杨玥含 副教授，硕士生导师，统计学学士、博士Email: yyh@cufe.edu.cn
研究方向 多重结构数据建模，因果推断，迁移学习，资产配置
工作经历与教育背景
2014年7月至今 正规买球站(中国)有限公司
2009年9月-2014年7月 北京大学应用数学专业，获博士学位
2005年9月-2009年7月 重庆大学统计学专业，获学士学位
所授课程
统计软件(本科生)，统计学(本科生)，统计计算(研究生）
著作
《金融大数据统计方法与实证》，2016，科学出版社
《金融大数据统计方法与实证配套课件及R程序》，2018，科学出版社
《非负模型选择理论及应用》，2022，中央财经出版社
学术奖励
正规买球站“鸿基世业”优秀学术论文奖
课题
《大数据驱动的模型分析与最优决策研究》，正规买球站青年科研创新团队，课题负责人，2023.06 - 2026.06
《高维相关数据分层估计与迭代筛选方法研究及金融实证》，国家自然科学基金青年项目，课题负责人，2021.01-2023.12
《基于“以学为中心”理念的《现代统计软件》教学方法研究和实践》，正规买球站教学方法研究项目，课题负责人，2022.06-2024.06
《复杂相关数据的筛选建模与金融实证分析》，正规买球站“青年英才”培育支持计划，课题负责人，2021.06-2023.06
《基于模型选择的有约束统计推断理论及金融大数据分析》，国家自然科学基金面上项目，第一主研，已结项
《罚项约束的模型选择理论及相关问题研究》，正规买球站青年教师发展基金，课题负责人，已结项
研究生（本科生）科研指导
1.个人状态：对科研有兴趣，在已有的课程中学有余力，计划或确定在本校读研，在本科后半程或即将的研究生阶段开展学术研究。
2.课程基础：熟悉统计学、熟练使用R or Python or Matlab。
以上，欢迎找我唠嗑。学术是综合的领域，包含文献学习、思考推导、数值分析、英文写作等等，它们需要的不是天赋，而是投入。
科研代表作：Publications on the top journals (*corresponding author)
Hanzhong Liu, Jiyang Ren and Yuehan Yang*, Randomization-based joint central limit theorem and efficient covariate adjustment in stratified 2^K factorial experiments. Journal of the American Statistical Association, 2023, in press. (One of Top 4 Statistical Journals)
Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates in stratified randomized experiments, Biometrika, 2020, 107(4):935-948. (One of Top 4 Statistical Journals)
Yuehan Yang*, Dimension reduction of high-dimension categorical data with two or multiple responses regarding the interactions between responses. Expert Systems With Applications, 2023, 221:119753. (Computer Science, Q1)
Yimiao Gao and Yuehan Yang*, Transfer learning on stratified data: joint estimation transferred from strata. Pattern Recognition, 2023, 140:109535. (Computer Science, Q1)
Siwei Xia and Yuehan Yang*, An iterative model-free feature screening procedure: forward recursive selection by random forest, Knowledge-Based Systems, 2022, 246:108745. (Computer Science, Q1)
Xingyu Chen and Yuehan Yang*, Local linear approximation with Laplacian smoothing penalty and application in biology. Statistical Methods in Medical Research, 2023, in press. (Statistics, Q1)
Lisu Wang, Yufan Zhou and Yuehan Yang*, Cluster Gelnet for estimating Gaussian graphical model with multiple conditional correlation levels and block-diagonal structures. Statistical Methods in Medical Research, 2023, in press. (Statistics, Q1)
Fan Yang, Zhanyang Li, Yushan Xue, and Yuehan Yang*, A penalized least product relative error loss function based on wavelet decomposition for nonparametric multiplicative additive models. Journal of Computational and Applied Mathematics, 2023, in press. (Mathematics, Q1)
Siwei Xia,Yuehan Yang# and Hu Yang*, High-dimensional Sparse Portfolio Selection with Nonnegative Constraint. Applied Mathematics and Computation, 2023, 443:127766. (Mathematics, Q1)
Yuehan Yang and Hu Yang*, Adaptive and reversed penalty for analysis of high-dimensional correlated data, Applied Mathematical Modelling, 2021, 92:63-77. (Mathematics, Q1)
Yuehan Yang*, Ji Zhu and E. George, MuSP: A Multi-step Screening Procedure for Sparse Recovery, Stat, 2021, 10:1-19. (Statistics, Q1, This paper is listed on the Stat Sample Issue as representative of high-dimensional analysis.)
Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2020, 63(6):1203-1218. (Mathematics, Top journal)
Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014, 227:541-552. (Mathematics, Q1)
Published or Accepted (*corresponding author)
1.Jia Xing, Binghui Li and Yuehan Yang*, Network analysis and cluster validity metrics analysis of stock market. Managerial and Decision Economics, 2023, in press.
2.Lisu Wang, Yufan Zhou and Yuehan Yang*, Cluster Gelnet for estimating Gaussian graphical model with multiple conditional correlation levels and block-diagonal structures. Statistical Methods in Medical Research, 2023, in press.
3.Rui Chen, Erbo Li, Yushan Xue, and Yuehan Yang*, Spectral feature selection with the Graphical Lasso estimator for ultra-high dimensional Gaussian graphical models. Statistics and Its Interface, 2023, in press.
4.Xingyu Chen and Yuehan Yang*, Local linear approximation with Laplacian smoothing penalty and application in biology. Statistical Methods in Medical Research, 2023, in press.
5.Hanzhong Liu, Jiyang Ren and Yuehan Yang*, Randomization-based joint central limit theorem and efficient covariate adjustment in stratified 2^K factorial experiments. Journal of the American Statistical Association, 2023, in press.
6.Yuanyuan Cao, Hongying Li and Yuehan Yang*, Combining random forest and multicollinearity modeling for index tracking. Communications in Statistics - Simulation and Computation, 2022, in press.
7.Zhaoyang Li and Yuehan Yang*, Directed association network analysis on the Standard & Poor's 500 Index. Computational Economics, 2023, in press.
8.Yanan Yan and Yuehan Yang*, Community detection for New York stock market by SCORE-CCD. Computational Statistics, 2023, in press.
9.Fan Yang, Zhanyang Li, Yushan Xue and Yuehan Yang*, A penalized least product relative error loss function based on wavelet decomposition for nonparametric multiplicative additive models. Journal of Computational and Applied Mathematics, 2023, 432,115299.
10.Xingyu Chen and Yuehan Yang*, An iterative algorithm with adaptive weights and sparse Laplacian shrinkage for regression problems. Statistics and Its Interface, 2023, 16:433-443.
11.Yimiao Gao and Yuehan Yang*, A joint estimation for the high-dimensional regression modeling on stratified data. Communications in Statistics - Simulation and Computation, 2023, in press.
12.Yimiao Gao and Yuehan Yang*, Transfer learning on stratified data: joint estimation transferred from strata. Pattern Recognition, 2023, 140:109535.
13.Yuehan Yang*, Dimension reduction of high-dimension categorical data with two or multiple responses regarding the interactions between responses. Expert Systems With Applications, 2023, 221:119753.
14.Siwei Xia,Yuehan Yang# and Hu Yang*, High-dimensional Sparse Portfolio Selection with Nonnegative Constraint. Applied Mathematics and Computation, 2023, 443:127766.
15.Yuehan Yang, Siwei Xia and Hu Yang*, Multivariate sparse laplacian shrinkage for joint estimation of two graphical network structures, Computational Statistics & Data Analysis, 2023, 178:107620.
16.Yuehan Yang and Siwei Xia*, An integrated precision matrix estimation for multivariate regression problems. Journal of Statistical Planning and Inference, 2023, 222:261-272.
17.Binghui Li and Yuehan Yang*, Undirected and directed network analysis of the Chinese stock market. Computational Economics, 2022, 60:1155-1173.
18.Siwei Xia and Yuehan Yang*, An iterative model-free feature screening procedure: forward recursive selection by random forest, Knowledge-Based Systems, 2022, 246:108745.
