专职教师

教育经历:

统计学博士,2006-2010, Department of Mathematics, Imperial College London

统计学硕士,2005-2006, Department of Applied Mathematics and Theoretical Physics, University of Cambridge

理学学士, 2002-2005, Department of Mathematics, University of Manchester

工作经历:

2012 美国花旗银行伦敦总部 (Algorithm Trading Analyst)

联系邮箱: zfy@swufe.edu.cn

  1. 教授课程
  2. 学术成果
  3. 主持项目
  4. 学术兼职
  •   时间序列分析,生存分析,贝叶斯统计,高等数理统计
  • 1. LvS and ZhouF. Optimal learning rates of Lp-type multiple kernel learning under general conditions. Information Science,vol.294, pp.255-268, 2015.

    2. Gandy, A., Kvaloy, J. T., Bottle, A. and Zhou, F. Risk-adjusted monitoring of time to event,Biometrika, vol.97(2), pp.375-388, 2010.

    3. Hand, D. J. and Zhou, F. Evaluating models for classifying customers in retail banking collectionsJournal of the Operational Society, vol.61, pp.1540-1547, 2009.

    4. Rogers, L. C. G. and Zhou, F. Estimating correlation from high, low, opening and closing prices. Annals of Applied Probability, vol.18, pp.813, 2008.

  • 1、四川省千人计划创新人才项目, 2015/01-2017/12。

    2、国家自然科学基金青年科学基金项目:基于交替复发时间数据的历史分析及在信贷数据中的应用,2016/01-2018/12