团队队伍
当前位置: 首页 > 团队队伍 > 正文

张应应 

发布日期:2021-04-15点击数:
                       

张应应 

个人主页

所在学系:统计与精算学系

职称:讲师

邮箱:robertzhangyying@qq.com

电话:

基本信息       

张应应,男,出生于1983年,重庆人,博士,讲师,硕士生导师
更新时间:2020-11-02
联系方式:
Email: robertzhangyying@qq.com; robertzhang@cqu.edu.cn
微信号:zhangyying319
QQ: 93347989
地址:重庆市 沙坪坝区 大学城 公司虎溪校区 全球最大的赌钱网
邮编:401331
学术个人主页:https://zhangyingying319.wordpress.com

教育背景        

2001年-2005年,四川大学数学学院应用数学专业,理学学士学位,导师:赵国松
2005年-2007年,澳门大学科技学院数学系,理学硕士学位,导师:丁灯
2007年-2010年,澳门大学科技学院数学系,理学博士学位,导师:金小庆

工作经历

2010年-至今  公司,全球最大的赌钱网,统计与精算学系,讲师
2016.9-2017.8 美国康涅狄格大学,统计系,访问学者,访问陈明辉教授

研究方向        

贝叶斯统计、生物医学统计(假设检验、条件势、无效分析、样本量的计算、ROC曲线)、统计推断、多元统计分析、Monte Carlo方法、期权定价

科研项目        

主持
1. 2020/01–2022/12, 基于临床试验大数据的条件势的贝叶斯无效分析的基础研究(Basic research on Bayesian futility analysis based on condition power of clinical trials big data), 教育部人文社会科学研究西部和边疆地区项目(MOE project of Humanities and Social Sciences on the west and the border area), 20XJC910001.
2. 2019/01–2020/11, 临床试验中基于条件势的无效分析的理论研究(Theoretical study of futility analysis based on conditional power in clinical trials), 中央高校基本科研业务费项目(Fundamental Research Funds for the Central Universities), 2019CDXYST0016.
3. 2016/09–2017/08, 中国国家留学基金(China Scholarship Council), 201606055028.
4. 2013/01–2017/12, Monte Carlo高级技术及其在期权定价中的应用(Monte Carlo advanced techniques with their applications in options pricing), 中央高校基本科研业务费项目(Fundamental Research Funds for the Central Universities), CQDXWL2012/004.
5. 2011/07–2015/06, 基于R软件的多元统计分析及其应用(Multivariate statistical analysis and its applications using R software), 重庆市自然科学基金项目(Natural Science Foundation Project of CQ CSTC), CSTC2011BB0058.
6. 2010/09–2015/09, 带跳过程下的期权定价(Option pricing under jump diffusion processes), 公司高层次人才科研启动基金项目(Chongqing University High-Level Talents Research Start Funds), CDJRC10100010.

参研
1. 2021/01–2024/12, 大数据驱动的中小微企业全息风险评估与介观调控机制研究, 国家自然科学基金面上项目 (National Natural Science Foundation of China), 72071019.
2. 2019/07–2022/06, 不定最小二乘问题的随机算法与随机扰动分析研究, 重庆市自然科学基金面上项目(Natural Science Foundation Project of CQ CSTC), cstc2019jcyj-msxmX0267.
3. 2017/01–2020/12, 矩阵分解的随机算法、随机扰动分析及其应用, 国家自然科学基金面上项目(National Natural Science Foundation of China), 11671060.
4. 2014/01–2017/12, 离散观测时间下重尾风险模型的分红问题, 教育部人文社会科学研究西部和边疆地区项目(MOE project of Humanities and Social Sciences on the west and the border area), 14XJC910001.

