胡雪梅:js金沙3983总站教授,成渝地区双城经济圈建设研究院博士生导师,伦敦政治经济学院国家公派访问学者, 重庆经开区经济运行局、改革发展和科技局挂职副局长;中南大学理学博士,中国科学院数学与系统科学研究院控制论国家重点实验室系统科学博士后,“第五批重庆市高等学校优秀人才支持计划”人选,重庆市“统计学”一流专业、“统计学”研究生导师团队、《随机过程》市级一流线下课程负责人,中国现场统计研究会资源与环境统计分会常务理事,中国现场统计研究会多元分析应用专业委员会常务理事,全国工业统计学教学研究会理事,全国工业统计学教学研究会金融科技与大数据技术分会常务理事。历任js金沙3983总站讲师、副教授、教授(2015.5至今),主要研究方向为高维统计、时序分析、多元分析、因子模型、多类分类、统计学习、趋势预测和张量分析等。目前已在IEEE Transaction on Information Theory、Journal of Multivariate Analysis、Expert Systems with Applications、Statistical Papers、North American Journal of Economics and Finance、Soft Computing、Journal of Forecasting、Journal of Nonparametric Statistics、Statistics & Probability Letters、Acta Mathematicae Applicatae Sinica-English Series、Chinese Annals of Mathematics,Series B等国内外学术期刊发表论文50多篇,其中SCI/SSCI收录30篇(录用1篇),主持完成1项国家自然科学基金、1项教育部人文社科项目、4项重庆市科委项目、1项重庆市社科规划项目、3项重庆市教委项目(包括1项重大项目),出版2部学术专著:《高维统计模型的估计理论与模型识别》和《高维数据模型的统计学习方法与预测精度评估》。
教育经历:
1.2008.06,中南大学概率论与数理统计专业,获理学博士学位
2.2005.06,中南大学应用数学专业,获理学硕士学位
科研与学术工作经历:
1.2015.05-至今,js金沙3983总站,教授
2. 2016.12-至今,成渝地区双城经济圈建设研究院,博士生导师
3. 2021.05-2021.08, 重庆经开区改革发展和科技局,副局长(挂职)
4. 2020.09-2021.04, 重庆经开区经济运行局,副局长(挂职)
5. 2016.12-2017.12, 伦敦政治经济学院统计系,国家公派访问学者
6. 2009.12-2015.05, js金沙3983总站,js金沙3983总站,副教授
7. 2010.04-2012.04, 中国科学院数学与系统科学研究院,博士后
8. 2008.07-2009.11, js金沙3983总站,js金沙3983总站,讲师
研究方向:
高维统计、时序分析、多元分析、因子模型、多类分类、统计学习、趋势预测和张量分析
学术兼职:
中国现场统计研究会资源与环境统计分会常务理事
中国现场统计研究会多元分析应用专业委员会常务理事
全国工业统计学教学研究会理事
全国工业统计学教学研究会金融科技与大数据技术分会理事
主持科研项目及人才计划项目情况:
1.大数据统计建模理论与预测方法研究,重庆市教委科学技术研究计划重大项目,202110-202410, 拟结题,主持.
2.高维稀疏分类模型的算法、估计、预测及其在金融市场中的应用,重庆市社科规划项目,201912-202212,已结题,主持.
3.非平稳随机过程的空间分析及应用,重庆市科委基础研究与前沿探索一般项目, 201808-202107,已结题,主持.
4.非平稳半参数复杂数据模型的空间推断及应用,教育部人文社科青年项目, 201507-201810, 已结题, 主持.
5.非平稳随机微分方程的稳健分析及应用,重庆市基础研究与前沿探索项目, 201509 -201808,已结题,主持.
6.广义变系数部分线性模型的统计推断,国家自然科学基金青年项目,201201-201504,已结题,主持.
7.随机微分混合效应模型的统计推断及应用,重庆市科委基础研究与前沿探索项目, 201209-201508,已结题,主持.
8.变系数部分线性模型的不完全数据统计分析,重庆市教委科技项目, 201105-201304, 已结题,主持.
9.具有序列相关或异方差的半变系数模型的检验和估计,重庆市科委自然科学基金计划资助项目, 200908-201201, 已结题,主持.
10.可积的非平稳扩散过程的稳健分析及应用,重庆市教委科技项目, 201401-201704, 已结题, 主持.
11.统计学,重庆市2018年研究生导师团队,2019.01-2021.12, 团队负责人,已完成
12.基于分类方法预测股价的趋势运动,第五批高等学校优秀人才支持计划,2017.12-2019.12, 已完成, 负责人
13.随机过程的统计推断、半参数统计和数据分析,2016年国家公派高级研究学者、访问学者和博士后项目A类,2016.12-2017.12, 负责人,完成
学术论文:
1.Hu Xuemei*(胡雪梅,通讯作者)&Yang Junwen. Group penalized multinomial logit models and stock return direction prediction. IEEE Transactions on Information Theory(理论计算机科学与信息论领域顶刊),2024,70(6):4297-4318.
