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Xiaorong Yang

PhD Professor | PhD Supervisor

Discipline: Statistics

Post: Deputy Director

Research direction: Institute of Statistical Sciences

Tutors Categories: PhD Supervisor

GraduateSchool: Zhejiang University

Office Tel: 0517-28877272

Location: Main Building 1027

PostCode: 310018

Email: yangxr110@126.com
  • About
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  • Research Achievements
  • Teaching Achievements
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About

    Xiaorong Yang, was born in January, 1981. She  earned a bachelor's degree in Statistics from Zhejiang University in  1999. She continued her graduate study at Zhejiang University  and  received a Ph.D. degree  in Statistics in 2008.  Then she went to The Cornell University as a  postdoctoral research fellow. She joined the Zhejiang Gongshang  Univeristy early in 2008. Now She is a Professor of Statistics, and  works as Deputy Dirctor of Human Resources Office. Her prior oversea  experiences  include visiting scholar at The University of Hongkong, The  University of Michigan,  and The University of York. Her research  interests include theory and methodology in nonparametric statistics,   financial time series and risk management, and programmatic trading  & quantitative investing.

Research Direction


  • Nonparametric Statistics

  • Financial Time Series and Risk Management

  • Programmatic Trading  & Quantitative Investing.


Social Service Field

Education

  • 2008.08-2009.08  Weill Medical School, Cornell University, U.S.A.   Postdoctoral Research Fellow

  • 2007.11-2008.08Weill Medical School, Cornell University, U.S.A.   Research Fellow

  • 2003.09-2008.09 Department of Mathematics, Zhejiang University  Ph.D in Statistics

  • 1999.09-2003.07 Department of Mathematics, Zhejiang University  Bachelor in Statistics

  

Work Experience

  • 2016.12-till now   Zhejiang Gongshang University   School of Statistics and Mathematics   Professor

  • 2011.11-2016.12    Zhejiang Gongshang University    School of Statistics and Mathematics   Associate Professor

  • 2008.06-2011.10     Zhejiang Gongshang University   School of Statistics and Mathematics   Assistant Professor 

  • 2019.07-2019.08   The University of York   Department of Mathematics      Vistiting Professor  

  • 2014.05-2015.11   The University of Michigan     Department of Statistics   Vistiting Professor

  • 2010.07-2010.08   The University of Hongkong     Department of Mathematics      Vistiting Professor

  • 2007.11-2008.06   The Cornell University    Weill Medicine School   Research Fellow

Professional Services and Positions Held

Honors and Awards

Graduate Courses

  • Time Series

  • Multivariate Statistical Analysis

  • R Software and Data Analysis

  • Statistical Models of Financial Markets and Frontiers （Ph.D Course）

Undergraduate Courses

R Language

Publications

Selected Publications

  • Ruiting Hao, Qiwei Han, Lu Li, Xiaorong Yang*. DAmcqrnn: An approach to censored monotone composite quantile regression neural network estimation. Information Sciences. 2023, 636, 118986.

  • Xiaorong Yang, Lu Li, Kexin Zhang, Wen Zhu. Extended CAViaR models based on liquidity and volatility and its application in the measurement of value at risk of securities market (in Chinese).  Applied Mathematics：A Journal of  Chinese Universities (Series A). 2023, 38(3): 253-265.

  • Ruiting Hao, Chengwei Weng, Xinyu Liu, Xiaorong Yang*.  Data augmentation based estimation for the censored quantile regression neural network model. Expert Systems with Applications. 2023, 214(15): 119097.

  • Ruiting Hao, Huanfeng Zheng, Xiaorong Yang*. Data augmentation based estimation for the censored composite quantile regression neural network model. Applied Soft Computing. 2022, 127: 103981.

  • Xiaorong Yang, Lu Li, Shidi Wu, Shizhan Xu. Extreme Conditional Quantile Estimation via Extrapolated Intermediate Ordinal Quantiles (in Chinese). J Sys. Sci. & Mathe. Scis. 2022, 42(2): 434-461.

  • Xiaorong Yang, Minjie Ji, Kexin Zhang, Yan Liu.A Study on the Timing Strategy of A Shares Based on the Rotation Effect of Style Index (in Chinese). Price：Theory and Practice. 2022, 456(6): 100-104.

  • Xiaorong Yang, Shizhan Xu, Qijiong Zhao, Lili Wang. Empirical Likelihood for Quantile Autoregressive Models with Dependent Auxiliary Information (in Chinese).  Applied Mathematics：A Journal of  Chinese Universities (Series A). 2020, 35(2): 141-157.

  • Xiaorong Yang, Naveen Naidu Narisetty, Xuming He. A New Approach to Censored Quantile Regression Estimation,Journal of Computational and Graphical Statistics, 2018, 27(2): 417-425.

  • Ke-Ang Fu, Jie Li, Xiaorong Yang. Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance. Communications in Statistics. 2016, Theory and Methods 45(11): 3158-3167.

