金百鎖

2001年6月於中國科學技術大學本科畢業,畢業後留校任教。在承擔教學工作的同時於2006年取得理學博士學位,導師繆柏其教授。博士畢業後在台灣中山大學從事為期一年的博士後研究。先後訪問新加坡國立大學新加坡南洋理工大學香港浸會大學加拿大約克大學。現為中國科學技術大學管理學院統計與金融系教授。研究興趣:大維隨機矩陣,實驗設計,模型選擇,變點,空間統計。

基本介紹

教育背景,工作經歷,基金,出版圖書,論文,出版書籍,

教育背景

2001年 中國科學技術大學學士學位(B.S.,Statistics, University of Science and Technology of China (USTC))
2006年 中國科學技術大學博士學位(Ph.D.Statistics, University of Science and Technology of China)

工作經歷

9/2002 - 6/2012,Assistant Professor, University of Science and Technology of China.
7/2012 -- present: Associate Professor, Department of Statistics and Finance, USTC.

基金

1.《高維數據統計分析方法及套用研究》,國家自然科學基金青年基金項目(National Natural Science Foundation for Young Scientists of China),2012.1-2014.12(Grant No.11101397)
2.《高維時空模型理論與套用研究》,國家自然科學基金面上項目(National Natural Science Foundation of China),2016.1-2019.12(Grant No.11571337)

出版圖書

作者名稱:金百鎖
作者類型:
作者時間:2008年4月1日
《商業銀行流動性風險度量方法》是2008年中國財政經濟出版社出版的圖書,作者是金百鎖,季斆民,李健倫。
展開

