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  • 庄玮玮
  • 副教授
  • +86-551-63600567
  • weizh@ustc.edu.cn
  • 统计与金融系
  • 概率与统计
English

庄玮玮,统计与金融系副教授,博士生导师,安徽省杰出青年基金获得者。目前主要从事统计相依、随机比较理论的研究,内容涉及:统计检验、半参数模型、可靠性理论、保险精算等。

主讲课程:

研究生:随机分析 、实用非参数统计

本科:概率论与数理统计(B)、随机过程 (A)、随机过程 (B)、试验设计与方差分析

主持基金项目:

1. 国家自然科学基金面上项目,“ 新随机占优理论及其在社会福利研究中的应用”,项目主持人,2020.01-2023.12.

2. 国家自然科学基金面上项目,“ 抽样调查和蒙特卡洛方法中的随机比较”,项目主持人,2015.01-2018.12.

3. 国家自然科学基金青年科学基金,“秩相依期望效用模型下的随机比较”,项目主持人,2011.1-2013.12.

4. 安徽省杰青项目,“社会福利视阈下新随机比较理论的发展及其统计应用研究”,项目主持人,2022.01-2024.12. 

5. 安徽省自然科学基金青年项目,“抽样调查中的随机比较”,项目主持人,2015.07-2017.06.

6. 安徽省省级教研教改项目 (重点), 抽样调查和试验设计课程教学创新与实践,项目主持人,2021.01~2022.12. 

7. 高等学校博士学科点专项科研基金,“多重检验中的随机比较”,项目主持人,2010.1-2011.12.

8. 第四十一批中国博士后科学基金,“随机比较在秩相依期望效用模型中的应用”,项目主持人,2007.4-2008.6.

9. 中国科学院优秀博士学位论文、院长奖获得者科研启动专项资金,“统计概率和金融风险中的随机比较研究”,项目主持人,2006.9-2009.9.

主要学术成果:

在国外期刊上已发表学术论文:

[1] Dispersive orderings induced by differences of inter risk measures. Journal of Applied Probability, 2023, 60: 358-365.

[2] Fractional-degree expectation dependence. Communications in  Mathematics and Statistics, 2023, 11: 341-368.

[3] Almost first-order stochastic dominance by distorted expectations. Probability in the Engineering and Informational Sciences, 2023, 37(4): 888-906.  

[4] Statistical inference for a relaxation index of stochastic dominance under density ratio model. Journal of Applied Statistics, 2022, 49(15): 3804–3822.

[5] Testing exponentiality based on the extropy of record values. Journal of Applied Statistics, 2022, 49 (4): 782-802. 

[6] Testing symmetry based on the extropy of record values. Journal of Nonparametric Statistics, 2021, 33 (1): 134-155. 

[7] Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process. Communications in Statistics - Simulation and Computation, 2021, https://doi.org/10.1080/03610918.2021.2011922. 2/3

[8] Zhuang, W.,  Hu, B. and Chen, J. (2019). Semiparametric inference for the dominance index under the density ratio model. Biometrika, 106, 229-241. (A1 期刊)

[9] Xie, H., Zhuang, W., Ni, K. and Liu W. (2015). Multivariate excess wealth ordering of generalized order statistics. Communications in Statistics --- Theory and Methods, 44 (24), 5146-5160.

[10]Yang, J., Zhuang, W. and Hu, T. (2015) . Lp-metric under the location-independent risk ordering of random variables. Insurance Mathematics and Economics, 59, 321-324.

[11] Yang, J. and Zhuang, W. (2014). A note on likelihood ratio ordering of order statistics from two samples. Statistics and Probability Letters, 84, 135-139.

[12] Hu, T., Wang, Y. and Zhuang, W. (2012). New properties of the total time on test transform order. Probability in the Engineering and Informational Sciences, 26, 43-60.

[13] Xie, H., and Zhuang, W. (2011) Some new results on ordering of simple spacings of generalized order statistics. Probability in the Engineering and Informational Sciences, 25, 71-81.

[14] Wang, Y., Zhuang, W. and Hu, T. (2010) Conditionally stochastic domination of generalized order statistics from two samples. Statistical Papers, 51, 369-373. 

[15] Zhuang, W., Yao, J. and Hu, T. (2010) Conditional ordering of order statistics. Journal of Multivariate Analysis,  101 (3), 640-644. 

[16] Zhuang, W. and Hu, T. (2009) Stochastic ordering of a class of symmetric distributions. Probability in the Engineering and Informational Sciences, 23(4), 583-595.  

[17] Zhuang, W., Chen, Z. and Hu, T. (2009) Optimal allocation of policy limits amd deductibles under distortion risk measures. Insurance Mathematics and Economics, 44 (3), 409-414. 

[18] Zhuang, W. and Hu, T. (2009) Multivariate dispersive ordering of spacings of generalized order statistics. Applied Mathematics Letters, 22 (6), 968-974. 

[19] Zhuang, W. & Hu, T. (2007) Multivariate stochastic comparisons of sequential order statistics. Probability in the Engineering and Informational Sciences, 21(1), 47-66.

[20] Hu, T. & Zhuang, W. (2006) Stochastic orderings between p-spacings of generalized order statistics from two samples. Probability in the Engineering and Informational Sciences, 20 (3), 465-479. 

[21] Hu, T. & Zhuang, W. (2006) Stochastic comparisons of m-spacings. Journal of Statistical Planning and Inference, 136 (1), 33-42.

[22] Hu, T. & Zhuang, W. (2005) A note on stochastic comparisons of generalized order statistics, Statistics & Probability Letters, 72 (2), 163-170. 

[23] Hu, T. & Zhuang, W.(2005) Stochastic properties of p-spacings of generalized order statistics. Probability in the Engineering and Informational Sciences, 19 (2), 257-276.

在国内核心期刊上发表的部分学术论文:

[1]  Statistical test for high order stochastic dominanceun der the density ratio model. Journal of University of Science and Technology of China, 2021, 51(12): 868-878.

[2]  A New Deep Reinforcement Learning Model for Dynamic Portfolio Optimization. Journal of University of Science and Technology of China, DOI: 10.52396/JUSTC-2022-0072.

[3]  Multivariate stochastic orderings of spacings of generalized order statistic. Chinese Journal of Applied Probability and Statistics, 2006, 22 (3), 295-303.

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