科研队伍

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科研队伍

张景肖

职称:教授 职务:无 邮箱: zhjxiao@ruc.edu.cn

• 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 

• 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

• 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)

本科:统计学,风险管理,概率论,应用随机过程
研究生:随机过程,金融经济学,金融衍生工具,金融随机分析,量化投资与高频交易

高维与超高维数据,金融大数据,社交网络数据与个人征信

目前关注以下领域的研究和应用,并招收相应方向的硕士和博士研究生:
高维与超高维数据,金融大数据,社交网络及相关数据

1,Xuejun Ma,Jingxiao Zhang, A new variable selection approach for varying coefficient models, Metrika(2015,published online)
2, Xuejun Ma,Jingxiao Zhang, Robust model-free feature screening via quantile correlation, Journal of Multivariate Analysis(2015,published online)
3, 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)
4, ShiLong Li, Xia Zhao, Jingxiao Zhang, Fractional Age Assumption Based on Cubic Polynomial Interpolation, Communications in Statistics - Simulation and Computation(2013,published online, SCI)
5, Lina,Ma, Jingxiao Zhang, D.Kannan,UTILITY INDIFFERENCE PRICING OF REVERSE MORTGAGE, Dynamic Systems and Applications(2013,SCI,SSCI)
6,Lina,Ma, Jingxiao Zhang, D.Kannan ,UTILITY INDIFFERENCE PRICING OF PRODUCTS, Dynamic Systems and Applications(2013,SCI,SSCI)
7, 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)
8,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)
9, 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)
10, 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)
11, Jingxiao Zhang, Sheng Liu, D.Kannan, Optimal Dividend and Reinsurance under Threshold Strategy, Dynamic Systems and Applications, Vol .20(2011,SCI)
12, 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)
13, 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)
14, 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).
15,D.Kannan, Jingxiao Zhang, Self-Interacting Markov Chains: Some Asymptotics,Stochastic Analysis and Applications, Vol.27,issue 1, 196-219, (2009, SCI).
16,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).
17, Fuzhou Gong, Jingxiao Zhang, Flows Associsted to Adapted Vector Fields on the Wiener Space, Journal of Functional Analysis, Vol. 253, 647—674, {2007, SCI).
18,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).
19, 杨海江,魏秋萍,张景肖,基于改进的AdaBoost算法的信用评分模型,统计与信息论坛,2011(2).
20, 张景肖,姜玉霞,张波,基于两阶段思想处理拒绝推断的信用评分模型, 数理统计与管理(2012)
21,张景肖,魏秋萍,张波,信用评分模型中稀有事件特殊采样处理方法探讨。统计与信息论坛(2012)
22,张波,张景肖编著,应用随机过程, 清华大学出版社 (2004).
23,张景肖编著,概率论,清华大学出版社(2012)。
24,张景肖著,随机最优控制及其在保险中的应用(2013).