统计学国家重点学科(2007)

专任教师
周凡吟
数据科学系
教授,博士生导师

办公地址:
邮箱:zfy@swufe.edu.cn

一、教育背景:

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

二、工作经历:

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

三、研究领域:

事件历史分析,生存数据分析,高频时间序列数据分析。

四、教授课程:

时间序列分析,生存分析,贝叶斯统计,高等数理统计。

五、学术成果:

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

(2) Lin Huazhen; Zhou Fanyin; Wang Qiuxia; Zhou Ling; Qin Jing ; Robust and efficient estimation for the treatment effect in causal inference and missing data problems, Journal of Econometrics, 2018, 205(2): 363-380

(3) Shaogao Lv; Jiakun Jiang; Fanyin Zhou; Jian Huang; Huazhen Lin ; Estimating high-dimensional additive Cox model with time-dependent covariate processes, Scandinavian Journal of Statistics, 2018, 45: 900-922

(4) Yingying Ma; Wei Lan; Fanying Zhou; Hansheng Wang ; Approximate least squares estimationfor spatial autoregressive models with covariates, Computational Statistics & Data Analysis, 2020, 143(null): 106833

(5) Zhiyong Li; Xinyi Hu; Ke Li; Fanyin Zhou; Feng Shen ; Inferring the outcomes of rejectedloans: an application of semisupervised clustering, Journal of the Royal Statistical Society: Series A (Statistics in Society), 2020, 183(2): 631-654

(6). Ke Li, Fanyin Zhou, Zhiyong Li, Xiao Yao, Yashu Zhang, Predicting Loss Given Default Using Post-Default Information, Knowledge-based Systems, 224(2021)107068

(7). Ke Li, Fanyin Zhou*, Zhiyong Li, Wanqing Li, Feng Shen,A Semi-parametric Ensemble Model for Profit Evaluation and Investment Decisions in Online Consumer Loans with Prepayments. Applied Soft Computing, 107(2021)107458

(8).Zhou, F.*, Fu,L., Li, Z. and Xu,J. (2022). The recurrence of financial distress: A survival analysis. International Journal of Forecasting,38(3):1100-1115.

六、科研项目:

1、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。