論文

發表論文如下(*為通訊作者):
  1. Baisuo Jin,Guangming Pan, Qing Yang, Wang Zhou, On high-dimensional change point problem, Science China Mathematics,2016,59,2355-2378。
  2. Baisuo Jin,Yuehua Wu*,Xiaoping Shi,Consisitenct two-stage multiple change –point detection in linear models, Canadian Journal of Statistics,2016,44(2),161-179.
  3. Cuiling Dong, Changchun Tan*,Baisuo Jin,Baiqi Miao, Inference on the change point estimator of variance in measurement error models,Lithuanian Mathematical Journal,2016,56,471-491.
  4. Yuehua Wu*, Baisuo Jinand Elton Chan,Detection of Changes in Ground-Level Ozone Concentrations via Entropy,Entropy, 2015,17(5), 2749-2763.
  5. Chen Wang, Baisuo Jin, Zhidong Bai*, Krishnan K. Nair, Matthew Harding, Strong Limit of The Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix,Annals of Applied Probability, 2015, 25(6), 3624-3683.
  6. Baisuo Jin,Cuiling Dong,Changchun Tan*, and Baiqi Miao, Estimator of a change point in single index models,Science in China Series A-Mathematics,2014,57(8),1701-1712.doi:10.1007/s11425-014-4820-4.
  7. Baisuo Jin, Chen Wang, Z. D. Bai*, K. Krishnan Nair, and Matthew Harding, Limiting spectral distribution of a symmetrized auto-cross covariance matrix ,Annals of Applied Probability, 2014, 24(3),1199-1225, DOI:10.1214/13-AAP945.
  8. Baisuo Jin, Yuehua Wu*, BaiqiMiao, Xiaolan L.Wang, and Pengfei Guo, Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation estimates, Journal of Geophysical Research: Atmospheres,2014,119,DOI:10.1002/2013JD019648.
  9. Baiqi Miao,Qian Tong,Yuehua Wu & Baisuo Jin*, Selecting and adaptive sequence for computing recursive M-estimators in multivariate linear regression models, Journal of Systems Scinece and Complexity,2013,26(4):583-594.
  10. Miao-Kuan Huang,Mong-Na Huang Lo & Baisuo Jin*, Exact D-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients, Journal of Statistical Planning and Inference, 2013,143:1221-1232.
  11. Baisuo Jin*, Xiaoping Shi & Yuehua Wu, A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models,Statistics and Computing,2013, 23:221-231.
  12. Biasuo Jin, Yuehua Wu* & Baiqi Miao, Entropy-Based network design using hierarchical Bayesian kriging, Chapter 5 in "Spatio-Temporal Design: Advances in efficient data acquisition" Editors Jorge Mateu & Werner G. Muller, John Wiley & Sons, Ltd. 2013,103-131.
  13. Biasuo Jin, Yuehua Wu* & Elton Chan, Hierarchical Bayesian spatio-temporal modeling of regional ozone concentrations and respective network design, Journal of Environmental Statistics, 2012,3:1-31,.
  14. Baisuo Jin& Mong-Na Lo Huang*, Construction of Phi_p-optimal designs with minimum experimental run size for a linear log contrast model in mixture experiments, Biometrika,2011, 98:741-747.
  15. Cheng Wang*, Baisuo Jin & Baiqi Miao, On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Journal of Time Series Analysis,2011,32(5):539-546.
  16. Baisuo Jin,Mong-Na Lo Huang* & Baiqi Miao, Testing for Variance Changes in Autoregressive Models with Unknown Order, Journal of Applied Statistic,2011,38(5), 927-936.
  17. Baisuo Jin*, Cheng Wang, Baiqi Miao & Mong-Na Lo Huang, Limiting spectral distribution of large dimensional sample covariance matrices generated by VARMA, Journal of Multivariate Analysis, 2009, 100(9), 2112-2125.
  18. Zhidong Bai*, Baiqi Miao & Baisuo Jin, On limit theorem for the eigenvalues of product of two random matrices. J. of Multivariate Analysis, 2007, 98(1), 76-101.
  19. Baisuo Jin*, Baiqi Miao, Wuyi Ye & Zhenxiang.,Wu, Application of spectral distribution of product of large dimensional random matrices in factor analysis.Science in China Series A-Mathematics, 2007,50(9): 1303-1315.
  20. Guangming Pan*, Baiqi Miao & Baisuo Jin, Central limit theorem of random quadratics forms involving random matrices. Statistics and Probability Letters, 2008,78 (6), 804-809.
  21. Guangming Pan*, Baiqi Miao &Baisuo Jin, Some limiting theorems of some random quadratic forms. Satistics & Probability Letters, 2005, 75(3), 151-157.
中文期刊
22.關文韜,金百鎖*,繆柏其,原油價格與黃金價格的變點分析,中國科學技術大學學報,2014,Vol.44,No.6,502-507.
23.魏東偉*,金百鎖,繆柏其,葉五一,基於DRJMCMC方法處理多元正態混合模型,中國科學技術大學學報,2011,9:764-772.
24.戴靜*,繆柏其,金百鎖,單指標模型參數估計的遞歸算法的大樣本性質,中國科學技術大學學報,2009,Vol.39,No. 3, 261-264.
25.季斆民*,金百鎖,繆柏其, ES自回歸方法在商業銀行流動性風險衡量中的套用,中國科學技術大學學報,2009,Vol.39,No. 3,271-277.
26.葉五一*,繆柏其,金百鎖,條件VaR的非參數估計及實證分析,管理科學與統計決策(台灣管理核心期刊),2006年11月,1-10.
27.田應福*,金百鎖,繆柏其,宋衛國,日本林火的廣義線性模型,統計與決策,2006.7,總218期,50-52.
28.潘光明,* 繆柏其, 金百鎖,Further results about large system performance of linear multistage parallel interference cancellation. 中國科學技術大學學報. 2005 35(3) 339-345.
29.金百鎖*, 繆柏其, 潘光明, A note on the convergence rate of the spectral distributions of large sample covariance matrices, 中國科學技術大學學報, 2005 35(60),796-804.
30.金百鎖,* 李麗, 繆柏其, Box-Cox變換在教學評估中的套用,套用機率統計, 2005,21(1),97-100.

出版書籍

季斆民, 金百鎖, 李建倫, 《商業銀行流動性風險度量方法》. 2008, ISBN 978-7-5095-0585-4/F.0478.

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