魏正元

个人简介

魏正元,副教授,硕士生导师。1994.09-1998.07,获得湖北大学数学教育专业学士学位;2000.09-2003.07,获得厦门大学概率论与数理统计专业硕士学位;2006.09-2009.06获得复旦大学概率论与数理统计专业博士学位。2003.07-今,重庆理工大学理学院教师。在国内外重要刊物如Journalof Statistical Planning and Inference,Statisticsand Probability Letters,Communications inStatistics-Theory and Methods,Applied Mathematics and Computation,应用概率统计等发表论文30余篇。

研究领域

金融数学;金融数据分析;随机过程统计;概率分布理论。

承担的主要项目

[1]高频金融数据的建模与统计分析,重庆市教委科学技术研究项目,2010.12-2011.12,2万,主持。

[2]超高频金融数据的波动率估计与跳检验-基于已实现区块极差多幂变差,重庆市自然科学基金一般项目,2012.09-2016.09, 5万,主持。

[3]超高频金融数据的波动率研究及应用,重庆市教委科学技术研究项目,3万,2013.01-2016.06.主持。

[4]基于全面质量管理的高校教学质量评价研究,重庆市教委高教研究项目,0.5万元,2012.09-2014.09,主持。

[5]偏微分方程的不连续Legendre小波数值解法研究,重庆市自然科学基金一般项目,2013.09-2016.09,3万,参与。

[6]对流扩散方程的小波算法以及应用研究,重庆市教委科学技术研究项目,2013.09-2015.09,2万元,参与。

代表性成果

[1]Zhengyuan wei, Xinsheng Zhang(2009), Covariancematrix inequalities for functions of Beta random variables,Statistics andProbability Letters(SCI), 79 (7): 873-879.

[2]Zhengyuanwei, Xinsheng Zhang(2008), Second order exponentialdifferential operator and generalized Hermite polynomials,AppliedMathematics and Computation(SCI),206 (2): 781-787.

[3] Zhengyuanwei, Xinsheng Zhang(2008), A matrix version of Chernoff inequality, Statisticsand Probability Letters (SCI),78 (13): 1823-1825.

[4] Zhengyuanwei, Xinsheng Zhang and Taifu Li(2010), On Stein’s identity,Chernoff inequalityand orthogonal polynomials,Communications in Statistics-Theory and Methods(SCI), 2010,39 (14): 2573-2593.

[5]Guangying Liu, Zhengyuan wei, Xinsheng Zhang(2013), Asymptotic properties formultipower variation of semimartingales and Gaussian integral processes withjumps,Journalof Statistical Planning and Inference(SCI),143(8), 1307–1319.

[6] TaifuLi, Sheng Hu, Zhengyuan Wei, Zhiqiang Liao(2013), AFramework for Diagnosing the Out-of-Control Signals in MultivariateProcess Using Optimized Support Vector Machines,Mathematical Problems inEngineering, vol. 2013, Article ID 494626, 9 pages, 2013.

[7]Xiaoyang Zheng, Zhengyuan Wei, Xiaozeng Xu (2014). Legendre WaveletNeural Networks for Power Amplifier Linearization,Applied Mathematics,2014, 5, 3249-3255.

[8] XiaoyangZheng, Zhengyuan Wei (2015). Discontinuous Legendre Wavelet Galerkin Method forOne-Dimensional Advection-Diffusion Equation,Applied Mathematics, 6,1581-1591.

[9] ZhengyuanWei, Yunfeng Luo, Juan Li and Xiaoyang Zheng (2016). A Note on Wallis'Formula,Journal of Advances in Applied Mathematics, 1(2), 91-138, April 2016 Published Online January 2016 in Isaac Scientific Publishing .

[10] XiaoyangZheng, Zhengyuan Wei (2016). Estimates of Approximation Error by LegendreWavelet,Applied Mathematics, 7, 694-700.

[11] XiaoyangZheng, Zhengyuan Wei, Jiangping He (2016). Discontinuous Legendre WaveletGalerkin Method for Solving Lane-Emden Type Equation,Journal of Advances inApplied Mathematics, 1(1): 29-43.

[12]Zhengyuan Wei, Juan Li, Xiaoyang Zheng (2016). A Probabilistic ApproachtoWallis’ Formula.Communications inStatistics — Theory and Methods(SCI).在线

[13] XiaoyangZheng, Zhengyuan Wei (2016). Discontinuous Legendre wavelet Galerkin method forreaction diffusion equation.International Journal of computer Mathematics(SCI).在线

[14]魏正元,高红霞.多跳-扩散模型与脆弱欧式期权定价.应用概率统计,2011, 03: 232-240.

[15]魏正元,颜克胜,苏盈盈.基于最大熵NN的教学质量评价模型及仿真, 计算机仿真,2013,05:284-287.

[16]魏正元,赵瑜,张鑫.跳稳健积分波动率估计量的研究,重庆理工大学学报 (自然科学),2015,06:134-143.