正文

一、 个人简介

教育经历:

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

工作经历:

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

联系邮箱: zfy@swufe.edu.cn

二、 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

三、 学术成果

1. LvS and ZhouF. Optimal learning rates of Lp-type multiple kernel learning under general conditions. Information Science,vol.294, pp.255-268, 2015.

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

3. Hand, D. J. and Zhou, F. Evaluating models for classifying customers in retail banking collectionsJournal of the Operational Society, vol.61, pp.1540-1547, 2009.

4. Rogers, L. C. G. and Zhou, F. Estimating correlation from high, low, opening and closing prices. Annals of Applied Probability, vol.18, pp.813, 2008.

四、 主持项目

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

五、学术兼职