一、教育背景:
2009—2013，经济学博士, 北京大学光华管理学院。
2005—2009, 理学学士，南开大学数学试点班。
2011.09—2012.01, 访问学者，加州大学戴维斯分校商学院。
2012.01—2012.03, 访问学者，威斯康辛大学麦迪逊分校统计系。
二、工作经历：
2022-至今，西南财经大学教授，博士生导师，北京大学商务智能研究中心研究员。
2017-2021，西南财经大学副教授，博士生导师，北京大学商务智能研究中心研究员。
2016-2021，西南财经大学副教授，北京大学商务智能研究中心研究员。
三、研究兴趣:
高维数据分析与建模、大型社交网络数据分析、风险管理和投资组合优化、消费金融反欺诈
四、教授课程：
本科生：回归分析、数理统计；
研究生：网络数据分析、半监督学习。
五、学术成果：
[41]Zhou Jing., Wei Lan and Hansheng Wang, " Asymptotic covariance estimation by Gaussian random perturbation. Computational Statistics & Data Analysis， https://doi.org/10.1016/j.csda.2022.107459
[40]Xiao Bofei, Lei Bo, Lan Wei and Guo Bin"A Blockwise Network Autoregressive Model with Application for Fraud Detection" Annals of the Institute of Statistical Mathematics，DOI: https://doi.org/10.1007/s10463-022-00822-w.
[39]Lei Bo, Lan Wei, Fang Nengsheng, Zhoujing, Polynomial network autoregressive models with divergent order .Science China Mathematics doi.org/10.1007/s11425-021-1978-7
[38]Kuangnan Fang, Lan Wei, Pu Dan and Zhang Qingzhao，Spatial Autoregressive Models with Generalized Spatial Disturbances，Statistica Sinica，DOI：10.5705/ss.202021.0377
[37]Rong Zhang, Jing Zhou, Wei Lan and Hansheng Wang （2022）, A case study on the shareholder network effect of stock market data: An SARMA approach，Science China Mathematics, DOI:10.1007/s11425-021-1917-4
[36]Zou, T., Lan, W., Li, R and Tsai, C.-L.（2022）. Inferences on covariance-mean regression, Journal of Econometrics, 230（2）318-338 （共同一作）
[35]Yujia Wu., Lan, W., Zou, T and Tsai, C.-L. （2022）.Inward and outward network influence analysis, Journal of Business & Economic Statistics, 40:4, 1617-1628
[34]Lan, W., Chen, X., Zou, T., and Tsai, C.-L. （2022）.Imputations for high missing rate data in covariates via semi-supervised learning approach, Journal of Business & Economic Statistics, 40:3, 1282-1290
[33]Long Feng., Wei Lan., Binghui Liu and Yanyuan Ma (2022). High-dimensional test for alpha in linear factor pricing models with sparse alternatives, Journal of Econometrics, 229（1）152-175
[32]贺平，兰伟，丁月(2021)，“中国股票市场可以预测吗?基于组合LASSO-logistic方法的视角”，统计研究，第 5 期。
[31]Zou, T., Luo, R., Lan, W., & Tsai, C. L. (2021). Network influence analysis. Statistica Sinica, 31, 1727-1748.
[30]Shujie Ma, Wei Lan, Liangjun Su and Chih-Ling Tsai (2020) “Testing alpha in conditional time-varying factor models with high dimensional assets,” Journal of Business & Economic Statistics, 38， 214—227.
[29]Lin, H, Wei Liu and Wei Lan (2021) “Regression Analysis with individual-specific patterns of missing covariates,” Journal of Business & Economic Statistics, 39 (1), 179-188.
[28]Yingying Ma, Wei Lan, Fanyin Zhou and Hansheng Wang (2020) “Approximate Least Squares Estimation for Spatial Autoregressive Models with Covariates”, Computational Statistics & Data Analysis，143.
[27]Kuangnan Fang, Xinyan Fan,Wei Lan and BingquanWang(2019),“Nonparametric additive beta regression for fractional response with application to body fat data”，Annals of Operations Research， 276， 331—347.
[26]Ronghua Luo, Yi Liu and Wei Lan (2019) “A penalized expected risk criterion for portfolio selection”, China Finance Review International, 3, 386—400.
[25]Wei Lan and Lilun Du (2019) “A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection”, Journal of Business and Economics Statistics, 37, 147—157.
[24]Fang fang., Wei Lan., Jingjing Tong and Jun Shao (2019) “Model averagying for prediction with fragmentary data,” Journal of Business & Economic Statistics, 37, 517—527.
[23]Danyang Huang, Wei Lan, Zhang, H, Hansheng Wang (2019),“Least Squares Estimation of Spatial Autoregressive Models for Large-Scale Social Networks”，Electronic Journal of Statistics，13, 1135—1165.
[22]Lilun Du, Wei Lan, Ronghua Luo and Pingshou Zhong (2018)，“Factor adjusted multiple testing of correlations ”,Computational Statistics & Data Analysis, 128, 34—47.
[21]Jing Zhou and Wei Lan (2018)，“Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders ”, International Review of Economics and Finance, 56,438—450.
[20]Wei Lan, Long Feng and Ronghua Luo (2018) “Testing high dimensional linear asset pricing models,” Journal of Financial Econometrics, 16，191-210.
