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,因果推断,资产配置
工作经历与教育背景
2014年7月至今 全球十大赌船网址(中国)有限公司
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
《金融大数据统计方法与实证》,2016,科学出版社
《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
《非负模型选择理论及应用》,2022,中央财经出版社
学术奖励
公司“鸿基世业”优秀学术论文奖
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
《基于“以学为中心”理念的《现代统计软件》教学方法研究和实践》,公司教学方法研究项目,课题负责人,2022.06-2024.06
《复杂相关数据的筛选建模与金融实证分析》,公司“青年英才”培育支持计划,课题负责人,2021.06-2023.06
《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》,公司青年教师发展基金,课题负责人,已结项
研究生(本科生)科研指导
个人状态:对科研有兴趣,在已有的课程中学有余力,计划或确定在本校读研,在本科后半程或即将的研究生阶段开展学术研究。
课程基础:熟悉统计学、熟练使用R or Python or Matlab。
以上,欢迎找我唠嗑。学术是综合的领域,包含文献学习、思考推导、数值分析、英文写作等等,它们需要的不是天赋,而是投入。
科研代表作:Publications on the top journals(*corresponding author)
Hanzhong Liu, Jiyang Ren and Yuehan Yang*, Randomization-based joint central limit theorem and efficient covariate adjustment in stratified 2^K factorial experiments.Journal of the American Statistical Association, 2023, in press. (Top 4 ofStatistics)
Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates instratified randomized experiments, Biometrika, 2020,107(4):935-948. (Top 4 ofStatistics)
Yuehan Yang*,Dimension reduction of high-dimension categorical data with two or multiple responses regarding the interactions between responses.Expert Systems With Applications, 2023, in press. (Computer Science, Q1)
Yimiao Gao and Yuehan Yang*, Transfer learning on stratified data: joint estimation transferred from strata. Pattern Recognition, 2023, in press. (Computer Science, Q1)
Siwei Xia and Yuehan Yang*,An iterative model-free feature screening procedure: forward recursive selection by random forest, Knowledge-Based Systems, 2022, 246:108745. (Computer Science, Q1)
Xingyu Chen and Yuehan Yang*, Local linear approximation with Laplacian smoothing penalty and application in biology.Statistical Methods in Medical Research, 2023, in press. (Statistics, Q1)
Fan Yang, Zhanyang Li, Yushan Xue, and Yuehan Yang*, A penalized least product relative error loss function based on wavelet decomposition for nonparametric multiplicative additive models.Journal of Computational and Applied Mathematics,2023, in press. (Mathematics, Q1)
Siwei Xia,Yuehan Yang# and Hu Yang*, High-dimensional Sparse Portfolio Selection with Nonnegative Constraint.Applied Mathematics and Computation, 2023,443, 127766.(Mathematics, Q1)
Yuehan Yang and Hu Yang*,Adaptive and reversed penalty for analysis ofhigh-dimensional correlated data, Applied Mathematical Modelling, 2021, 92:63-77.(Mathematics, Q1)
Yuehan Yang*, Ji Zhu and E. George, MuSP: A Multi-step Screening Procedure for Sparse Recovery,Stat, 2021,10:1-19.(Statistics, Q1,This paper is listed on the Stat Sample Issue as representative of high-dimensional analysis.)
Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2020, 63(6):1203-1218.(Mathematics, Top journal)
Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014,227:541-552.(Mathematics, Q1)
Published or Accepted (*corresponding author)
Yuehan Yang*,Dimension reduction of high-dimension categorical data with two or multiple responses regarding the interactions between responses.Expert Systems With Applications, 2023, in press.
Yimiao Gao and Yuehan Yang*, Transfer learning on stratified data: joint estimation transferred from strata. Pattern Recognition, 2023, in press.
Xingyu Chen and Yuehan Yang*, Local linear approximation with Laplacian smoothing penalty and application in biology.Statistical Methods in Medical Research, 2023, in press.
Fan Yang, Zhanyang Li, Yushan Xue and Yuehan Yang*, A penalized least product relative error loss function based on wavelet decomposition for nonparametric multiplicative additive models.Journal of Computational and Applied Mathematics,2023, in press.
Hanzhong Liu, Jiyang Ren and Yuehan Yang*, Randomization-based joint central limit theorem and efficient covariate adjustment in stratified 2^K factorial experiments.Journal of the American Statistical Association, 2023, in press.
Yuanyuan Cao, Hongying Li and Yuehan Yang*, Combining random forest and multicollinearity modeling for index tracking. Communications in Statistics - Simulation and Computation, 2022, in press.
ZhaoyangLi and Yuehan Yang*,Directed association network analysis on the Standard & Poor's 500 Index.Computational Economics, 2023, in press.
