赵彦勇

发布者:统计与数据科学学院发布时间:2017-03-08浏览次数:6189

 


赵彦勇 中共党员

系别:统计学系

职称:副教授

联系方式:yyzhao@nau.edu.cn

东南大学统计学博士,硕士生导师。入选江苏省“333”高层次人才计划,主持国家自然科学基金项目2项、全国统计科学研究项目2项、江苏省自然科学基金项目1项、江苏省社会科学基金项目1项,发表SCISSCI和中文核心期刊论文30余篇,相关成果获得全国商业科技进步奖三等奖1项、江苏省统计科研优秀成果奖二等奖1项、江苏省统计科研优秀成果奖三等奖1项,获得全国应用统计专业学位研究生教育教学成果奖二等奖、全国大学生市场调查与分析大赛总决赛优秀指导教师、全国大学生统计建模大赛优秀指导教师。

研究方向

复杂数据分析统计机器学习、应用统计

科研(教学)奖励

  1. 全国商业科技进步奖三等奖(2020

  2. 江苏省统计科研优秀成果奖二等奖(2018

  3. 江苏省统计科研优秀成果奖三等奖(2018

  4. 南京市自然科学优秀学术论文奖(2018

  5. 江苏省应用统计学会优秀论文一等奖(2021

  6. 全国应用统计专业学位研究生教育教学成果奖二等奖(2018

  7. 全国大学生市场调查与分析大赛总决赛优秀指导教师(20202021

  8. 全国大学生统计建模大赛优秀指导教师(2020

社会兼职

  1. 美国数学会Mathematical Review评论员

  2. 全国工业统计研究会青年统计学家协会理事

  3. 中国现场统计研究会数据科学与人工智能分会理事

  4. 全国工业统计研究会数字经济与区块链技术协会理事

  5. Journal of Multivariate AnalysisComputational Statistics & Data Analysis应用概率统计、系统科学与数学等多个杂志匿名审稿人

  1. 教学研究

主讲课程

本科生课程:应用回归分析、市场调查与统计分析、基于Python的数据分析、数学模型等

研究生课程:应用时间序列分析、审计数据科学方法、现代统计方法、统计学习等

指导学生竞赛获奖

  1. 全国大学生数学建模竞赛全国一等奖(2021

  2. 全国大学生数学建模竞赛全国二等奖(201820192020

  3. 全国大学生市场调查与分析大赛总决赛一等奖(2021

  4. 全国大学生市场调查与分析大赛总决赛二等奖(20202021

  5. 全国应用统计专业学位研究生案例大赛二等奖(2018

  6. 全国大学生统计建模大赛二等奖(20202021

  1. 科研研究

主要学术论文

1.赵彦勇,林金官,杜秀丽. 带跳单指标模型的半参数跳点检测估计. 中国科学:数学,2019,49(7): 1021-1040.

2.苍玉权, 赵彦勇, 林金官. 基于带跳时变系数模型的PPI CPI 相关性研究. 统计研究,2019,36(2): 101-111.

3.Zhao Yan-Yong, Lin Jin-Guan, Zhao Jian-Qiang*, Miao Zhang-Xiao. Estimation  of semi-varying coefficient models for longitudinal data with irregular error structure. Computational Statistics & Data Analysis, 2022, 169: 107389.

4.Zhao Yan-Yong*, Zhao Jian-Qiang. Evaluating the adequacy of variance function using pairwise distances. Journal of the Korean Statistical Society, 2022, https://doi.org/10.1007/s42952- 022-00168-2.

5.Ge Kao, Zhao Jian-Qiang, Zhao Yan-Yong*. GR-GNN: Gated Recursion-Based Graph Neural Network Algorithm. Mathematics, 2022, 10(7), 1171.

6.Zhao Yan-Yong*, Zhao Jian-Qiang, Qian Su-An. A new test for heteroscedasticity in single-index models. Journal of Computational and Applied Mathematics, 2021, 381: 112993.

7.Zhao Yan-Yong, Li Jianquan, Wang Hong-Xia*, Zhao Honghong, Chen Xueping. Efficient estimation in heteroscedastic single-index models. Journal of Nonparametric Statistics, 2021, 33(2), 273–298.

8.Ye Xu-Guo*, Zhao Yan-Yong. Jump-robust volatility estimation using dynamic dual- domain integration method. Communications in Statistics-Theory and Methods, 2021, 50: 1250-1273.

9.Zhao Yan-Yong*. Analysis of longitudinal data with semiparametric varyingcoefficient mean-covariance models. Journal of Computational and Applied Mathematics, 2020, 363: 485-502.  

10.Zhao Yan-Yong, Ye Xu-Guo, Han Zhong-Cheng*. A multivariate cointegration time series model and its applications in analyzing stock markets in China. Economic Research- Ekonomska Istraživanja, 2020, 33(1): 698-711.

11.Zhao Jian-Qiang, Zhao Yan-Yong*, Lin Jin-Guan, Miao Zhang-Xiao, Khaled Waled. Estimation and testing for panel data partially linear single-index models with errors correlated in space and time. Random Matrices: Theory and Applications, 2020, 9(2): 2150005.