19.Siwei Xia,Yuehan Yang and Hu Yang*, Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems, TEST, 2022, 31:255-277.
20.Wenjun Cao, Lisu Wang and Yuehan Yang*, Multiple penalized regularization for clusters with varying correlation levels. Statistics and Its Interface, 2022, 15:373-382.
21.Yuehan Yang*, Ji Zhu and E. George, MuSP: A Multi-step Screening Procedure for Sparse Recovery, Stat, 2021, 10(1):1-19.
22.Yuehan Yang* and Hu Yang, Rates of Convergence of the Adaptive Elastic Net and the Post-selection Procedure in Ultra-high Dimensional Sparse Models. Communications in Statistics Theory and Methods, 2021,50(1):73-94.
23.Tianchen Gao, Yan Zhang, Siyu Wang,Yuehan Yang and Rui Pan*, Community detection for statistical citation network by D-SCORE, Statistics and Its Interface, 2021, 14:279-294.
24.Yuehan Yang and Hu Yang*, Adaptive and reversed penalty for analysis of high-dimensional correlated data, Applied Mathematical Modelling, 2021, 92:63-77.
25.Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates in stratified randomized experiments, Biometrika, 2020, 107(4):935-948.
26.Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2020, 63(6):1203-1218.
27.Yuehan Yang* and Lan Wu, A significance test for the elastic net and its asymptotic distribution with general predictors (in Chinese). Science China Mathematics, 2019, 49:1119-1138.
28.Yuehan Yang* and Hu Yang, Model selection consistency of lasso for empirical data. Chinese Annals of Mathematics Series B, 2018, 39(4):607-620.
29.Yuehan Yang* and Lan Wu, Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Journal of Statistical Planning and Inference, 2016, 174:52-67.
30.Lan Wu,Yuehan Yang* and Hanzhong Liu, Nonnegative-lasso and application in index tracking. Computational Statistics and Data Analysis, 2014, 70:116-126.
31.Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014, 227:541-552.
Under Review
32.Yanxuan Zhao and Yuehan Yang*, A sparse estimate to varying-coefficient additive models for functional and longitudinal data. Under Review
33.Zhaoyang Li and Yuehan Yang*, Structurally incoherent adaptive weighted low-rank matrix decomposition for image classification. Under Review.
34.Siwei Xia and Yuehan Yang*, A model-free feature selection technique of feature screening and random forest based recursive feature elimination. Under Review.
35.Weixiong, Liang and Yuehan Yang*, Iterative sequential screening strategies for sparse recovery with computational advantages. Under Review.
36.Zhaoyang Li and Yuehan Yang*, A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection. Under Review.
37.Weixiong Liang and Yuehan Yang*, A sequential stepwise screening procedure for sparse recovery in high-dimensional multiresponse models with complex group structures. Under Review.
38.Ke Zhu, Hanzhong Liu,Yuehan Yang*, Blocking, rerandomization, and regression adjustment in randomized experiments with high-dimensional covariates. Under Review.
39.Xingyu Dong, Ziyi Lin, Ziyi Cai, and Yuehan Yang*, Adaptive analysis of the heteroscedastic multivariate regression modeling. Under Review.
部分会议邀请报告：
2023年，重庆市工业与应用数学学会第九届年会，大会报告
2023年，2023泛华统计协会，分会主席并邀请报告
2022年，海淀医院，邀请报告
2021年，重庆大学，邀请报告
2020年，人民大学，邀请报告
2019年，泛华统计协会国际会议，邀请报告
2019年，南开大学青年统计论坛，邀请报告
2018年，第八届IMS-China概率统计大会，分会主席并作报告
2017年，2018泛华统计协会中国会议，邀请报告。
2017年，第六届IMS-China概率统计大会，邀请报告。
2017年，北大金融数学系20周年系庆系列讲座，北京大学，邀请报告。
2016年，青年统计学者论坛，清华大学，邀请报告。
2015年，国际数理统计协会年会，邀请报告。