2.Hu Xuemei*(胡雪梅,通讯作者), Yang Junwen. G-LASSO/G-SCAD/G-MCP penalized trinomial logit dynamic models predict up trends, sideways trends and down trends for stock returns. Expert Systems With Applications(中科院分区SCI一区), 2024,249,123476.
3.Hu Xuemei(胡雪梅), Xie Ying*, Yang Yanlin &Jiang Huifeng. Group penalized
Logistic regression differentiates between benign and malignant ovarian tumors. Soft Computing(SCI,JCR分区二区),2023,27:18565–18584
4.Hu Xuemei(胡雪梅),Lu Chanchan Lu&Yang Yanlin*,Semivarying coefficient fixed-effect panel data model explores the dynamic relations between PM2.5 and the meteorological factors. Chinese Journal of Applied Probability and Statistics, 2023,39(1):53-72.
5.Yang Yanlin, Hu Xuemei*(胡雪梅,通讯作者)&Jiang Huifeng. Group penalized logistic regressions predict up and down trends for stock prices. North American Journal of Economics and Finance(SSCI,JCR分区二区), 2022, 59, 101564.
6.Jiang Huifeng, Hu Xuemei*(胡雪梅,通讯作者)&Jia Hong. Penalized logistic regressions with technical indicators predict up and down trends. Soft Computing(SCI,JCR分区二区),2023, 27:13677–13688.
7.Li Xiang, Hu Xuemei*(胡雪梅,通讯作者) &Yang Junwen. Regularized Poisson regressions predict regional innovation output. Journal of Forecasting(SSCI, JCR分区二区), 2023,42(8):2197–2216.
8.Hu Xuemei*(胡雪梅,通讯作者), Pan Ying&Li Xiang. Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market. Journal of Systems Science and Complexity (SCI), 2024, 37:1-15
9.Hu Xuemei*(胡雪梅,通讯作者), Xu Yingcong&Li Xiang. The relationship investigations between the expected children number and the influencing factors based on penalized Poisson regressions. Chinese Annals of Mathematics, Series B(SCI),2024年发表
10.胡雪梅&杨俊文*,惩罚三项logit模型区分丙型肝炎患者的临床分期.应用数学学报(CSCD),2024,47(1):145-173
11.Hu Xuemei*(胡雪梅,通讯作者)&Yang Weiming. Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models. Statistical Papers (SCI三区,JCR分区二区), 2019,60(4): 1039-1058.
12.Hu Xuemei*(胡雪梅,通讯作者). Semi-parametric inference for semivarying-coefficient panel data models with individual effects. Journal of Multivariate Analysis (SCI三区,国际权威期刊), 2017, 154:262-281.
13.Zhang Tianyong, Yuan Deimei, Ma Jiali&Hu Xuemei*(胡雪梅,通讯作者), Assessing white noise assumption with semi-parametric additive partial linear models. Statistical Papers(SCI三区,JCR分区二区), 2017,58(2):417-431.
14.Yuan Demei*&Hu Xuemei(胡雪梅). A conditional version of the extended Kolmogorov-Feller weak law of large numbers. Statistics & Probability Letters(SCI), 2015, 97: 99-107.
15.Yuan Demei*,Hu Xuemei(胡雪梅)&Tao Bao. Some results on conditionally uniformly strong mixing sequences of random variables. Journal of the Korean Mathematical Society (SCI), 2014, 51(3): 609-633.
16.Hu Xuemei*(胡雪梅,通讯作者) &Liu Xiaohui. Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors. Journal of Nonparametric Statistics(SCI), 2013, 25(1):161-180.
17.Liu Xiaohui*, Wang Zhizhong&Hu Xuemei(胡雪梅). Estimation in partially linear single-index models with missing covariates. Communications in Statistics-Theory and Methods(SCI), 2012, 41: 3428-3447.
18.Liu Xiaohui*, Wang Zhizhong,Hu Xuemei(胡雪梅) &Li B. Zero finite-order serial correlation test in partially linear single-index models. Journal of Systems Science and Complexity(SCI),2012, 25: 1185-1201.
19.Liu Xiaohui*, Wang Zhizhong,Hu Xuemei(胡雪梅) & Wang Guofu. Testing serial correlation in partially linear single-index errors-in-variables models. Communications in Statistics-Theory and Methods(SCI), 2011, 40(14): 2554-2573.
20.Liu Xiaohui*, Wang Zhizhong,Hu Xuemei(胡雪梅) . Testing heteroscedasticity in partially linear models with missing covariates. Journal of Nonparametric Statistics(SCI), 2011, 2(23): 321-337.
