西北农林科技大学理学院
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AN INVITATION TO COPULAS

作者: wz          发布日期:2010-11-02     浏览次数:

     

 

应用数学与应用统计学是自然科学、社会科学、工程科学、医学科学以及生物科学中非常重要的科学工具。本次国际研讨会的目的是建立西北农林科技大学相关研究人员和学者与国内外著名专家、学者、教授在应用数学学科和应用统计学科之间的交流与合作。我们邀请该领域的国内外著名专家、教授做一系列专题报告,对西北农林科技大学应用数学和统计学课题组以及相关学科给予指导并进行合作研究。
  Applied mathematics and statistics are very important and scientific tools used in social sciences, natural sciences, engineering, medical and biological sciences, economics and finance, and many other fields in colleges from our university. The purpose of this international conference is to establish cooperation and collaboration between researchers in applied mathematics and statistics from Northwest A and F University and worldwide well-known professors, experts, and researchers. Several professors and experts from domestics and aboard will be invited to deliver colloquium talks, conduct research projects with researchers from our applied and statistics group as well as other related areas.

报告题目1AN INVITATION TO COPULAS

人:Dr. HUNG T. NGUYEN (New Mexico State University)

报告摘要: This colloquium talk aims at introducing the concept of copulas and discussing related research issues. Copulas capture dependence structures in multivariate statistical models. As such, they are not only useful for building multivariate models, but also for modeling dependence concepts. We mainly discuss the use of copulas for quantifying correlation among random variables, especially for variables with infinite variances, such as stable distributions and heavy-tailed distributions encountered often in financial econometrics. Among research issues, we discuss, in particular, the problem of linear correlation in the case of infinite variances.
报告时间:2011523日上午9:30—10:30
报告地点:理学院二楼多媒体教室
报告人简介:
  Hung T. Nguyen received his Ph. D. degree from University of Paris VI (France) in 1975 under Joseph Kampeíde Feriet. After spending several years at University of California at Berkeley, and University of Massachusetts at Amherst, he joined the Faculty at New Mexico State University in Las Cruces, New Mexico, USA, in 1981 where he remained as professor of mathematical sciences until 2010. He is actually Professor Emeritus of New Mexico State University.
    Dr. Nguyen is a fellow of the American Association of Engineering Education and of the International Fuzzy Systems Association. He has been awarded the Distinguished Lukacs Professorship of Statistics at Bowling Green State
 University (2002) and the Westhafer Award on Excellence in Research at New Mexico State University (2000).
Dr. Nguyen’s research interests center around uncertainty analysis of dynamical systems: random set theory, statistics of diffusion processes, fuzzy
 systems, and financial economics. He published 21 books and more than 100 research articles. For the detail of his complete CV, see http://www.math.nmsu.edu/Vitas/nguyen.html
报告题目2:基于偏正态分布的王氏变换新型
A New Version of Wang’s Transformation Based on Skew-normal Distributions
人:李保坤
报告内容:为体现风险测度的偏度和厚尾特性,使用反比例偏正态分布的分布函数构造扭曲函数,对著名的具有多种优良属性的王氏变换测度进行了扩展。这个新测度包含原王氏变换测度。我们证明了该测度的一致性,并推导出了风险测度计算公式。
报告时间: 20011523日上午10:30
报告地点: 理学院二楼多媒体教室
报告人简介:
  西南财经大学博士生导师,应用统计研究所所长,《西南财大数据挖掘系统》创建人。2006年毕业于美国新墨西哥州立大学,获数理统计博士学位。研究领域:多元分析、数据挖掘算法、金融风险分析。
      
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