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杨玥含
来源:  点击次数: 次 发布时间:2015-01-06   编辑:

统计学学士、博士,讲师,硕士生导师

地址:北京市海淀区学院南路39号统计与数学学院,100081

Emailyyh@arrowswimclub.com

研究方向

1.     高维统计

2.     复杂数据分析

3.   资产配置

教育背景

20099-20147月 北京大学应用数学专业,获博士学位

20059-20097月 重庆大学统计学专业,获学士学位

工作经历

20147月至今 中央财经大学统计与数学学院教师

学术论文

Published or Accepted (* corresponding author)

(1)Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates instratified randomized experiments, Biometrika, 2020, In Press.

(2)Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2018, In Press.

(3)Yuehan Yang* and Hu Yang. Rates of Convergence of the Adaptive Elastic Net and the Post-selection Procedure in Ultra-high Dimensional Sparse Models. Communications in Statistics Theory and Methods, 2019, Published Online.

(4)Yuehan Yang* and Lan Wu, A significance test for the elastic net and its asymptotic distribution with general predictors (in Chinese). Science China Mathematics, 2019, 49, 1119-1138.

(5)Yuehan Yang* and Hu Yang, Model selection consistency of lasso for empirical data. Chinese Annals of Mathematics Series B, 2018, 39(4):607-620.

(6)Yuehan Yang* and Lan Wu, Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Journal of Statistical Planning and Inference, 2016, 174:52-67.

(7)Lan Wu, Yuehan Yang* and Hanzhong Liu, Nonnegative-lasso and application in index tracking. Computational Statistics and Data Analysis, 2014, 70:116-126.

(8)Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014,227:541-552.

Unpublished

(1)Hanzhong Liu and Yuehan Yang*, Penalized regression adjusted causal effect estimates in high dimensional randomized experiments. 2018, Under Review.

(2)Yuehan Yang, Ji Zhu and E. George*, MSP: A Multi-step Screening Procedurefor Sparse Recovery, 2019, Under Review.

(3)Yuehan Yang and Hu Yang*, Smooth adjustment for correlated effects, 2019, Under Review.

(4)Yuehan Yang, Siwei Xia and Hu Yang*, Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems. 2019, Under Review.

(5)Siwei Xia, Yuehan Yang and Hu Yang*, Nonnegative SCAD for high-dimensional regression models and Application in sparse portfolio selection, 2019, Under Review.

(6)Yuehan Yang, Siwei Xia and Hu Yang*, Interaction Pursuit Biconvex Optimization, 2020, Under Review.

著作

1)金融大数据统计方法与实证,2016,科学出版社

2)金融大数据统计方法与实证配套课件及R程序,2018,科学出版社

所授课程

1.统计软件(本科生)

2.统计学(本科生)

3.统计计算(研究生)

 

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