简介

程业斌现为威廉希尔官网金融系教师，国外大学计量经济学系博士毕业，主持和参与多项国家级和省部级项目，多篇论文发表在统计学和精算学的国际著名期刊上，有多次到国外著名大学交流访问经历，已有多名硕士生和博士生毕业。

教育背景

• 2002.12-2007.09  计量经济学，丁伯根研究院和阿姆斯特丹大学， 博士

• 2000.09-2002.10  统计与金融，中国科学与技术大学，博士

工作经历

• 2015.02至今  威廉希尔官网，威廉希尔官网

• 2008.01-2015.01  统计与威廉希尔官网，上海财经大学

学术经历

• 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

学术成果

著作与教材

• 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.

教学科研项目

• 2013.1-2016.12  非参数半参数分位数回归模型及其应用, 国家自然科学基金面上项目，主持人

• 2009.8-2011.8  《教育部留学回国人员科研启动基金》，主持人

• 2009.1-2010.12  《上海高校选拔培养优秀青年教师科研专项基金》，主持人