21.Hu Xuemei(胡雪梅), Wang Zhizhong*& Zhiwei Zhao. Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models. Statistics & Probability Letters(SCI,SCI他引40多次), 2009, 79(8): 1044-1052.
22.Hu Xuemei*(胡雪梅,通讯作者). Robust estimators and robust tests for the slightly contaminated stochastic Logistic population models. Communications in Statistics-Simulation and Computation(SCI), 2017, 26(4):2756-2768.
23.Hu Xuemei*(胡雪梅,通讯作者). The indirect method for stochastic Logistic growth models. Communications in Statistics-Theory and Methods(SCI), 2017, 46(3):1506-1518.
24.Hu Xuemei*(胡雪梅,通讯作者). Efficient estimation for semivarying coefficient model with an invertible linear process error. Communications in Statistics-Theory and Methods(SCI) , 2014,43: 3117-3134.
25.Hu Xuemei*(胡雪梅,通讯作者). Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models. Communications in Statistics-Theory and Methods(SCI), 2014,43: 3927-3942.
26.Hu Xuemei*(胡雪梅,通讯作者). Empirical likelihood inference for Logistic equation with random perturbation. Journal of Systems Science and Complexity(SCI) , 2014, 27:1–10.
27.Hu Xuemei*(胡雪梅,通讯作者). Estimation in a semi-varying coefficient model for panel data with fixed effects. Journal of Systems Science and Complexity(SCI), 2014, 27: 594–604.
28.Hu Xuemei*(胡雪梅,通讯作者). The block empirical likelihood method of the semivarying coefficient model with application to longitudinal data. Communications in Statistics-Theory and Methods(SCI), 2011,40(8):1342-1351.
29.Hu Xuemei*(胡雪梅,通讯作者), Wang Zhizhong&Liu Feng. Testing serial correlation in semiparametric varying-coefficient partially linear models. Communications in Statistics-Theory and Methods(SCI), 2009, 38: 2145-2163.
30.Hu Xuemei*(胡雪梅,通讯作者), Liu Feng&Wang Zhizhong. Testing serial correlation in semiparametric varying-coefficient partially linear errors-in-variable model. Journal of Systems Science and Complexity(SCI), 2009, 22:483-494.
31.Hu Xuemei*(胡雪梅,通讯作者), Wang Zhizhong&Liu Feng. Zero finite-order serial correlation test in a semiparametric varying-coefficient partially linear errors-in-variables model. Statistics & Probability Letters (SCI), 2008, 78(12): 1560-1569.
32.Hu Xuemei*(胡雪梅,通讯作者), Wang Zhizhong&Liu Feng. Testing serial correlation in a semiparametric varying-coefficient partially linear EV model. Acta Mathematicae Applicatae Sinica-English Series(SCI), 2008, 24(1): 99-116.
33.胡雪梅, 李佳丽*(通讯作者),蒋慧凤. 机器学习方法研究肝癌预测问题. 系统科学与数学(CSCD),2022, 42(2):1-18.
34.胡雪梅,谢英*(通讯作者),蒋慧凤. 基于惩罚逻辑回归的乳腺癌预测. 数据采集与处理,2021, 36(6): 1237-1249.
35.胡雪梅*(通讯作者),韦小凡,半变系数模型研究美国爱荷华州埃姆斯市的房价问题. 系统科学与数学(CSCD),2021,41(1):269-279.
36.胡雪梅*(通讯作者),蒋慧凤,具有技术指标的逻辑回归模型预测股价的趋势运动. 系统科学与数学(CSCD),2021,41(3): 802-823.
37.马家丽,胡雪梅*(通讯作者). 半参数可加测量误差模型的白噪声检验. 系统科学与数学(CSCD),2014,34(8): 992-1002.
38.胡雪梅*(通讯作者), 刘锋. 半参数时变系数模型的序列相关检验. 应用数学学报(CSCD), 2011, 34(6): 1103-1117.
学术专著:
1.胡雪梅,刘锋, 高维统计模型的估计理论与模型识别, 高等教育出版社,2020,30万字,3000册,ISBN 978-7-04-053884-7.
2.胡雪梅,高维数据模型的统计学习方法与预测精度评估,经济科学出版社,2023,30万字,1000册, ISBN 978-7-5218-5023-9.
学术奖励:
2018年获得“萧丽玉优秀教师奖励基金”和js金沙3983总站第五届优秀科研成果奖二等奖,多次获得js金沙3983总站研究生优秀导师,2018年参与获得重庆市科学技术奖二等奖.
主讲课程:
时间序列分析,统计机器学习和应用随机过程等.
培养学生:
博士8名,硕士40多名.
欢迎数学和统计理论基础扎实、英语阅读写作好和编程能力强的学生报考!