簡介

程業斌現為bevictor伟德官网金融系教師，國外大學計量經濟學系博士畢業，主持和參與多項國家級和省部級項目，多篇論文發表在統計學和精算學的國際著名期刊上，有多次到國外著名大學交流訪問經曆，已有多名碩士生和博士生畢業。

教育背景

• 2002.12-2007.09  計量經濟學，丁伯根研究院和阿姆斯特丹大學， 博士

• 2000.09-2002.10  統計與金融，中國科學與技術大學，博士

工作經曆

• 2015.02至今  旭日bevictor伟德官网，bevictor伟德官网

• 2008.01-2015.01  統計與管理學院，上海财經大學

學術經曆

• 2000.09  School of Physical & Mathematical Sciences, Nanyang Technological University

• 2010.03-2010.08  School of Economics, the University of Adelaide

• 2011.08-2011.09,2012.01,2012.07-2013.02  Department of Mathematics, Baptist University of Hong Kong

學術成果

著作與教材

• He, F., Cheng, Y., & Tong, T. (2016). Estimation of high conditional quantiles using the hill estimator of the tail index. Journal of the Statistical Planning and Inference, 176: 64-77.

• He, F., Cheng, Y., & Tong, T. (2016). Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles. Statistics & Probability Letters, 30-37.

• Cheng, Y., Gao, D. & Tong, T. (2015). Bias variance reduction in estimating the proportion of true null hypotheses. Biostatistics, 16(1):189-204.

• Cheng, Y. & Zerom, D. (2015). A quantile regression models for time series data in presence of additive component. Communications in Statistics-Theory and Methods, 44(20):4354-4379.

• Zhou, Y., Cheng, Y., Lie, W., & Tong, T. (2015). Optimal difference-based variance estimation in heteroscedestic nonparametric regression. Statistica Sinica, 1377-1397.

• Cheng, Y., Jan G., De, G., & Dawit, Z. (2011). Efficient estimation of an additive quantile regression model. Scandinavian Journal of Statistics, 38(1): 46-62.

• Cheng, Y., Jan, G., & De, G. (2009). Bahadur representation for the nonparametric M-estimator under-mixing Dependence. Statistics, 43(5): 443-462.

• Cheng, Y., Jan, G., & De, G. (2007). On the UTH geometric conditional quantile. Journal of the Statistical Planning and Inference, 1914-1930.

• Cheng, Y. & Tang, Q. (2006). Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model. Southeast Asian Bull. Math, 427-438.

• Cheng, Y. & Tang, Q. (2003). Moments of the surplus before ruin and the deficit at ruin in Erlang (2) risk process. North American Actuarial Journal, 7(1): 1-12.

• Cheng, Y., Tang, Q., & Yang, H. (2002). Approximations for moments of deficit at ruin with exponential and subexponential claims. Statistics & Probability Letters, 59(4): 367-378.

教學科研項目

• 2013.1-2016.12  非參數半參數分位數回歸模型及其應用, 國家自然科學基金面上項目，主持人

• 2009.8-2011.8  《教育部留學回國人員科研啟動基金》，主持人

• 2009.1-2010.12  《上海高校選拔培養優秀青年教師科研專項基金》，主持人