廖昕

职称: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

教育背景与工作经历

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



教研项目及成果

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.


主讲课程

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


学术活动与社会服务

2015.03-至今,Mathematical Review评论员


荣誉


2017.01,上海理工大学思学学者,上海理工大学