[19]Wei Lan, Zheng Fang, Hansheng Wang and Chih-Ling Tsai (2018),“Covariance Matrix Estimation via Network Structure,” Journal of Business & Economics Statistics, 36，359--369.
[18]Wei Lan,Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai (2018) “Sequential model averaging for high dimensional linear regression models”,Statistica Sinica, 28， 449--469.
[17]Wei Lan., Rui Pan., Ronghua Luo and Yongwei Chen (2017),“High dimensional cross-sectional dependence test under arbitrary serial correlation”， Science China-Mathematics, 60,345—360.
[16]Pingshou Zhong, Wei Lan, Peter Song and Chih-Ling Tsai (2017),“Tests for Covariance Structures with High Dimensional Repeated Measurements,” The Annals of Statistics, 45,1185-1213.
[15]Ronghua Luo and Wei Lan (2017),“Detecting homogeneous predictors in high dimensional panel model with a MCMC algorithm ” ,Communication in Statistics--Simulation and Computation,46,7376-7392.
[14]Tao Zou, Wei Lan, Hansheng Wang, Chih-Ling Tsai (2017),“Covariance Regression Analysis”, Journal of the American Statistical Association, 112,266--281.
[13]Jing Zhou, Wei Lan and Tang, Y (2016), “The value of institutional shareholders: Evidence from cross-border acquisitions by Chinese listed firms，”Management Decision, 54,44-65.
[12]Jing Zhou, On Kit Tam, and Wei Lan (2016), “Solving agency problems in Chinese family firms-A law and finance perspective，”Asian Business & Management, 15,57--82.
[11]Wei Lan, Ping-Shou Zhong, Runze Li, Hansheng Wang and Chih-Ling Tsai (2016), “Testing a Single Regression Coefficient in High Dimensional Linear Models,”Journal of Econometrics, 195, 154--168.
[10]严成樑，李涛，兰伟(2016)，“金融发展、创新与二氧化碳排放”，《金融研究》2016年第1期。
[9]Wei Lan, Yue Ding, Zheng Fang and Kuangnan Fang (2016),“TestingCovariates in High Dimension LinearRegression with Latent Factors”，Journal of Multivariate Analysis, 144,25—37.
[8]Yingying Ma, Wei Lan and Hansheng Wang (2015), “A High Dimensional Two-Sample Test under a Low Dimensional Factor Structure,” Journal of Multivariate Analysis, 140,162—170.
[7]罗荣华，兰伟，杨云红(2015)，“基金排名与主动性水平：理论与实证”，中国管理科学，2015年第8期，158—167.
[6]Yingying Ma,Wei Lan and Hansheng Wang(2015), “Testing predictor significance with Ultra high dimensional multivariateresponses,”Computational Statistics & Data Analysis,83, 275—286.
[5]Wei Lan, Ronghua Luo, Chih-Ling Tsai, Hansheng Wang, and Yunhong Yang (2015), “Testing the Diagonality of a Large Covariance Matrix in a Regression Setting,” Journal of Business & Economic Statistics, 33, 77—86.
[4]Jing Zhou, On Kit Tam, and Wei Lan(2015), “Are investor protection and ownership concentration substitutes in Chinese family firms?”Emerging Markets Finance and Trade, 51,432—443.
[3]Lan W, Wang H, Tsai C L. Testing covariates in high-dimensional regression[J]. Annals of the Institute of Statistical Mathematics, 2014, 66(2): 279-301.
[2]罗荣华,兰伟（通讯作者）,杨云红.基金的主动性管理提升了业绩吗?[J].金融研究,2011(10):127-139.
[1]Wei Lan, Hansheng Wang and Chih-Ling Tsai (2012), “A Bayesian Information Criterion for Portfolio Selection,”Computational Statistics & Data Analysis, 56, 88-99.
六、科研项目：
[7]国家自然科学基金面上项目，“大型协方差矩阵的结构化估计和检验”，项目批准号，12171395，2022/1-2025/12 ，项目主持人。
[6]国家青年自然科学基金，“高维近似因子模型框架下的多重检验及其应用”，项目批准号：11401482，2015/1-2017/12，项目主持人。
[5]国家自然科学基金重点项目，“大数据驱动的管理决策模型和算法”，项目批准号：71532001， 2016/1-2020/12，子项目负责人。
[4]国家自然科学基金重点项目，“半参数集成回归推断”，项目批准号：11931014， 2020/1-2024/12，子项目负责人。
[3]国家自然科学基金重大项目子课题，“时空数据建模与预测研究”，项目批准号：71991472，2020/1-2024/12，参与人。
[2]国家自然科学基金面上项目，“协方差阵的推断及在方向数据分析中的应用”，项目批准号：11471264，2015/1-2017/12，主研。
[1]国家青年自然科学基金，“层次贝叶斯模型中隐形变量分布的非参数估计及在RNA-seq数据中的应用”，项目批准号：11401483,2015/1-2017/12，主研。
七、学术兼职：
成都市统计学会理事， 中国青年统计学家协会常务理事， 《金融研究》、《管理科学学报》、《中国科学》、 Journal of the American Statistical Association 、 The Annals of Statistics 、Journal of Business and Economic Statistics 、 Journal of Econometrics 、 Annals of the Institute of Statistical Mathematics 、 Computational Statistics & Data Analysis 、Journal of Multivariate Analysis 等国内外著名期刊匿名审稿人。
