張應應

張應應，男，出生於1983年，重慶人，博士，重慶大學數學與統計學院講師，碩士生導師。

基本介紹

• 中文名：張應應
• 畢業院校：澳門大學
• 學位/學歷：博士
• 專業方向：貝葉斯統計、臨床試驗中的統計分析等
• 職務：重慶大學數學與統計學院碩士生導師

人物經歷

學習經歷

2001年-2005年，四川大學數學學院套用數學專業,理學學士學位，導師：趙國松

2005年-2007年，澳門大學科技學院數學系，理學碩士學位，導師：丁燈

2007年-2010年，澳門大學科技學院數學系，理學博士學位，導師：金小慶

工作經歷

2010年至今，重慶大學，數學與統計學院統計與精算學系，講師

訪問經歷

2016/09-2017/08，美國康乃狄克大學，統計系，訪問學者，訪問陳明輝教授

研究方向

貝葉斯統計、臨床試驗中的統計分析（假設檢驗、條件勢、無效分析、樣本量的計算）、統計推斷、多元統計分析、Monte Carlo方法、期權定價

學術成果

科研項目

主持

1.2019/01–2020/11,臨床試驗中基於條件勢的無效分析的理論研究(Theoretical study of futility analysis based on conditional power in clinical trials),中央高校基本科研業務費項目(Fundamental Research Funds for the Central Universities), 2019CDXYST0016.

2.2016/09–2017/08,中國國家留學基金(China Scholarship Council), 201606055028.

3.2013/01–2017/12, Monte Carlo高級技術及其在期權定價中的套用(Monte Carlo advanced techniques with their applications in options pricing),中央高校基本科研業務費項目(Fundamental Research Funds for the Central Universities), CQDXWL2012/004.

4.2011/07–2015/06,基於R軟體的多元統計分析及其套用(Multivariate statistical analysis and its applications using R software),重慶市自然科學基金項目(Natural Science Foundation Project of CQ CSTC), CSTC2011BB0058.

5.2010/09–2015/09,帶跳過程下的期權定價(Option pricing under jump diffusion processes),重慶大學高層次人才科研啟動基金項目(Chongqing University High-Level Talents Research Start Funds), CDJRC10100010.

參研

1.2017/01–2020/12,矩陣分解的隨機算法、隨機擾動分析及其套用,國家自然科學基金面上項目(National Natural Science Foundation of China), 11671060.

2.2014/01–2017/12,離散觀測時間下重尾風險模型的分紅問題,教育部人文社會科學研究西部和邊疆地區項目(MOE project of Humanities and Social Sciences on the west and the border area), 14XJC910001.

代表性教學科研成果

在Statistical Methods in Medical Research，Journal of Biopharmaceutical Statistics，Statistics in Biopharmaceutical Research，Journal of Statistical Computation and Simulation，Communications in Statistics - Theory and Methods，Journal of Computational Finance，Journal of Computational and Applied Mathematics，Linear Algebra and its Applications，Computers & Mathematics with Applications，East Asian Journal on Applied Mathematics，Chinese Journal of Applied Probability and Statistics，工程數學學報，統計與決策，數學的實踐與認識等期刊上發表或錄用期刊論文22篇。

已發表和錄用的期刊論文

[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, accepted for publication. (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, DOI: 10.1080/03610926.2018.1465081. (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, DOI: 10.1080/03610926.2018.1435818. (SCI)

[6].Xie YH, Song WH, Zhou MQ,Zhang YY* (2019). 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, accepted for publication. (Chinese core journal; CSCD)

[7].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)

[8].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)

[9].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)

[10].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)

[11].張應應* (2016).總體或樣本的協方差(矩陣)和相關係數(矩陣)的系統定義[J].統計與決策, (8): 20-24. (Chinese core journal; CSSCI)

[12].肖雪夢,張應應* (2015).三種回歸方法在消除多重共線性及其預測結果的比較[J].統計與決策,(24): 75-78. (Chinese core journal; CSSCI)

[13].張應應*,代春蘭(2015). Monte Carlo方法的精度分析及其在算術平均亞洲期權定價中的套用[J].工程數學學報, 32(2): 185-196. (Chinese core journal; CSCD)

[14].張應應* (2015).穩健性因子分析在股票評價中的套用[J].統計與決策, (16): 76-79. (Chinese core journal; CSSCI)

[15].司聖音,張應應* (2014).穩健性因子分析在城鎮居民家庭現金消費支出中的套用[J].數學的實踐與認識, 44(20): 21-32. (Chinese core journal; CSCD)

[16].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)

[17].張瀟方,張應應* (2014).克強指數反映中國經濟現實狀況的優越性研究[J].統計與決策, (22): 30-32. (Chinese core journal; CSSCI)

[18].張應應*,魏毅(2014). R函式實現正態總體均值、方差的區間估計及假設檢驗的設計[J].統計與決策, (9): 74-77. (Chinese core journal; CSSCI)

[19].Pang HK*,Zhang YY, Jin XQ (2012). Tri-diagonal preconditioner for pricing options [J].Journal of Computational and Applied Mathematics, 236: 4365-4374. (SCI)

[20].Pang HK*,Zhang YY, Vong SW, Jin XQ (2011). Circulant preconditioners for pricing options [J].Linear Algebra and its Applications, 434: 2325-2342. (SCI)

[21].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)

[22].Ding D*,Zhang YY(2008). A splitting-step algorithm for reflected stochastic differential equations [J].Computers & Mathematics with Applications, 55: 2413-2425. (SCI)