张应应 - 重庆大学 - 数学与统计学院

个人简介

基本信息张应应，男，出生于1983年，重庆人，博士教育背景 2001年-2005年，四川大学数学学院应用数学专业,理学学士学位，导师：赵国松 2005年-2007年，澳门大学科技学院数学系，理学硕士学位，导师：丁灯 2007年-2010年，澳门大学科技学院数学系，理学博士学位，导师：金小庆工作经历 2010年至今，重庆大学，数学与统计学院统计与精算学系，讲师 2016/09-2017/08，美国康涅狄格大学，统计系，访问学者，访问陈明辉教授科研项目主持 1. 2019/01–2020/11, 临床试验中基于条件势的无效分析的理论研究(Theoretical study of futility analysis based on conditional power in clinical trials), 中央高校基本科研业务费项目(Fundamental Research Funds for the Central Universities), 2019CDXYST0016. 2. 2016/09–2017/08, 中国国家留学基金(China Scholarship Council), 201606055028. 3. 2013/01–2017/12, Monte Carlo高级技术及其在期权定价中的应用(Monte Carlo advanced techniques with their applications in options pricing), 中央高校基本科研业务费项目(Fundamental Research Funds for the Central Universities), CQDXWL2012/004. 4. 2011/07–2015/06, 基于R软件的多元统计分析及其应用(Multivariate statistical analysis and its applications using R software), 重庆市自然科学基金项目(Natural Science Foundation Project of CQ CSTC), CSTC2011BB0058. 5. 2010/09–2015/09, 带跳过程下的期权定价(Option pricing under jump diffusion processes), 重庆大学高层次人才科研启动基金项目(Chongqing University High-Level Talents Research Start Funds), CDJRC10100010. 参研 1. 2017/01–2020/12, 矩阵分解的随机算法、随机扰动分析及其应用, 国家自然科学基金面上项目(National Natural Science Foundation of China), 11671060. 2. 2014/01–2017/12, 离散观测时间下重尾风险模型的分红问题, 教育部人文社会科学研究西部和边疆地区项目(MOE project of Humanities and Social Sciences on the west and the border area), 14XJC910001. 主讲课程研究生：高级数理统计、社会统计调查、统计计算(蒙特卡罗方法) 本科生：统计分析软件应用(R软件)、抽样调查、多元统计分析、概率论与数理统计、线性代数获奖情况 1. 2008/10, 东亚工业与应用数学学会学生论文竞赛，三等奖(EASIAM Student Paper Competition, Third Prize). 2. 2004/06, 2002-2004年四川大学创新型人才，一等奖(The innovative talents of Sichuan university during 2002-2004, First Prize). 3. 2003/12, 2002-2003年四川大学优秀学生(The outstanding student of Sichuan university during 2002-2003). 4. 2003/10, 中国大学生数学建模竞赛，全国一等奖(The China Undergraduate Mathematical Contest in Modeling (CUMCM), National First Prize). 研究生培养已毕业6人，在读2人： 1. Song, Wen-He (宋文和) [2017届] 2. Xie, Yu-Han (解宇涵) [2017届] 3. Zhou, Ming-Qin (周明琴) [2018届] 4. Wang, Da-Wei (王大伟) [2018届] 5. Sun, Ya (孙雅) [2019届] 6. Sun, Ji (孙吉) [2019届] 7. Li, Zheng (李征) [2021届] 8. Shi, Ya-Guang (石亚光) [2021届]

