Borrowing,Dynamic Systems and Applications , Vol .20(2011,SCI,SSCI)
8, Jingxiao Zhang, Sheng Liu, D.Kannan, Optimal Dividend and Reinsurance under Threshold Strategy, Dynamic Systems and Applications, Vol .20(2011,SCI)
7, Chao Yu, Jingxiao Zhang,Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps, Communication in Statistics—Simulation and Computation (Vol.40,Issue.10,2011,SCI,SSCI)
6, Lina Ma, Jingxiao Zhang, D.Kannan, A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insures, Stochastic Analysis and Applications, Vol 29,860-880(2011,SSCI&SCI)
5, Sheng Liu, Jingxiao Zhang, Optimal Investment and Excess of Loss Reinsurance with Short-selling Constraint, Acta Mathematica Applicata Sinica , English Series ,Vol.27,Number 3,527-534,(2011, SCI).
4,D.Kannan, Jingxiao Zhang, Self-Interacting Markov Chains: Some Asymptotics,Stochastic Analysis and Applications, Vol.27,issue 1, 196-219, (2009, SCI).
3,Jingxiao Zhang, D.Kannan, A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold, Stochastic Analysis and Applications, Vol.25, issues 3,667-678, (2007) (SCI).
2, Fuzhou Gong, Jingxiao Zhang, Flows Associsted to Adapted Vector Fields on the Wiener Space, Journal of Functional Analysis, Vol. 253, 647—674, {2007, SCI).
1,Bo Zhang, Jingxiao Zhang, D.Kannan,Nonlinear Stochastic Difference Equations Driven by Martingales, Stochastic Analysis and Applications, Vol.23, issues 6, 1277-1304, (2005, SCI).

著作成果

1,张波,张景肖编著,应用随机过程, 清华大学出版社 (2004).
2,张景肖编著,概率论,清华大学出版社(2012)。
3,张景肖著,随机最优控制及其在保险中的应用(2013).
4,肖宇谷,张景肖,应用随机过程,高等教育出版社(2016)
5,肖宇谷,张景肖,寿险随机精算模型,清华大学出版社(2016)