张飞鹏      教授、博士生导师
	工作地点：东配楼202
	Email：zhangfp@xjtu.edu.cn

教育经历

2009.09—2013.07上海财经大学统计与管理学院，博士

2004.09—2007.07 北京师范大学数学科学学院，硕士

2000.09—2004.07 武汉大学数学与统计学院，学士

工作经历

2015.03—2018.02美国宾夕法尼亚州立大学统计系，博士后

2019.05— 经济与金融学院，教授

研究方向

金融计量与风险管理、统计学习、复杂数据与大数据分析

科研论文

复杂数据、大数据的统计学习方法

1. “CLIMB: High-dimensional association detection in large scale genomic data”,with Koch, H., Keller, C., Xiang, G., Giardine, B., Wang, Y., Hardison, R. and Li, Q., Nature Communications,13:6874,2022.

2. “Segmented correspondence curve regression for quantifying covariate effects on the reproducibility of high-throughput experiments”, with Li, Q., forthcoming in Biometrics.

3. “Assessing reproducibility of high-throughput experiments in the case of missing data”, with Singh, R. and Li, Q.,Statistics in Medicine, 41, 1884-1899, 2022.

4. “Generalized linear-quadratic model with a change point due to a covariate threshold”, with Yang, J., Liu, L. and Yu, Y.,Journal of Statistical Planning and Inference, 216, 194-206, 2022.

5. “Prediction accuracy measures for time-to-event models with left-truncated and right-censored data”, with Huang, X. and Fan, C.,Journal of Statistical Computation and Simulation, 91, 2764-2779, 2021.

6. “A kernel nonparametric quantile estimator for right-censored competing risks data”, with Fan, C. and Ding, G.,Journal of Applied Statistics, 47, 61-75, 2020.

7. “Bent line quantile regression via a smoothing technique”, with Zhou, X.,Statistical Analysis and Data Mining, 13, 216-228, 2020.

8. “Fine-Gray proportional subdistribution hazards model for competing risks data under length-biased sampling”, with Peng, H. and Zhou, Y.,Statistics and Its Interface,12, 107-122, 2019.

9. “Condition adaptive fused graphical lasso (CFGL): an adaptive procedure for inferring condition-specific gene co-expression network”, with Lyu, Y., Xue, L., Koch, H., Saba, L., Kechris, K., Li, Q.,PLOS Computational Biology, 14(9): e1006436, 2018.

10. “A regression framework for assessing covariate effects on the reproducibility of high-throughput experiments”, with Li, Q.,Biometrics, 74, 803-813, 2018.

11. “An embedded estimating equation for additive risk model with biased-sampling data”, with Zhao. X. and Zhou, Y.,Science China, Mathematics, 61, 1495-1518, 2018.

12. “A continuous threshold expectile model”, with Li, Q.,Computational Statistics and Data Analysis, 116, 49-66, 2017.

13. “HiCRep: assessing the reproducibility of Hi-C data using a stratum-adjusted correlation coefficient”, with Yang, T.,Yardimci, Y., Song, F., Hardison, R., Noble, W., Yue, F. and Li, Q.,Genome Research, 27, 1939-1949, 2017.

14. “Robust bent line regression”, with Li, Q.,Journal of Statistical Planning and Inference, 185, 41-55,2017.

15. “A note on estimating bent line quantile regression model”, with Yan, Y. and Zhou, X.Computational Statistics, 32, 611-630, 2017.

16. “Power-transformed linear quantile regression estimation for censored competing risks data”, with Fan, C. and Zhou, Y.,Statistics and Its Interface, 10, 239-254, 2017.

17. “Composite partial likelihood estimation for length-biased and right-censored data with competing risks”, with Peng, H.and Zhou, Y.,Journal of Multivariate Analysis, 149, 160-176, 2016.

18. “Proportional hazards models with varying coefficients for length-biased data”, with Chen, X. and Zhou, Y.,Lifetime Data Analysis, 20, 132-157, 2014.

经济、金融与管理领域

19. “Economic policy uncertainty, oil and stock markets in BRIC: evidence from quantiles analysis”, with Yuan, D., Li, S. and Li, R.,Energy Economics, 105972, 2022.

20. “Oil price volatility forecasting: Threshold effect from stock market volatility”, with Chen, Y. and Qiao, G.,Technological Forecasting and Social Change, 180, 121704, 2022.

21.“Forecasting exchange rate markets volatility of G7 countries: Will stock market volatility help?”, with Zhang, Z., forthcoming in Applied Economics Letters, 2022.

22. “Impact of national media reporting concerning COVID-19 on stock markets in China: Empirical evidence from a quantile regression”, with Hong, Y., Jiang, Y. and Yu, J.,Applied Economics, 54, 3861-3881, 2022.

23. “Oil and BRIC Stock markets before and after COVID-19: a local Gaussian correlation approach”, with Yuan, D., Cui, F. and Wang, S.,Emerging Markets Finance and Trade, 57, 1592-1602, 2021.

24. “A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation”, with Yang, J. and Ye, M.,Economics Letters, 194,109399, 2020.

25. “A new nonparametric quantile estimate for length-biased data with competing risks”, with Tan, Z.,Economics Letters,137, 10-12, 2015.

26. “基于LGCNET多层网络的中国A股上市公司系统性风险度量”, 徐一雄, 邹胜轩, 陈艳,中国管理科学, 2022.

27. “带多个变点的逐段连续线性分位数回归模型及应用”, 龙振环, 周小英,数量经济技术经济研究,8,150–161,2017.

科研项目

1. 国家自然科学基金项目: 半参数动态EVaR风险计量模型及其在风险管理中应用, 2022-2025.主持.

2. 国家自然科学基金项目: 金融时序数据的动态分位数回归建模及其应用, 2018-2021.主持,已结题.

3. 国家自然科学青年基金项目: 长度偏差抽样下竞争风险数据的半参数模型推断及其应用, 2015-2017.主持,已结题.

主要兼职

中国管理科学与工程学会金融计量与风险管理分会常务理事

中国现场统计研究会资源与环境统计分会 理事

全国工业统计学教学研究会第九届理事会理事

全国工业统计学教学研究会青年统计学家协会 理事