mgm高梅美线路

Publications:

（#表示mgm高梅美线路，*表示通讯作者）

1. Wenxuan Ma, Xing Yan*, Kun Zhang. 2023. Improving uncertainty quantification of variance networks by tree-structured learning. IEEE Transactions on Neural Networks and Learning Systems, Accept.

2. Xiaoyu Liu#, Xing Yan, Kun Zhang*. 2024. Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement. European Journal of Operational Research, 312: 1168–1177.

3. Kun Zhang, Guangwu Liu, Shiyu Wang. 2022. Bootstrap-based budget allocation for nested simulation. Operations Research, 70(2): 1128-1142. (UTD24)

4. Hong-Fa Cheng#, Xiaoyu Liu#, Kun Zhang*. 2022. Constructing confidence intervals for nested simulation. Naval Research Logistics, 69: 1138-1149.

5. Xiaoyu Liu#, Yan Song#, Kun Zhang*. 2022. An exact bootstrap-based bandwidth selection rule for kernel quantile estimators. Communications in Statistics-Simulation and Computation, Online.

6. Hong-Fa Cheng#, Kun Zhang*. 2021. Non-nested estimators for the central moments of a conditional expectation and their convergence properties. Operations Research Letters, 49(5), 625-632.

7. Li-Juan Cheng, Kun Zhang. 2017. Reflecting diffusion semigroup on manifolds carrying geometric flow. Journal of Theoretical Probability, 30(4), 1334-1368.

8. Mingbin(Ben) Feng, Guangwu Liu, Kun Zhang*. 2022. Portfolio risk measurement via stochastic mesh with average weight. Proceedings of the 2022 Winter Simulation Conference, IEEE. pp. 903-914.

9. Guangwu Liu, Wen Shi, Kun Zhang. 2019. An upper confidence bound approach to estimating coherent risk measures. Proceedings of the 2019 Winter Simulation Conference, IEEE. pp.914-925.

10. Kun Zhang, Guangwu Liu, Shiyu Wang. 2017. Portfolio risk measurement via stochastic mesh. Proceedings of the 2017 Winter Simulation Conference, IEEE. pp.1796-1811.

11. Shiyu Wang, Guangwu Liu, Kun Zhang. 2017. A Misspecication Test for Simulation Metamodels. Proceedings of the 2017 Winter Simulation Conference, IEEE. pp.1938-1949.

奖励与荣誉

·  中国人民大学优秀党务工作者(基层党支部书记专项), 2023

·  中国人民大学优秀班主任、先进班集体, 2021

·  Journal of Simulation期刊杰出审稿人 2021

·  中国人民大学``杰出学者"青年学者(B岗), 2019

指导mgm高梅美线路获奖：

·  梁果（2021级博士生）荣获中国运筹学会金融工程与金融风险管理分会第十二届学术年会“青年学者最佳论文”奖（第一名一篇，第二名三篇）

指导mgm高梅美线路：

博士生：

程红发(2022届), First position: 中国银河证券

刘晓玉(2023届), First position: 浪潮集团

硕士生：

刘佳铭(2022届), First position: 交通银行

刘子杨(2022届), First position: 中国建设银行

卢宛妘(2022届), First position: 九坤投资

杨 坤(2022届), First position: 建信基金

陈化雨(2023届), First position: 灵均投资

雷  涛(2023届), First position: 中国国际金融股份有限公司

吴  博(2023届), First position: 中国人民银行(广东)

郑杰耀(2023届), First position: 国家国际发展合作署对外援助服务保障中心