主讲课程        

研究生:高级数理统计(贝叶斯统计)、社会统计调查、统计计算(蒙特卡罗方法)
本科生:统计分析软件应用(R软件)、抽样调查、多元统计分析、概率论与数理统计、线性代数

学术与社会兼职

1. International Society for Bayesian Analysis (ISBA) regular member (2019/11–2020/12)
2. ISBA Eastern Asia Chapter (EAC) lifetime member (2019/11–present)
3. Institute of Mathematical Statistics (IMS)-China member (2011/04–present)
4. New England Statistical Society (NESS) member (2017/10–2018/10)

主要成果       

在Statistical Methods in Medical Research (1),Statistics in Medicine (1),Journal of Biopharmaceutical Statistics (1),Statistics in Biopharmaceutical Research (1),Journal of Statistical Computation and Simulation (2),Communications in Statistics-Theory and Methods (5),Journal of Computational Finance (1),Journal of Computational and Applied Mathematics (1),Linear Algebra and its Applications (1),Computers & Mathematics with Applications (1),East Asian Journal on Applied Mathematics (1),Chinese Journal of Applied Probability and Statistics (4),Statistics in Biosciences (1),工程数学学报(1),统计与决策(5),数学的实践与认识(1)等期刊上发表或录用期刊论文28篇。更多论文(50+)请参见我的学术个人主页。
已发表和录用的期刊论文

Note: * means corresponding author; # means co-first author.

[1]. Deng QQ#, Zhang YY#*, Roy D, Chen MH (2020). Superiority of combining two independent trials in interim futility analysis [J]. Statistical Methods in Medical Research, 29(2): 522-540. (SCI)
[2]. Zhang YY*, Rong TZ, Li MM (2020). The contemplated average success probability for normally distributed models with an application to optimal sample sizes selection [J]. Statistics in Medicine, 39: 3173-3183. (SCI)
[3]. Zhang YY*, Ting N (2020). Sample size considerations for a phase III clinical trial with diluted treatment effect [J]. Statistics in Biopharmaceutical Research, 12(3): 311-321. (SCI)
[4]. Zhang YY, Ting N* (2020). Can the concept be proven? [J]. Statistics in Biosciences, to be published. (ESCI)
[5]. Zhou MQ#, Zhang YY#*, Sun Y, Sun J, Rong TZ, Li MM (2020). The empirical Bayes estimators of the probability parameter of the beta-negative binomial model under Zhang’s loss function [J]. Chinese Journal of Applied Probability and Statistics, to be published. (Chinese core journal; CSCD)
[6]. Zhang YY*, Rong TZ, Li MM (2020). A new expectation identity and its application in the calculations of predictive powers assuming normality [J]. Chinese Journal of Applied Probability and Statistics, 36(5): 523-535. (Chinese core journal; CSCD)
[7]. Zhang YY*, Xie YH, Song WH, Zhou MQ (2020). The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model [J]. Communications in Statistics-Theory and Methods, 49(8): 1904-1920. (SCI)
[8]. Zhang YY*, Rong TZ, Li MM (2019). The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method [J]. Communications in Statistics-Theory and Methods, 48(9): 2286-2304. (SCI)
[9]. Zhang YY*, Rong TZ, Li MM (2019). Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments [J]. Communications in Statistics-Theory and Methods, 48(22): 5467-5476. (SCI)
[10]. Zhang YY*, Wang ZY, Duan ZM, Mi W (2019). The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein’s loss function [J]. Journal of Statistical Computation and Simulation, 89(16): 3061-3074. (SCI)
[11]. Zhang YY*, Rong TZ, Li MM (2019). When the sum is a minimal sufficient statistics for the parameter of a discrete distribution with finite values? [J]. Chinese Journal of Applied Probability and Statistics, 35(6): 611-620. (Chinese core journal; CSCD)
[12]. Xie YH, Song WH, Zhou MQ, Zhang YY* (2018). The Bayes posterior estimator of the variance parameter of the normal distribution with a normal-inverse-gamma prior under Stein’s loss [J]. Chinese Journal of Applied Probability and Statistics, 34(6): 551-564. (Chinese core journal; CSCD)
[13]. Zhang YY*, Ting N (2018). Bayesian sample size determination for a phase III clinical trial with diluted treatment effect [J]. Journal of Biopharmaceutical Statistics, 28(6): 1119-1142. (SCI)
[14]. Zhang YY*, Xie YH, Song WH, Zhou MQ (2018). Three strings of inequalities among six Bayes estimators [J]. Communications in Statistics-Theory and Methods, 47(8): 1953-1961. (SCI)
[15]. Zhang YY*, Zhou MQ, Xie YH, Song WH (2017). The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model [J]. Journal of Statistical Computation and Simulation, 87(14): 2724-2737. (SCI)
[16]. Zhang YY* (2017). The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein’s loss [J]. Communications in Statistics-Theory and Methods, 46(14): 7125-7133. (SCI)
[17]. 张应应* (2016). 总体或样本的协方差(矩阵)和相关系数(矩阵)的系统定义[J]. 统计与决策, (8): 20-24. (Chinese core journal; CSSCI)
[18]. 肖雪梦, 张应应* (2015). 三种回归方法在消除多重共线性及其预测结果的比较[J]. 统计与决策, (24): 75-78. (Chinese core journal; CSSCI)
[19]. 张应应*, 代春兰 (2015). Monte Carlo方法的精度分析及其在算术平均亚洲期权定价中的应用[J]. 工程数学学报, 32(2): 185-196. (Chinese core journal; CSCD)
[20]. 张应应* (2015). 稳健性因子分析在股票评价中的应用[J]. 统计与决策, (16): 76-79. (Chinese core journal; CSSCI)
[21]. 司圣音, 张应应* (2014). 稳健性因子分析在城镇居民家庭现金消费支出中的应用[J]. 数学的实践与认识, 44(20): 21-32. (Chinese core journal; CSCD)
[22]. Zhang YY, Pang HK, Feng LM*, Jin XQ (2014). Quadratic finite element and preconditioning methods for options pricing in the SVCJ model [J]. Journal of Computational Finance, 17(3): 3-30. (SSCI)
[23]. 张潇方, 张应应* (2014). 克强指数反映中国经济现实状况的优越性研究[J]. 统计与决策, (22): 30-32. (Chinese core journal; CSSCI)
[24]. 张应应*, 魏毅 (2014). R函数实现正态总体均值、方差的区间估计及假设检验的设计[J].统计与决策, (9): 74-77. (Chinese core journal; CSSCI)
[25]. Pang HK*, Zhang YY, Jin XQ (2012). Tri-diagonal preconditioner for pricing options [J]. Journal of Computational and Applied Mathematics, 236: 4365-4374. (SCI)
[26]. Pang HK*, Zhang YY, Vong SW, Jin XQ (2011). Circulant preconditioners for pricing options [J]. Linear Algebra and its Applications, 434: 2325-2342. (SCI)
[27]. Pang HK*, Zhang YY, Jin XQ (2011). Tri-diagonal preconditioner for Toeplitz systems from finance [J]. East Asian Journal on Applied Mathematics, 1: 82-88. (SCI)
[28]. Ding D*, Zhang YY (2008). A splitting-step algorithm for reflected stochastic differential equations [J]. Computers & Mathematics with Applications, 55: 2413-2425. (SCI)

