职称/职务:副教授 硕士生导师
主要研究领域:极值统计分析,行为金融学,金融风险管理
电子邮箱: liaoxin2010@163.com
办公室:经管大楼A楼815室
职称/职务:副教授 硕士生导师
主要研究领域:极值统计分析,行为金融学,金融风险管理
电子邮箱: liaoxin2010@163.com
办公室:经管大楼A楼815室
教育背景 2006.9-2010.6西南大学,数学与应用数学,学士 2010.9-2015.6西南大学,统计学,博士
工作经历 2015.10-至今 上海理工大学管理学院 |
科研项目 2017.01 - 2019.12, 项目负责人, 随机序列极值的渐近理论研究,国家自然科学基金青年项目. 教研项目 2022,项目负责人,上海高校市级重点课程《国际金融》 科研论文 1. XinLiao and Zuoxiang Peng. (2011) Convergencerates of limit distribution of maxima of lognormal samples. Journal ofMathematical Analysis and Applications, 395, 643-653. 2. Xin Liao, Zuoxiang Peng and Saralees Nadarajah.(2013) Asymptotic expansions for moments of skew-normal extremes. Statistics and ProbabilityLetters, 83, 1321-1329. 3. Xin Liao, Zuoxiang Peng and Saralees Nadarajah.(2013) Tail properties and asymptotic expansions for the maximum of thelogarithmic skew-normal distribution. Journal of Applied Probability, 50,900-907. 4. Xin Liao , Zuoxiang Peng, Saralees Nadarajah andXiaoqian Wang. (2014) Rates of convergence of extremes from skew-normalsamples. Statistics and Probability Letters, 84, 40-47. 5. Xin Liao and Zuoxiang Peng. (2014) Convergencerate of maxima of bivariate Gaussian arrays to the Husler-Reiss distribution.Statistics and Its Interface, 7, 351-362. 6. Xin Liao, Zuoxiang Peng and SaraleesNadarajah.(2014) Tail behavior and limit distribution of maximum of logarithmicgeneral error distribution. Communications in statistics-Theory and Methods,43, 5276-5289. 7. XinLiao and Zuoxiang Peng. (2015) Asymptoticsfor the maxima and minima of Husler-Reiss bivariate Gaussian arrays. Extremes,18, 1-14. 8. JiaPu, Xin Liao and Zuoxiang Peng. (2015) Asymptotic expansions of the moments of extremes form general errordistribution. Journal of Mathematical Analysis and Applications, 422,1131-1145. 9. Zuoxiang Peng and Xin Liao. (2015) Second-orderasymptotics for convolution of distribution with light tails. Statistics andProbability Letters, 106, 199-208. 10.Xin Liao and Zuoxiang Peng. (2016) De-Haan typeconditions for max domains of attraction. Filomat. 30(8),2207-2215. 11. Xin Liao, Liang Peng, Zuoxiang Peng and YantingZheng. (2016) Dynamic bivariate normal copula. Science China Mathematics,59(5), 955-976. 12. 廖昕, 彭作祥. 独立非同分布二元高斯三角阵最大值的渐近性及相关统计推断. 数学学报, 2017, 60(1),1-18. 13. Zhichao Weng and Xin Liao. (2017) Second orderexpansions of distributions of maxima of bivariate Gaussian triangular arraysunder power normalization. Statistics and Probability Letters, 125, 33-43. 14. Rui Wang, Xin Liao and ZuoxiangPeng.(2017)Second-order expansions for maxima of dynamic bivariate normalcopulas. Statistics and Probability Letters,129,275-283. 15. Jingyao Hou, Xin Liao and Zuoxiang Peng. (2017)Higher-order expansions of extremes from mixed skew-t distribution.Communicaitons in Statistics-Theory and Methods, 46(20),9949-9974. 16. Xin Liao, Zhichao Weng and Zuoxiang Peng.(2018) Second-order Asymptotics on Distributions of Maxima of BivariateElliptical Arrays. Acta Mathematica Sinica, English Series,34(7),1159-1178. 17. Xin Liao, Qian Xiong and Zhichao Weng. (2020)Joint distributional expansions of maxima and minima from skew-normal samples.Communications in Statistics-Theory and Methods, 49(26): 5930-5947. |
研究生课程: 经济博弈论 回归分析 金融统计分析
本科课程: 国际金融 金融统计分析 |
2015.03-至今,Mathematical Review评论员 |
2017.01,上海理工大学思学学者,上海理工大学 |