魏正元

硕 导 个 人 简 介

 

u  个人简介

魏正元,副教授,统计学硕士生导师(学硕/专硕)

1994.09-1998.07,获得湖北大学数学教育专业学士学位;

2000.092003.07,获得厦门大学概率论与数理统计专业硕士学位;

2006.092009.06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JournalofStatistical Planning and Inference, Statisticsand Probability Letters, CommunicationsinStatistics-Theory and MethodsApplied Mathematics andComputation,应用概率统计等发表论文30余篇。

u  研究领域

金融数据分析;金融衍生产品定价;随机过程统计;概率分布理论;应用统计

u  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,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,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,3,2013.01-2016.06.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, 3,参与。

[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。

u  代表性成果(范例)

[1] Zhengyuan wei, XinshengZhang(2009),Covariance matrix inequalities for functions of Beta random variables,  Statisticsand Probability Letters (SCI收录:429DBISSN: 0167-7152), 79 (7): 873-879.

[2] Zhengyuanwei,Xinsheng Zhang(2008),Second order exponential differential operator and generalized Hermitepolynomials, Applied Mathematics and Computation(SCI收录:383PY, ISSN: 0096-3063), 206 (2):781-787.

[3] Zhengyuanwei,Xinsheng Zhang(2008),A matrix version of Chernoff inequality, Statistics and ProbabilityLetters (SCI收录:355DF, ISSN: 0167-7152)78 (13): 1823-1825.

[4] Zhengyuanwei,Xinsheng Zhang and Taifu Li(2010), On Stein’s identity,Chernoffinequality and orthogonal polynomials, Communications inStatistics-Theory and Methods (SCI收录号:624RZ), 201039 (14): 2573-2593.

[5] Taifu Li, Sheng Hu, Zhengyuan Wei, Zhiqiang Liao(2013),A Framework for Diagnosingthe Out-of-Control Signals in Multivariate Process Using Optimized SupportVector Machines, Mathematical Problems in Engineering, vol. 2013,Article ID 494626, 9 pages, 2013. 

[6] GuangyingLiu, Zhengyuan wei, Xinsheng Zhang(2013), Asymptotic properties for multipower variationof semimartingales and Gaussian integral processes with jumpsJournal of StatisticalPlanning and Inference,143(8), 1307–1319.

[7] Xiaoyang Zheng, Zhengyuan Wei, Xiaozeng Xu (2014).  LegendreWavelet Neural Networks for Power Amplifier Linearization, AppliedMathematics, 2014, 5, 3249-3255.

[8] Xiaoyang Zheng, Zhengyuan Wei (2015). Discontinuous LegendreWavelet Galerkin Method for One-Dimensional Advection-Diffusion Equation,Applied Mathematics, 6, 1581-1591.

[9] Zhengyuan Wei, Yunfeng Luo, Juan Li and Xiaoyang Zheng (2016).A Note on   Wallis' Formula, Journal of Advances in AppliedMathematics, 1(2), 91-138, April  2016 Published Online January 2016 in Isaac Scientific Publishing  (http:// www.   isaac -scientific.org).

[10] Xiaoyang Zheng, Zhengyuan Wei (2016). Estimates ofApproximation Error by  Legendre Wavelet, Applied Mathematics, 7,694-700. (http:// www. isaac -scientific.org)

[11] Xiaoyang Zheng, Zhengyuan Wei, Jiangping He (2016). DiscontinuousLegendre Wavelet Galerkin Method for Solving Lane-Emden Type Equation, Journalof Advances in Applied Mathematics, 1(1): 29-43.

[12] Xiaoyang Zheng, Zhengyuan Wei (2016). Discontinuous Legendrewavelet Galerkin method for reaction diffusion equation. International Journalof computer Mathematics (SCI源刊),94(9): 1-35.

[13] Xiaoyang Zheng, Yong Fu and ZhengyuanWei (2016). Legendre Wavelet and Particle Swarm Optimization for PowerAmplifier Linearization, international journal of circuits, systems andsignal processing(EI检索), Volume 10: 397-402.

[14] Xiaoyang Zheng,Hong Su, Zhengyuan Wei, New method for indoor positioning by usingwireless communication base stations, Electronics Letters(SCI源刊), 2017, 53(20): 1385-1386.

[15]Zhengyuan Wei, Juan Li, Xiaoyang Zheng (2017). A Probabilistic Approach to Wallis’ Formula. Communications in Statistics — Theory and Methods (SCI源刊). 46 (13):6491-6496.  (入藏: WOS000398151200018, ISSN: 0361-0926; IDS: EQ5VN)

[16] Zheng, Xiaoyang; Su,Hong; Wei, Zhengyuan; Hu, Shunren(2017),  New method for indoorpositioning by using wireless communication base stations, ELECTRONICS LETTERS,2017.9.28, 53(20): 1385~1386 ; SCIE.

[17]魏正元,李时银.有多个跳跃源的信用风险欧式期权定价公式.厦门大学学报(自然科学版),2003,04:439-443.

[18]魏正元.Black-Scholes期权定价公式推广.数学的实践与认识,2005,06:35-40.

[19]魏正元.广义交换期权定价.数学的实践与认识,2005,09:34-37.

[20]魏正元.利用Lebesgue-Stieljes积分证明Jordan公式.数学的实践与认识,2005,10:181-183.

[21]魏正元.跳跃扩散型欧式加权几何平均价格亚式期权定价.应用概率统计,2007,03:238-246.

[22]魏正元,高红霞,邹婷.关于随机阶的几个结果.数学的实践与认识,2010,09:187-189.

[23]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.

[24]魏正元.欧式加权几何平均价格亚式期权定价. 重庆工学院学报,2004,01:44-46.

[25]颜克胜,李太福,魏正元,苏盈盈,姚立忠.融合PLS监督特征提取和虚假最近邻点的数据分类特征选择[J]. 计算机与应用化学,2012,07:817-821.

[26]胡胜,李太福,魏正元,颜克胜.基于核主元分析的神经网络控制图模式识别[J].计算机应用, 2012,09:2520-2522+2526.

[27]李太福,胡胜,魏正元,韩亚军.基于遗传优化的PCA-SVM控制图模式识别[J].计算机应用研究,2012,12:4538-4541+4545.

[28]魏正元,霍艳,李文.高频数据下基于VaR模型的我国金融市场研究.重庆理工大学学报(自然科学),2014,08:126-131.

[29]魏正元,张鑫,赵瑜.上证380高频指数数据已实现GARCH(1,2)模型的风险测量[J].重庆理工大学学报(自然科学),2015,05:137-141.

[30]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.

[31] 魏正元,李娟,罗云峰.基于EGARCH-GPD模型的沪深300指数的VaR度量.重庆理工大学学报(自然科学),2016,05:119-124.

[32] 霍艳,魏正元,李文. 五参效用函数. 数学的实践与认识,2016, 20:273-279.

[33] 魏正元,罗云峰,余德英,王爱法. 基于已实现NGARCH模型的上证50指数的风险度量.重庆理工大学学报(自然科学)2017,05, 180-185.

[34]魏正元,余徳英,李素平. 已实现GARCH-GED模型的研究及应用. 重庆理工大学学报(自然科学),2018,32(03):273-278.

u  联系方式

电话:023-62561976E-mailweizy@cqut.edu.cn