Yang, Hanfang
Grants
主要参与人
国家重点研发计划,高质高效的审判支撑关键技术及装备研究,2018-2020;
国家重点研发计划,我国人群增龄过程中健康状态变化特点与规律的研究,2018-2021;
中国人民大学,大数据时空微结构统计方法及经济运行与社会活动风险精确监测研究,2017-2020
中国人民大学,智能数据云与全面量化平台,2017-2018
中共中央政法委,群众安全感调查结果调节系数研究,2014-2015;
主持
国家统计局重大统计专项,工业统计云建设的路径与方法研究,2019-2020;20万;
工业互联网创新发展工程,AIdustry 工业互联网平台试验测试项目-高校合作课题,2018-2020;60万;
国家自然科学基金青年科学基金项目(11501567), 二元分类评估方法——pAUC及拓展, 2016-2018; 18万;
中石油规划总院,加油站定价专题问题研究-非线性定价,2018-2019;12万;
中石油规划总院,加油站定价专题问题研究,2017-2018;18万;
中石油规划总院,加油站最优价格的稳健算法研究,2017-2018;12万;
中石油规划总院,加油卡数据规律研究,2016-2017;11万;
中石油规划总院,中国石油加油卡数据分析-客户分级方法,2015-2016;10万;
Research Interest
Data science
Machine Learning
Mathematical Statistics
Publications
Sofeware:
1. R package: tpAUC
First Author:
10. Yang, H., Lu, K., Lv, X. and Hu, F. (2019), Two-Way Partial AUC and Its Properties, Statistical Methods in Medical Research, 28, 184-195.
9. Yang, H. and Zhao, Y. (2018), Smoothed jackknife empirical likelihood for the one-sample difference of quantiles, Computational Statistics and Data Analysis, 120, 58-69.
8. Yang, H. and Zhao, Y. (2017),Smoothed jackknife empirical likelihood for the difference of two quantiles, Annals of the Institute of Statistical Mathematics, 69, 1059–1073.
7. Yang, H., Lu, K. and Zhao, Y. (2017), A nonparametric approach for partial areas under ROC curves and ordinal dominance curves, Statistica Sinica, 27, 357-371.
6. Yang, H., Liu, S. and Zhao, Y. (2016), Jackknife empirical likelihood for linear transformation models,Annals of the Institute of Statistical Mathematics, 68, 1095–1109.
5. Yang, H. and Zhao, Y. (2015). Smoothed jackknife empirical likelihood inference for ROC curves with missing data. Journal of Multivariate Analysis, 140, 123–138.
4. Yang, H., Yau, C. and Zhao, Y. (2014). Smoothed empirical likelihood inference for the difference of two quantiles with right censoring. Journal of Statistical Planning and Inference, 146, 95–101
3. Yang, H. and Zhao, Y. (2013). Jackknife empirical likelihood for the difference of ROC curve, Journal of Multivariate Analysis, 115, 270–284.
2. Yang, H. and Zhao, Y. (2012). Smoothed empirical likelihood for ROC curves with censored data.Journal of Multivariate Analysis, 109, 254-263.
1. Yang, H. and Zhao, Y. (2012). New empirical likelihood inference for transformation model. Journal of Statistical Planning and Inference, 142(7), 1659-1668.
Corresponding Author:
4. Yang, H. (2020), Boosted Histogram Transform for Regression, International Conference on Machine Learning, (with Cai, Y., Hang, H. and Lin, Z.)
3. Yang, H. (2020), Jackknife empirical likelihood inference for the Pietra ratio, Computational Statistics & Data Analysis, 91-101. (with Zhao, Y.)
2. Yang, H. (2018), Jackknife empirical likelihood for the skewness and kurtosis,Statistics and Its Interface, 11, 709-719.(with Zhao, Y., Anna Moss and Yan Zhang)
1. Yang, H. (2015), Jackknife empirical likelihood inference for the mean absolute deviation,Computational Statistics & Data Analysis, 91, 92-101. (with Zhao, Y. and Meng, X.)
第一作者:
1、中国输入性金融风险:测算、影响因素与来源,数量经济技术经济研究, 2020年07期。
其他作者
3、外部冲击类型与中国经济周期波动--兼论宏观审慎政策的有效性,国际金融研究,接收。
2、Evaluation of driving risk at different speeds, (2019). Insurance Mathematics and Economics, 88, 108-119.
1、基于货币群落视角的人民币汇率全球溢出效应研究,国际金融研究,2018年09期。