上海财经大学 > 教师主页 > 教师
姓  名:黄勉
职  称:教授
研究方向:现代统计学方法;数据挖掘/机器学习;数量金融/量化投资
教授课程:数据挖掘;金融统计学;投资学
E - mail:huang.mian@mail.shufe.edu.cn;电话:02165901057
研究项目
序号 项目名称 项目编号 项目来源 起止时间 项目经费
1 上海市青年拔尖人才计划 2018-2020
2 上海市晨光计划 2014-2016
3 国家自然科学青年基金 2014-2016
4 上海市优秀青年教师人才项目 2011-2013​
5 上海市浦江人才计划 2010-2012
研究领域

Modern Statistical Methods;Data Mining and Machine Learning; Quantitative Finance and Investment

教育经历
2004年
获中国科技大学统计与金融系学士学位
2006年
获美国宾州州立大学统计学硕士学位
2009年
获美国宾州州立大学统计学博士学位
工作经历

2009 - 2012,    上海财经大学统计与管理学院,助理教授

2012 - 2018,    上海财经大学统计与管理学院,副教授

2018 -            上海财经大学统计与管理学院,教授

研究成果

Zhu, L., Huang, M. and Li, R. (2012). Semiparametric Regression with High-dimensional Covariates.  Statistica Sinica, 22, 1379-1401.

Huang, M. and Yao, W. (2012). Mixture of Regression Models with Varying Proportion: A Semiparametric Approach. Journal of American Statistical Association, 107, 711-724.

Huang, M. and Li, R., and Wang, S. (2013). Nonparametric Mixture of Regression Models.  Journal of American Statistical Association, 108, 929 -941.

Wang, X., Jiang, Y., Huang, M., and Zhang, H. (2013). Robust Variable Selection with Exponential Squared Loss. Journal of American Statistical Association, 108, 632-643.

Huang, M., Li, R. Wang, H., and Yao, W. (2014). Estimations for Mixture of Gaussian Processes
by Kernel Smoothing. Journal of Business and Economic Statistics, 32, 259-270. 

Yu, Z., Dong, Y., and Huang, M. (2014) General Directional Regression. Journal of Multivariate Analysis, 124, 94-104.

Wang, S., Huang, M., Wu X. and Yao, W.(2016). Mixture of Functional Linear Models and Its
Application to CO2-GDP Functional Data. Computational statistics and data analysis,97,1-15

 Fu, G. Huang,  M.,  Bo, W., Hao, H., and Wu, R. Mapping Morphological Shape as a High-Dimensional Functional Curve (2017) , to appear in Briefing in Bioinformatics

Wen, C., Pan, W., Huang, M. and Wang, X.(2018). Conditional Distance Correlation Sure Independence Screening for Ultrahigh Dimensional Data.  Statistica Sinica, 28, 293-317

Huang, M. and Wang, H., and Wang, S. (2018). Maximum Smoothed Likelihood Estimation for a Class of Semiparametric Pareto Mixture Densities. Statistics and its interface, 11,31-40

Huang, M., Wang, S., Yao, W. and Chen,. Y. (2018). Estimation and Testing Hypothesis for Mixture of Varying Coefficient Models. to appear in Scandinavian journal of statistics.

 

奖励,荣誉

上海财经大学优秀教学成果一等奖, 2010;

上海财经大学中振科研优秀奖, 2012;

上海财经大学中振科研优秀奖, 2017

 

 

社会工作

审稿人

Annals of Statistics

Journal of American Statistical Association;

Journal of the Royal Statistical Society: Series B;
Journal of nonparametric statistics;
Computational Statistics and Data Analysis.

学术报告(2008年以来)