賀思輝

博士，華東師範大學金融與統計學院副教授，碩士生導師。2005年7月西北工業大學博士畢業。1998年7月--2006年6月，西安統計學院統計學系教師並擔任教研室主任、系主任和支部書記等職。

基本介紹

• 中文名：賀思輝
• 國籍：中國
• 民族：漢族
• 性別：男

主講課程

1. 機率論與數理統計(本科生)

2. 利息理論(本科生)

3. 綜合評價理論與方法(本科生)

4. 金融風險理論(研究生)

研究方向

1. 分析統計學：綜合評價技術；統計試驗設計；多元統計分析；

2. 精算學：風險管理技術研究；數理金融；隨機分析；

3. 金融工程：風險策略研究；綜合金融產品設計研究；

科研成果

完成項目

1. 陝西省教育廳21世紀教改工程項目: 精算學本科層次人才培養方案與社會對精算人才需求的知識結構分析, 項目編號: sxgj04006, (第一參與人)

2. 陝西省哲學社會科學規劃課題: 管理學的套用與創新研究——關於商品信息反饋動態系統的研究, 項目編號: 04D036S, (第一參與人)

3. 全國統計科學研究計畫項目課題: 資源、環境與經濟協調發展評估體系研究, 項目號: LX03-Y29, (第一參與人)

4. 全國統計科學研究計畫項目課題: 高等教育與區域經濟協調發展的統計建模與分析, 項目編號: LX2005-Y44, (第一參與人)

5. 陝西省交通廳科研立項項目: 公路造價快速估算系統與信息系統研究, 項目編號: JT04004, (第一研究人員)

6. 國家社會科學基金項目: 統計信息技術體系研究, 項目編號: 05BTJ021, (主要參研人員)

7. 西安財經學院重點資助課題: 金融風險管理技術的系統研究, 項目編號: XC05013, (主持人)

8. 西安財經學院院級科研課題: 精算學學科體系建設研究, 項目編號: XC04046, (主持人)

9. 西安財經學院院級科研課題: 風險管理與風險分析, 項目編號: XC03073, (主持人)

期刊雜誌

[1] 賀思輝, 劉茂, 李佼瑞, 不完備YAARI對偶理論與風險序化技術, 西安石油大學學報(自然科學版), 2005, Vol.20, No.1, 83-86.

[2] 賀思輝, 王茂, 小樣本下金融風險測度技術研究, 數理統計與管理, 2006年第5期.

[3] 賀思輝, 吉宏, Hilbert空間下的金融市場風險測度技術研究, 江西師範大學學報自然科學版, 2006年第3期.

[4] 賀思輝, 李佼瑞, Esscher-變換與風險測度技術研究, 長安大學學報(自然科學版), 2005年, 第2期, 106-110.

[5] 賀思輝, 李佼瑞, 劉凱, 分形Ornstein-Uhlenbeck過程及其風險技術, 陝西科技大學學報(自然科學版), 2005, Vol.23, No.2, 112-118.

[6] Sihui He, Jiajun Li, Risk measurement under dependence risk variables---comonotony stochastic orders, Statistics & Information Forum, 2004, No.2, 91-97. (in Chinese)

[7] Sihui He, Jiajun Li, Relative entropy, distortion risk measurement and its risk measure efficient, Journal of Yanan University (Natural Science Edition), 2004, No.2, 23-26. (in Chinese)

[8] Sihui He, Jiaorui Li, The characters of uncertainty in financial markets and its risk measuring technologies, Journal of Xi'an Shiyou University (Social Science Edition), 2005, Vol.14, No.2, 26-32. (in Chinese)

[9] Sihui He, Mao Liu, Jiaorui Li, Incomplete Yaari's dual theory and risk ordering techniques, Journal of Xi'an Shiyou University (Natural Science Edition), 2005, Vol.20, No.1, 83-86. (in Chinese)

[10] Sihui He, Jiaorui Li, Jiajun Li, Esscher-transformation and risk measurement techniques, Journal of Chang'an University (Nature Science Edition), 2005, Vol.25, No.2, 106-110. (in Chinese)

[11] Sihui He, Jiaorui Li, Kai Liu, Fractional Ornstein-Uhlenbeck processes and its applications in risk technique literature, Journal of Shaanxi University of Science & Technology (Natural Science Edition), 2005, Vol.23, No.2, 112-118. (in Chinese)

[12] Sihui He, Zuoren Wang, Actuarial science profession and its design of undergraduate level, Statistical Education, 2004, No.4, 16-20. (in Chinese)

[13] Sihui He, Mao Liu, Study on financial risk measurement techniques in small sample environment, Mathematical Statistics and Management, 2006, (to be prepared) (in Chinese)

[14] Jiajun Li, Sihui He, Game relation model design and optimal solution analysis, Journal of Shaanxi Normal University (Natural Science Edition), Vol.31, Sup, 91-97. (in Chinese)

[15] Jiajun Li, Sihui He, Modeling the game relationship between banks and enterprises and its optimal resolution analysis. Soft Science, 2004, Vol.18, No.6, 34-38. (in Chinese)

[16] Zhili Du, Sihui He, Mental Health, Personality Traits and Defense Style of Poverty College Students. Journal of Chinese Mental Health, 2006, (to be prepared ) (In Chinese).

[17] Kai Liu, Zhili Du, Sihui He, Analysis the comprehensive valuation of the Mental Health state of modern Poverty College Students, Journal of the Fourth Military Medical University, 2006, No.4.

[18] Jiaorui Li, Wei Xu, Sihui He, Approximate solution of Mathieu-Duffing equation with bounded noise excitation, Journal of Northwestern Polytechnical University (Natural Science Edition), 2006, Vol.24, No.1, 31-34. (in Chinese)

[19] Jiaorui Li, Sihui He, Study on the price model of stochastic nonlinear dynamic system, Pure and Applied Mathematics, 2006, (to be prepared) (in Chinese)

[20] Hong Ji, Sihui He, Study on risk techniques in Hilbert Space, Journal of Jiangxi Normal University (Natural Science Edition), 2006, (to be prepared)

會議論文

[1] Sihui He, Statistical engineering and the idea of statistical education in the 21st century, Statistical & Information Forum, 2006, Vol.21, No.2. 87-92. (in Chinese)

[2] Sihui He, Jiaorui Li, The characters of uncertainty in financial markets and its risk measuring technologies, Working Paper, The 3ed National Decision Making Science/Multi-objective Decision Making Conference, 2005, Sichuan University.

[3] He Sihui, Study on financial market risk techniques in the small sample situation, International Statistics Conference on the hornal of Fang's 65, Hong Kong, The Baptist University, 2005, 6.

[4] Zhenlong Wang, Sihui He，Foreign Exchange Risk Premium in the Financial Markets and Its' Measurement Techniques,Working Paper, The 2nd International Statistics and Foreign Trade Forum, 2005, Beijing Foreign Trade University, Peking, China.

編著教材

[1] 胡永紅, 賀思輝, 《綜合評價方法》, 科學出版社, 2000年9月.