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杨玥含
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杨玥含 副教授,硕士生导师,统计学学士、博士 Email:yyh@cufe.edu.cn

研究方向 高维统计,复杂数据分析,资产配置

工作经历与教育背景

2014年7月至今 澳门正规电子游戏平台

2009年9月-2014年7月 北京大学应用数学专业,获博士学位

2005年9月-2009年7月 重庆大学统计学专业,获学士学位

所授课程

统计软件(本科生),统计学(本科生),统计计算(研究生)

著作

(1)《金融大数据统计方法与实证》,2016,科学出版社

(2)《金融大数据统计方法与实证配套课件及R程序》,2018,科学出版社

科研课题

《高维相关数据分层估计与迭代筛选方法研究及金融实证》,国家自然科学基金青年项目,课题负责人,2021.01-2023.12

《复杂相关数据的筛选建模与金融实证分析》,中央财经大学“青年英才”培育支持计划,课题负责人,2021.06-2022.06

《基于模型选择的有约束统计推断理论及金融大数据分析》,国家自然科学基金面上项目,第一主研,已结项

《罚项约束的模型选择理论及相关问题研究》,中央财经大学青年教师发展基金,课题负责人,已结项

学术论文

Published or Accepted (*corresponding author)

1. Wenjun Cao, Lisu Wang andYuehan Yang*, Multiple penalized regularization for clusters with varying correlation levels. Statistics and Its Interface, 2021, in press.

2. Binghui Li andYuehan Yang*, Undirected and directed network analysis of the Chinese stock market.Computational Economics, 2021, in press.

3. Siwei Xia,Yuehan Yangand Hu Yang*, Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems, TEST, 2021, in Press.

4.Yuehan Yang*, Ji Zhu and E. George, MuSP: A Multi-step Screening Procedure for Sparse Recovery,Stat, 2021,10:1-19.

5.Yuehan Yang*and Hu Yang. Rates of Convergence of the Adaptive Elastic Net and the Post-selection Procedure in Ultra-high Dimensional Sparse Models. Communications in Statistics Theory and Methods, 2021,50(1):73-94.

6. Tianchen Gao, Yan Zhang, Siyu Wang,Yuehan Yangand Rui Pan*,Community detection for statistical citation network by D-SCORE, Statistics and Its Interface, 2021, 14:279-294.

7.Yuehan Yangand Hu Yang*,Adaptive and reversed penalty for analysis of high-dimensional correlated data, Applied Mathematical Modelling, 2021, 92:63-77.

8. Hanzhong Liu andYuehan Yang*, Regression-adjusted average treatment effect estimates in stratified randomized experiments, Biometrika, 2020, 107(4):935-948.

9.Yuehan Yang*and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2020, 63(6):1203-1218.

10.Yuehan Yang*and Lan Wu, A significance test for the elastic net and its asymptotic distribution with general predictors (in Chinese). Science China Mathematics, 2019, 49:1119-1138.

11.Yuehan Yang*and Hu Yang, Model selection consistency of lasso for empirical data. Chinese Annals of Mathematics Series B, 2018, 39(4):607-620.

12.Yuehan Yang*and Lan Wu, Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Journal of Statistical Planning and Inference, 2016, 174:52-67.

13. Lan Wu,Yuehan Yang*and Hanzhong Liu, Nonnegative-lasso and application in index tracking. Computational Statistics and Data Analysis, 2014, 70:116-126.

14. Lan Wu andYuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014,227:541-552.

Under Review

15. Ke Zhu, Hanzhong Liu, Yuehan Yang*, Blocking, rerandomization, and regression adjustment in randomized experiments with high-dimensional covariates. Under Review.

16. Fan Yang, Zhanyang Li, Yushan Xue,Yuehan Yang*, A penalized least product relative error loss function based on wavelet decomposition for nonparametric multiplicative additive models. Under Review.

17. Xingyu Chen andYuehan Yang*, An iterative algorithm with adaptive weights and sparse Laplacian shrinkage for regression problems. Under Review.

18. Zhaoyang Li andYuehan Yang*, Directed association network analysis on the Standard & Poor’s 500 Index. Under Review.

19. Yimiao Gao andYuehan Yang*, A joint estimation for the high-dimensional regression modeling on stratified data. Under Review.

20. Yanan Yan andYuehan Yang*, Community detection for New York stock market by SCORE-CCD.Under Review.

21. Hanzhong Liu, Jiyang Ren andYuehan Yang*, Randomization-based joint central limit theorem and efficient covariate adjustment in stratified 2^K factorial experiments. Under Review.

22.Yuehan Yang, Hu Yang and Siwei Xia, The effect of international transmission of 207 countries on the COVID-19 epidemic. Under Review.

23.Yuehan Yangand Hanzhong Liu*, Penalized regression adjusted causal effect estimates in high dimensional randomized experiments. Under Review.

24.Yuehan Yang, Siwei Xia and Hu Yang*, Interaction Pursuit Biconvex Optimization, Under Review.

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