12.Zhao Jian-Qiang, Zhao Yan-Yong*. Bootstrap bandwidth selection in timevarying coefficient models with jumps. Communications in Statistics-Simulation and Computation, 2020, https://doi.org/10.1080/03610918.2019.1708930.

13.Zhao Jian-Qiang, Zhao Yan-Yong*, Miao Zhang-Xiao. Analysis of panel data partially linear single-index models with serially correlated errors. Journal of Computational and Applied Mathematics, 2020, 368: 112532.

14.Zhao Jian-Qiang, Li Jianquan, Zhao Yan-Yong*, He Junyan, Khaled Waled. Checking heteroscedasticity in partially linear single-index models using pairwise distance. IEEE Access, 2020, 8: 25286-25298.

15.Yan Tianshun*, Zhao Yan-Yong, Wang Wentao. Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. Computational Statistics, 2020, 35: 539-557.

16.Han Zhong-Cheng, Lin Jin-Guan*, Zhao Yan-Yong. Adaptive semiparametric estimation for single index models with jumps. Computational Statistics and Data Analysis, 2020, 151: 107013.

17.Zhao Yan-Yong, Lin Jin-Guan*. Estimation and test of jump discontinuities in varying coefficient models with empirical applications. Computational Statistics & Data Analysis, 2019, 139: 145-163.

18.Zhao Yan-Yong, Lin Jin-Guan*, Huang Xing-Fang, Wang Hong-Xia. Iterative weighted estimation based on variance modelling in linear regression models. Communications in Statistics-Simulation and Computation, 2019, 48(9): 2599-2614

19.Khaled, Waled, Lin Jin-Guan*, Han Zhong-Cheng, Zhao Yan-Yong, Hao Hong-Xia. Test for heteroscedasticity in partially linear regression models. Journal of Systems Science and Complexity, 2019, 32(4): 1194-1210.

20.Zhao Yan-Yong, Lin Jin-Guan*, Ye Xu-Guo, Wang Hong-Xia, Huang Xing-Fang. Two-stage orthogonality-based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data. Biometrical Journal, 2018, 60: 79-99

21.Ye Xu-Guo, Lin Jin-Guan*, Zhao Yan-Yong. A two-step estimation of diffusion processes using noisy observations. Journal of Nonparametric Statistics, 2018, 30(1): 145-181.

22.Hao Hong-Xia, Lin Jin-Guan*, Huang Xing-Fang, Wang Hong-Xia, Zhao Yan-Yong. Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models. Applied Stochastic Models in Business and Industry, 2018, 34(3): 355-375.

23.Zhao Yan-Yong, Lin Jin-Guan*, Wang Hong-Xia, Huang Xing-Fang. Jump-detection- based estimation in time-varying coefficient models and empirical analysis. Test, 2017, 26(3): 574-599.

24.Zhao Yan-Yong, Lin Jin-Guan*. Robust bootstrap estimates in heteroscedastic semi- varying coefficient models and applications in analyzing Australia CPI data. Communications in Statistics- Simulation and Computation, 2017, 46(4): 2638-2653.

25.Lin Jin-Guan*, Zhang Kong-Sheng, Zhao Yan-Yong. Nonparametric estimation of multivariate multiparameter conditional copulas. Journal of the Korean Statistical Society, 2017, 46(1): 126-136.

26.Zhao Yan-Yong, Lin Jin-Guan*, Huang Xing-Fang. Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. Computational Statistics, 2016, 31(1): 247-268.

27.Zhao Yan-Yong, Lin Jin-Guan*, Huang Xing-Fang, Wang Hong-Xia. Adaptive jump-preserving estimates in varying-coefficient models. Journal of Multivariate Analysis, 2016, 149: 65-80.

28.Zhao Yan-Yong, Lin Jin-Guan*, Xu Pei-Rong, Ye Xu-Guo. Orthogonality-projection- based estimation for semi-varying coefficient models with heteroscedastic errors. Computational Statistics & Data Analysis, 2015, 89: 204-221.

29.Lin Jin-Guan*, Zhao Yan-Yong, Wang Hong-Xia. Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data. Journal of Applied Statistics, 2015, 42(11): 2432-2448.

30.Ye Xu-Guo, Lin Jin-Guan*, Zhao Yan-Yong, Hao Hong-Xia. Two-step estimation of the volatility function in diffusion models with empirical applications. Journal of Empirical Finance, 2015, 33: 135-159.

主持科研项目

1.大数据下高维带跳半参数模型的统计推断及其应用研究,国家自然科学基金面上项目(12071220

2.复杂数据下带跳回归模型的统计分析,国家自然科学基金青年项目11701286

3.大数据自适应分布式推断及应用,全国统计科学研究重点项目(2020LZ35

4.基于带跳回归模型的高维纵向数据统计推断江苏省自然科学基金青年项目BK20171073

5.面板数据高维因子模型统计推断及应用研究,江苏省社会科学基金青年项目(20EYC008

6.高维纵向数据下带跳变系数模型的统计推断,全国统计科学研究项目2017LY71

7.基于半参数模型的非参数约束检验及其应用研究江苏省高等学校自然科学研究面上项目17KJB110006

8.基于带跳面板模型的环境污染和GDP数据研究江苏高校哲学社会科学研究项目2017SJB0350