研究领域

研究方向贝叶斯统计、生物医学统计（假设检验、条件势、无效分析、样本量的计算、ROC曲线）、统计推断、多元统计分析、Monte Carlo方法、期权定价

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

主要成果在Statistical Methods in Medical Research (1)，Journal of Biopharmaceutical Statistics (1)，Statistics in Biopharmaceutical Research (1)，Journal of Statistical Computation and Simulation (2)，Communications in Statistics-Theory and Methods (5)，Journal of Computational Finance (1)，Journal of Computational and Applied Mathematics (1)，Linear Algebra and its Applications (1)，Computers & Mathematics with Applications (1)，East Asian Journal on Applied Mathematics (1)，Chinese Journal of Applied Probability and Statistics (2)，工程数学学报(1)，统计与决策(5)，数学的实践与认识(1)等期刊上发表或录用期刊论文24篇。更多论文(50+)请参见我的学术个人主页。已发表和录用的期刊论文 [1]. Deng QQ#, Zhang YY#*, Roy D, Chen MH (2019). Superiority of combining two independent trials in interim futility analysis [J]. Statistical Methods in Medical Research, DOI: 10.1177/0962280219840383. (SCI) [2]. Zhang YY*, Ting N (2019). Sample size considerations for a phase III clinical trial with diluted treatment effect [J]. Statistics in Biopharmaceutical Research, DOI: 10.1080/19466315.2019.1599414. (SCI) [3]. Zhang YY*, Xie YH, Song WH, Zhou MQ (2019). The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model [J]. Communications in Statistics-Theory and Methods, DOI: 10.1080/03610926.2019.1565840. (SCI) [4]. Zhang YY*, Rong TZ, Li MM (2019). The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method [J]. Communications in Statistics-Theory and Methods, 48(9): 2286-2304. (SCI) [5]. Zhang YY*, Rong TZ, Li MM (2019). Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments [J]. Communications in Statistics-Theory and Methods, 48(22): 5467-5476. (SCI) [6]. Zhang YY*, Wang ZY, Duan ZM, Mi W (2019). The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein’s loss function [J]. Journal of Statistical Computation and Simulation, 89(16): 3061-3074. (SCI) [7]. Zhang YY*, Rong TZ, Li MM (2019). When the sum is a minimal sufficient statistics for the parameter of a discrete distribution with finite values? [J]. Chinese Journal of Applied Probability and Statistics, to be published. (Chinese core journal; CSCD) [8]. Xie YH, Song WH, Zhou MQ, Zhang YY* (2018). The Bayes posterior estimator of the variance parameter of the normal distribution with a normal-inverse-gamma prior under Stein’s loss [J]. Chinese Journal of Applied Probability and Statistics, 34(6): 551-564. (Chinese core journal; CSCD) [9]. Zhang YY*, Ting N (2018). Bayesian sample size determination for a phase III clinical trial with diluted treatment effect [J]. Journal of Biopharmaceutical Statistics, 28(6): 1119-1142. (SCI) [10].Zhang YY*, Xie YH, Song WH, Zhou MQ (2018). Three strings of inequalities among six Bayes estimators [J]. Communications in Statistics-Theory and Methods, 47(8): 1953-1961. (SCI) [11].Zhang YY*, Zhou MQ, Xie YH, Song WH (2017). The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model [J]. Journal of Statistical Computation and Simulation, 87(14): 2724-2737. (SCI) [12].Zhang YY* (2017). The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein’s loss [J]. Communications in Statistics-Theory and Methods, 46(14): 7125-7133. (SCI) [13].张应应* (2016). 总体或样本的协方差(矩阵)和相关系数(矩阵)的系统定义[J]. 统计与决策, (8): 20-24. (Chinese core journal; CSSCI) [14].肖雪梦, 张应应* (2015). 三种回归方法在消除多重共线性及其预测结果的比较[J]. 统计与决策, (24): 75-78. (Chinese core journal; CSSCI) [15].张应应*, 代春兰 (2015). Monte Carlo方法的精度分析及其在算术平均亚洲期权定价中的应用[J]. 工程数学学报, 32(2): 185-196. (Chinese core journal; CSCD) [16].张应应* (2015). 稳健性因子分析在股票评价中的应用[J]. 统计与决策, (16): 76-79. (Chinese core journal; CSSCI) [17].司圣音, 张应应* (2014). 稳健性因子分析在城镇居民家庭现金消费支出中的应用[J]. 数学的实践与认识, 44(20): 21-32. (Chinese core journal; CSCD) [18].Zhang YY, Pang HK, Feng LM*, Jin XQ (2014). Quadratic finite element and preconditioning methods for options pricing in the SVCJ model [J]. Journal of Computational Finance, 17(3): 3-30. (SSCI) [19].张潇方, 张应应* (2014). 克强指数反映中国经济现实状况的优越性研究[J]. 统计与决策, (22): 30-32. (Chinese core journal; CSSCI) [20].张应应*, 魏毅 (2014). R函数实现正态总体均值、方差的区间估计及假设检验的设计[J].统计与决策, (9): 74-77. (Chinese core journal; CSSCI) [21].Pang HK*, Zhang YY, Jin XQ (2012). Tri-diagonal preconditioner for pricing options [J]. Journal of Computational and Applied Mathematics, 236: 4365-4374. (SCI) [22].Pang HK*, Zhang YY, Vong SW, Jin XQ (2011). Circulant preconditioners for pricing options [J]. Linear Algebra and its Applications, 434: 2325-2342. (SCI) [23].Pang HK*, Zhang YY, Jin XQ (2011). Tri-diagonal preconditioner for Toeplitz systems from finance [J]. East Asian Journal on Applied Mathematics, 1: 82-88. (SCI) [24].Ding D*, Zhang YY (2008). A splitting-step algorithm for reflected stochastic differential equations [J]. Computers & Mathematics with Applications, 55: 2413-2425. (SCI)

学术兼职

学术与社会兼职 1. International Society for Bayesian Analysis (ISBA) regular member (2019/11–2020/12) 2. ISBA Eastern Asia Chapter (EAC) member (2019/11–2020/12) 3. Institute of Mathematical Statistics (IMS)-China member (2011/04–present) 4. New England Statistical Society (NESS) member (2017/10–2018/10)