师资队伍

 
何勇 研究员
山东大学中泰证券金融研究院研究员,硕士生导师

 

预印本:

待发表论文(*通讯作者,#指导学生,$共同一作)

[1]. He Y, Kong X, Trapani L, Yu L. One-way or Two-way Factor Model for Matrix Sequences? Journal of Econometrics, under revision. arXiv:2110.01008.

[2]. He Y, Kong X, Trapani L, Yu L. Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure. R&R.

[3]. He Y, Kong X, Yu L, Zhang X, Zhao C#. Matrix Factor Analysis: From Least Squares to Iterative Projection. Under review.

[4]. Li Z$, He Y$, Kong X, Zhang X. Manifold Principle Component Analysis and Matrix Elliptical Factor Model. Under review.

[5]. He Y, Liu Z#, Wang Y#. Distributed Learning for Principal Eigenspaces without Moment Constraints. Under review.

[6]. He Y, Kong X, Yu L, Zhao P. Quantile factor analysis for large-dimensional time series with statistical guarantee. Under review. arXiv:2006.08214.

[7]. Yu L, He Y, Zhang X, Zhu J. Network-Assisted Estimation for Large-dimensional Factor Model with Guaranteed Convergence Rate Improvement. arXiv:2001.10955.

[8]. He Y, Wang Y#, Yu L, Zhou W, Zhou W. Matrix Kendall’s tau in High-dimensions: A Robust Statistic for Matrix Factor Model. Under review.

[9]. Barigozzi M, He Y*, Li L#, Trapani L. Statistical Inference for Large-dimensional Tensor Factor Model. Manuscript.

[10]. Chen H#, Guo Y, He Y*, Liu D#, Liu L, Yin Y#, Zhou X. Integrative Differential Network Analysis with Hubs for Matrix-variate fMRI data. Manuscript. 

 



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