获奖情况        

1. 2020/09/10, 2019-2020学年度公司教书育人奖(先进工作者)(Teaching and Education Award of Chongqing University in 2019-2020 academic year (advanced worker)).
2. 2008/10, 东亚工业与应用数学学会员工论文竞赛,三等奖(EASIAM Student Paper Competition, Third Prize).
3. 2004/06, 2002-2004年四川大学创新型人才,一等奖(The innovative talents of Sichuan university during 2002-2004, First Prize).
4. 2003/12, 2002-2003年四川大学优秀员工(The outstanding student of Sichuan university during 2002-2003).
5. 2003/10, 中国大员工数学建模竞赛,全国一等奖(The China Undergraduate Mathematical Contest in Modeling (CUMCM), National First Prize).

公司产品        

1. Song, Wen-He (宋文和) [2017届]
2. Xie, Yu-Han (解宇涵) [2017届]
3. Zhou, Ming-Qin (周明琴) [2018届]
4. Wang, Da-Wei (王大伟) [2018届]
5. Sun, Ya (孙雅) [2019届]
6. Sun, Ji (孙吉) [2019届]
7. Li, Zheng (李征) [2021届]
8. Shi, Ya-Guang (石亚光) [2021届]
9. Zhang, Pei-Wen (张培文) [2022]
10. Zhang, Qiong (张琼) [2022]










关于我们
全球最大的赌钱网(中国)有限公司的前身是始建于1929年的公司理学院和1937年建立的公司商学院,理学院是公司最早设立的三个学院之一,首任经理为数学家何鲁先生。
关于我们