Yanan Yan and Yuehan Yang*, Community detection for New York stock market by SCORE-CCD. Computational Statistics, 2023, in press.
Xingyu Chen and Yuehan Yang*, An iterative algorithm with adaptive weights and sparse Laplacian shrinkage for regression problems. Statistics and Its Interface, 2023, in press.
Yimiao Gao and Yuehan Yang*, A joint estimation for the high-dimensional regression modeling on stratified data. Communications in Statistics - Simulation and Computation, 2023, in press.
Siwei Xia,Yuehan Yang# and Hu Yang*, High-dimensional Sparse Portfolio Selection with Nonnegative Constraint.Applied Mathematics and Computation, 2023,443, 127766.
Yuehan Yang, Siwei Xia and Hu Yang*, Multivariate sparse laplacian shrinkage for joint estimation of two graphical network structures, Computational Statistics & Data Analysis, 2023, 178,107620.
Yuehan Yang and Siwei Xia*, An integrated precision matrix estimation for multivariate regression problems. Journal of Statistical Planning and Inference, 2023, 222, 261-272.
Binghui Li and Yuehan Yang*, Undirected and directed network analysis of the Chinese stock market.Computational Economics, 2022, 60, 1155-1173.
Siwei Xia and Yuehan Yang*,An iterative model-free feature screening procedure: forward recursive selection by random forest, Knowledge-Based Systems, 2022, 246:108745.
Siwei Xia,Yuehan Yang and Hu Yang*, Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems, TEST, 2022, 31:255-277.
Wenjun Cao, Lisu Wang and Yuehan Yang*, Multiple penalized regularization for clusters with varying correlation levels. Statistics and Its Interface, 2022, 15, 373-382.
Yuehan Yang*, Ji Zhu and E. George, MuSP: A Multi-step Screening Procedure for Sparse Recovery,Stat, 2021,10(1):1-19.
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.
Tianchen Gao, Yan Zhang, Siyu Wang,Yuehan Yang and Rui Pan*,Community detection for statistical citation network by D-SCORE, Statistics and Its Interface, 2021,14:279-294.
Yuehan Yang and Hu Yang*,Adaptive and reversed penalty for analysis ofhigh-dimensional correlated data, Applied Mathematical Modelling, 2021, 92:63-77.
Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates instratified randomized experiments, Biometrika, 2020,107(4):935-948.
Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2020, 63(6):1203-1218.
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.
Yuehan Yang* and Hu Yang, Model selection consistency of lasso for empirical data. Chinese Annals of Mathematics Series B, 2018, 39(4):607-620.
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.
Lan Wu,Yuehan Yang* and Hanzhong Liu, Nonnegative-lasso and application in index tracking. Computational Statistics and Data Analysis, 2014, 70:116-126.
Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014,227:541-552.
Under Review
Zhaoyang Li and Yuehan Yang*, Structurally incoherent adaptive weighted low-rank matrix decomposition for image classification. Under Review.
Siwei Xia and Yuehan Yang*, A model-free feature selection technique of feature screening and random forest based recursive feature elimination. Under Review.
Weixiong, Liang and Yuehan Yang*,Iterative sequential screening strategies for sparse recovery with computational advantages. Under Review.
Lisu Wang, Yufan Zhou and Yuehan Yang*, Cluster Gelnet for estimating Gaussian graphical model with multiple conditional correlation levels and block-diagonal structures. Under Review.
Zhaoyang Li and Yuehan Yang*, A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection. Under Review.
Weixiong Liang and Yuehan Yang*, A sequential stepwise screening procedure for sparse recovery in high-dimensional multiresponse models with complex group structures. Under Review.
Ke Zhu, Hanzhong Liu,Yuehan Yang*, Blocking, rerandomization, and regression adjustment in randomized experiments with high-dimensional covariates. Under Review.
Rui Chen, Erbo Li, Yushan Xue, and Yuehan Yang*, Spectral feature selection with the Graphical Lasso estimator for ultra-high dimensional Gaussian graphical models. Under Review.
Xingyu Dong, Ziyi Lin, Ziyi Cai, and Yuehan Yang*, Adaptive analysis of the heteroscedastic multivariate regression modeling. Under Review.
部分会议邀请报告:
2022年,海淀医院,邀请报告
2021年,重庆大学,邀请报告
2020年,人民大学,邀请报告
2019年,泛华统计协会国际会议,邀请报告
2019年,南开大学青年统计论坛,邀请报告
2018年,第八届IMS-China概率统计大会,作为分会主席并作报告
2017年,2018泛华统计协会中国会议,邀请报告。
2017年,第六届IMS-China概率统计大会,邀请报告。
2016年,北大金融数学系20周年系庆系列讲座,北京大学,邀请报告。
2016年,青年统计学者论坛,清华大学,邀请报告。
2015年,国际数理统计协会年会,邀请报告。