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 中央财经大学统计与数学学院

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

中央财经大学“鸿基世业”优秀学术论文奖

课题

《多重结构数据的多模型/无模型统计分析与因果推断》，国家自然科学基金面上项目，课题负责人，2024.01-2027.12

《大数据驱动的模型分析与最优决策研究》，中央财经大学青年科研创新团队，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》，中央财经大学教学方法研究项目，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》，中央财经大学“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》，中央财经大学青年教师发展基金，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)

Siwei Xia and Yuehan Yang*, A model-free feature selection technique of feature screening and random forest based recursive feature elimination. International Journal of Intelligent Systems, 2023, 2400194. (Computer Science, Q1)

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.Yaxuan Zhao and Yuehan Yang*, A sparse estimate to varying-coefficient additive models for functional and longitudinal data, Statistics and Its Interface, in press.

2.Zhaoyang Li and Yuehan Yang*, Structurally incoherent adaptive weighted low-rank matrix decomposition for image classification, Applied Intelligence, 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.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.

5.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.

6.Zhaoyang Li and Yuehan Yang*, Directed association network analysis on the Standard & Poor's 500 Index. Computational Economics, 2023, in press.

7.Jia Xing, Binghui Li and Yuehan Yang*, Network analysis and cluster validity metrics analysis of stock market. Managerial and Decision Economics, 2023, 44:3893-3906.

8.Siwei Xia and Yuehan Yang*, A model-free feature selection technique of feature screening and random forest based recursive feature elimination. International Journal of Intelligent Systems, 2023, 2400194.

9.Xingyu Chen and Yuehan Yang*, Local linear approximation with Laplacian smoothing penalty

and application in biology. Statistical Methods in Medical Research, 2023, 32(6): 1145-1158.

10.Yanan Yan and Yuehan Yang*, Community detection for New York stock market by SCORE-CCD. Computational Statistics, 2023, 38:1255-1282.

11.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.

12.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.

13.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.

14.Yimiao Gao and Yuehan Yang*, Transfer learning on stratified data: joint estimation transferred from strata. Pattern Recognition, 2023, 140:109535.

15.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.

16.Siwei Xia,Yuehan Yang# and Hu Yang*, High-dimensional Sparse Portfolio Selection with Nonnegative Constraint. Applied Mathematics and Computation, 2023, 443:127766.

17.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.

18.Yuehan Yang and Siwei Xia*, An integrated precision matrix estimation for multivariate regression problems. Journal of Statistical Planning and Inference, 2023, 222:261-272.

19.Binghui Li and Yuehan Yang*, Undirected and directed network analysis of the Chinese stock market. Computational Economics, 2022, 60:1155-1173.

20.Siwei Xia and Yuehan Yang*, An iterative model-free feature screening procedure: forward recursive selection by random forest, Knowledge-Based Systems, 2022, 246:108745.

21.Siwei Xia,Yuehan Yang and Hu Yang*, Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems, TEST, 2022, 31:255-277.

22.Wenjun Cao, Lisu Wang and Yuehan Yang*, Multiple penalized regularization for clusters with varying correlation levels. Statistics and Its Interface, 2022, 15:373-382.

23.Yuehan Yang*, Ji Zhu and E. George, MuSP: A Multi-step Screening Procedure for Sparse Recovery, Stat, 2021, 10(1):1-19.

24.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.

25.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.

26.Yuehan Yang and Hu Yang*, Adaptive and reversed penalty for analysis of high-dimensional correlated data, Applied Mathematical Modelling, 2021, 92:63-77.

27.Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates in stratified randomized experiments, Biometrika, 2020, 107(4):935-948.

28.Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2020, 63(6):1203-1218.

29.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.

30.Yuehan Yang* and Hu Yang, Model selection consistency of lasso for empirical data. Chinese Annals of Mathematics Series B, 2018, 39(4):607-620.

31.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.

32.Lan Wu,Yuehan Yang* and Hanzhong Liu, Nonnegative-lasso and application in index tracking. Computational Statistics and Data Analysis, 2014, 70:116-126.

33.Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014, 227:541-552.

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。