个人简历

教育经历
2003/09 - 2008/06，浙江大学，概率论与数理统计，博士
1999/09 - 2003/06，浙江大学，统计学，学士

科研与学术工作经历
2016/12-至今 浙江工商大学，统计与数学学院，教授
2011/11-2016/12 浙江工商大学，统计与数学学院，副教授
2008/06-2011/10 浙江工商大学，统计与数学学院，讲师
2014/05-2015/11 美国密歇根大学，统计系，访问学者
2010/07-2010/08 香港大学，数学系，访问教授
2008/07-2009/08 美国康奈尔大学，博士后
2007/11-2008/06 美国康奈尔大学，研究员

研究领域

非参数统计、金融时间序列与风险管理、程序化交易与量化投资

近期论文

[1] Xiaorong Yang, Naveen N. Narisetty*, Xuming He. A new approach to censored quantile regression estimation. Journal of Computational and Graphical Statistics. (to appear)
[2] Xiaorong Yang*, Chun He, Jie Chen. Several extended CAViaR models and their applications to the VaR forecasting of the security markets. Journal of Advanced Computational Intelligence and Intelligent Informatics. 2016, 20(4), 590-596.
[3] Ke-Ang Fu, Jie Li, Xiao-Rong Yang*. Asymptotic properties of the bootstrap unit root test statistics under possibly infinite variance. Communications in Statistics-Theory and Methods. 2016, 45(11): 3158-3167.
[4] Xiaorong Yang*. Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions. Journal of Applied Statistics. 2015, 42(6): 1332-1347.
[5] Xiaorong Yang*, Jie Chen, Chun He. Asymmetric Quantitative Model of Coexceedances and its Applications to the Study of Contagion Mechanism of the Financial Crisis. Journal of Advanced Computational Intelligence and Intelligent Informatics. 2015, 19(3), 389-396.
[6] Xiaorong Yang*, Chun He, Jie Chen. Quantile Regression Models of Financial Market Stablity and Their Applications:Evidence from China’s a-Stock Market. Journal of Management Science & Statistical Decision. 2014, 11(1): 13-23.
[7] Xiao-Rong Yang*. Estimation of the mean for critical branching process and its bootstrap approximation. Metrika, 2013, 76(6): 831-846.
[8] Xiaorong Yang*, Jie Chen, Chun He. A Quantile Regression Approach to Estimate Value at Risk: Evidence from China Stock Market. Journal of Management Science & Statistical Decision. 2013, 10(4): 1-11.
[9] Xiaorong Yang*, and Ke-Ang Fu. A Hoffmann–Jorgensen inequality of NA random variables with applications to the convergence rate. Mathematical Inequalities & Applications. 2013, 16(2): 313-328.
[10] Xiaorong Yang*, Ke-Ang Fu, and Li-Xin Zhang. Asymptotic of the Lr-norm of density estimators in the autoregressive time series. Statistics, 2011, 45(2): 163-178.
[11] Xiaorong Yang*, Wei-Dong Liu, Ke-Ang Fu, Li-Xin Zhang. Convergence rates of tail probabilities for sums under dependence assumptions. Acta Mathematica Sinica, English Series, 2010, 26(8): 1591-1600.
[12] Xiaorong Yang*, Xiaobo Zhou, Wan-Ting Huang, Ling-Yun Wu, Federico A. Monzon, Chung-Che Chang, Stephen TC Wong. Pattern-selection based power analysis and discrimination of low-and high-grade myelodysplastic syndromes study using SNP arrays. PloS One, 2009, 4(4), e5054.
[13] Xiaorong Yang*, Li Xin Zhang. \