
簡(jiǎn)介
1964年生,山東滕州人,中共黨員。曾先后在棗莊學(xué)院、上海金融學(xué)院工作,現(xiàn)任上海對(duì)外經(jīng)貿(mào)大學(xué)統(tǒng)計(jì)與信息學(xué)院院長(zhǎng),計(jì)算數(shù)學(xué)專(zhuān)業(yè)教授,數(shù)量經(jīng)濟(jì)學(xué)專(zhuān)業(yè)碩士生導(dǎo)師。美國(guó)《數(shù)學(xué)評(píng)論》評(píng)論員, 上海市工業(yè)與應(yīng)用數(shù)學(xué)會(huì)理事, 上海市運(yùn)籌學(xué)會(huì)理事, 中國(guó)現(xiàn)場(chǎng)統(tǒng)計(jì)研究會(huì)資源與環(huán)境分會(huì)常務(wù)理事,中國(guó)商業(yè)經(jīng)濟(jì)學(xué)會(huì)經(jīng)濟(jì)數(shù)學(xué)分會(huì)副會(huì)長(zhǎng),兼任上海財(cái)經(jīng)大學(xué)碩士生導(dǎo)師。1996-1997年在南京大學(xué)數(shù)學(xué)系做國(guó)內(nèi)訪(fǎng)問(wèn)學(xué)者,2006年從中國(guó)科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院計(jì)算數(shù)學(xué)與科學(xué)工程計(jì)算研究所博士后出站,2008年在加拿大麥吉爾大學(xué)計(jì)算機(jī)系做高級(jí)訪(fǎng)問(wèn)學(xué)者,2013年進(jìn)入上海對(duì)外經(jīng)貿(mào)大學(xué)任教至今。在國(guó)內(nèi)外重要學(xué)術(shù)期刊上公開(kāi)發(fā)表學(xué)術(shù)論文60多篇, 其中SCI檢索論文20多篇、EI檢索論文10多篇。
教育背景
大學(xué)(數(shù)學(xué)),1982,棗莊學(xué)院
碩士(基礎(chǔ)數(shù)學(xué)),1990,曲阜師范大學(xué)
博士(計(jì)算數(shù)學(xué)),2004,華東師范大學(xué)
研究興趣
數(shù)值代數(shù),多元統(tǒng)計(jì)分析,金融時(shí)間序列分析,數(shù)理金融
主講課程
《商務(wù)統(tǒng)計(jì)學(xué)》 (本科生) 《數(shù)學(xué)文化》(本科生)
《數(shù)學(xué)欣賞》(本科生) 《金融時(shí)間序列分析》(研究生)
《數(shù)理金融》(研究生)
部分發(fā)表論文
統(tǒng)計(jì)與金融
Yong-Hui Liu, Guo-Cheng Ji and Shuang-Zhe Liu. Influence diagnostics in a vector autoregressive model. Journal of Statistical Computation and Simulation. 2014 Online http://dx.doi.org/10.1080/00949655.2014.967243. (SCI)
Stephen Haslett, Jarkko Isotalo, Yong-Hui Liu and Simo Puntanen. Equalities between OLSE, BLUE and BLUP in the linear model. Statistical Papers. Vol.55(2014):543-561.(SCI)
Yong-Hui Liu and Chen-Qi Xia. Fundamental equations of BLUE and BLUP in the multivariate linear model with applications. Communications in Statistics-- Theory and Methods. Vol.42(2013):398-412. (SCI)
Yong-Hui Liu. Fixed rank solutions of the matrix equation with statistical applications. Inter.J.Comput.Math.Vol. 86(4)(2009): 684-692. (SCI)
Yong-Hui Liu. On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model. J. Statist. Plan. Inference. Vol.139 (2009): 1522-1529 . (SCI)
劉永輝. On equality of the BLUPs under two linear models with new Observations. 應(yīng)用概率統(tǒng)計(jì). Vol. 27(5) (2011): 522-532.
Rui-Li Hao, Yong-Hui Liu and Shou-Bai Wang. Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model.Journal of Mathematical Finance. Vol.4(2014):10-20.
劉永輝 郝瑞麗 王守佰,基于分?jǐn)?shù)維Vasicek利率模型的CDS定價(jià),應(yīng)用概率統(tǒng)計(jì)Vol.30(3)(2014):257-266.
數(shù)值代數(shù)
Yong-Hui Liu and Yong-Ge Tian. Hermitian-type generalized singular value decomposition with applications. Numer. Linear Algebra Appl. Vol.20(2013):60-73. (SCI)
Yong-Hui Liu and Yong-Ge Tian. Max-min problems on the ranks and inertias of the matrix expressions A-BXC ±(BXC)^* with applications. J.Optim Theory Appl.Vol .148(2011): 593-622. (SCI)
Yong-Hui Liu, Yong-Ge Tian and Y. Takane. Ranks of Hermitian and skew-Hermitian solutions to the matrix equation AXA^* = B. Linear Algebra Appl. Vol. 431 (2009): 2359–2372. (SCI)
Yong-Hui Liu and Yong-Ge Tian More on extremal ranks of the matrix expressions A-BX-X^*B^* with statistical applications. Numer. Linear Algebra Appl. Vol.15 (2008): 307-325. (SCI)
Yong-Hui Liu. Ranks of Least Squares Solutions of the Matrix Equation AXB=C. Computers Math. Appl. Vol.55 (2008): 1270-1278. (SCI)
Yong-Hui Liu. Ranks of solutions of the linear matrix equation AX+YB=C. . Computers Math. Appl. Vol.52 (2006): 861-872. (SCI)
Yong-Hui Liu and Mu-Sheng Wei. On the block independence in g-inverse and reflexive inner inverse of a partitioned matrix. 數(shù)學(xué)學(xué)報(bào)英文版., Vol.23 (2007), 723-730. (SCI)
Yong-Hui Liu and Mu-Sheng Wei. Rank equalities related to the generalized inverses of two matrices A and B. Applied Mathematics and Computation, Vol.159(2004):19-28. (SCI)
科研項(xiàng)目
《結(jié)構(gòu)矩陣的低秩逼近及其應(yīng)用》(11271259),(2013年-2016年),國(guó)家自然科學(xué)基金面上項(xiàng)目. ( 項(xiàng)目主持人)
《金融計(jì)量模型中的矩陣計(jì)算》(10ZR1420600), (2010年-2012年) 上海市自然科學(xué)基金.(項(xiàng)目主持人)
《降秩回歸模型及其在金融計(jì)量中的應(yīng)用》(11ZZ182),(2011年-2013年)上海市教委科研創(chuàng)新重點(diǎn)項(xiàng)目.(項(xiàng)目主持人)
《金融數(shù)學(xué)模型中一些奇異數(shù)學(xué)問(wèn)題的研究》, (2009年-2011年)上海市人才發(fā)展資金計(jì)劃. (項(xiàng)目主持人)。
主要獲獎(jiǎng)情況
2007年獲得寶鋼教育基金會(huì)優(yōu)秀教師獎(jiǎng)
2009年獲得上海市育才獎(jiǎng)
2013年獲得中國(guó)金融教育先進(jìn)工作者稱(chēng)號(hào)