  • Xiaorong Yang, Chun He, Jie Chen. Several Extended CAViaR Models and Their Applications to the VaR Forecasting of the Security Markets. Journal of Advanced Computational Intelligence and Intelligent Informatics. 2016, 20(4): 590-596.

  • Xiaorong Yang, Jie  Chen, Chun He. Asymmetric Quantitative Model of Coexceedances and its  Applications to the Study of Contagion Mechanism of the Financial  Crisis. Journal of Advanced Computational Intelligence and Intelligent Informatics. 2015, 19(3): 389-396.

  • Xiaorong Yang. Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions. Journal of Applied Statistics. 2015, 42(6): 1332-1347.

  • Xiaorong Yang, Chun  He, Jie Chen. Quantile Regression Models of Financial Market Stablity  and Their Applications:Evidence from China’s a-Stock Market. Journal of Management Science & Statistical Decision. 2014, 11(1): 13-23.

  • Xiaorong Yang, Jie Chen, Chun He. A Quantile Regression Approach to Estimate Value at Risk: Evidence from China Stock Market. Journal of Management Science & Statistical Decision. 2013, 10(4): 1-11.

  • Xiaorong Yang. The Hoffmann-Jørgensen inequality of NA random variables and its applications to the logarithm law. Mathematica Slovaca. 2014, 64(4): 1027-1040.

  • Ke-Ang Fu, Xiaorong Yang,  Wei Huang. A nonclassical LIL for geometrically weighted series in Banach space. Acta Mathematica Sinica (English Series). 2013,  29(7): 1413-1420.

  • Xiaorong Yang, Keang Fu. A Hoffmann-Jørgensen inequality of NA random variables with applications to the convergence rate. Mathematical Inequanlities & Applications. 2013, 16(2): 313-328.

  • Jie Chen, Chun He, Xiaorong Yang*. The Study on Financial Market Stability Based on Quantile Regression Technique. Finance. 2013, 3, 59-68.

  • Xiaorong Yang. Estimation of the mean for critical branching process and its bootstrap approximation. Metrika. 2013, 76(6): 831-846.

  • Xiaorong Yang, Ke-Ang Fu. Asymptotic properties for the loglog laws under positive association. Mathematica Slovaca. 2012, 62(5): 979-994.

  • Xiaorong Yang. Asymptotic of the Lr-norm of density estimatiors in the autoregressive time series, Statistics, 2011, 45(2): 163-178.

  • Xiaorong Yang, Weidong Liu, Ke-Ang Fu, Li-Xin Zhang. Convergence rates of tail probabilities for sums under dependence assumptions. Acta Mathematica Sinica (English Series), 2010, 26(8): 1591-1600.

  • Xiaorong Yang, Xiaobo  Zhou, Wan-Ting Huang, Lingyun Wu, Federico A Monzon, Chung-Che Chang,  Stephen T C Wong, S. T. Pattern-selection based power analysis and  discrimination of low-and high-grade myelodysplastic syndromes study  using SNP arrays. PloS one, 2009, 4(4): e5054.

  • Wan-Ting Huang, Xiaorong Yang, Xiaobo  Zhou, Federico A. Monzon, Jianguo Wen, Jill M. Hagenkord, Ling-Yun Wu  et al. Multiple distinct clones may co-exist in different lineages in  myelodysplastic syndromes. Leukemia research. 2009, 33(6): 847-853.

  • Xiaorong Yang, Li-Xin Zhang.  A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors. Applied Mathematics-A Journal of Chinese Universities, 2008, 23(2): 197-201.

  • Xiaorong Yang, Weidong Liu, Li-Xin Zhang. Precise asymptotics in the law of logarithm under dependence assumptions. Computers & Mathematics with Applications.  2008, 56(6): 1634-1642.

  •   

    Xiaorong Yang, Li-Xin Zhang. A note on self-weighted quantile estimation for infinite variance quantile autoregression models. Statistics & Probability Letters, 2008, 78(16): 2731-2738.

  • Li-Xin Zhang, Xiaorong Yang*. The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent. Metrika. 2007, 65(2): 195-206.

Scientific Research Projects

  • Natural Science Foundation of Zhejiang Province: Homogeneity Pursuit for Varying Coefficients Quantile Regression Models and Its Applications, 2022.01-2024.12, PI.

  • National Social Science Foundation of China: Censored Quantile Regression Estimation for Complicated Models, 2018.01-2021.12,  PI.

  • National Natural Science Foundation of China: Some Limit Theories of Quantile Regression and Their Applications to Biochip Data Analysis, 2013.01-2015.12,  PI.

  • National Natural Science Foundation of China: Some Limit Theories of Autoregressive Time Series and Their Applications, 2011.01-2011.12,  PI.

  • Natural Science Foundation of Zhejiang Province: Some Limit Theories of Financial Time Series and Their Applications to Risk Management, 2012.01-2015.12,  PI.

  • Natural Science Foundation of Zhejiang Province: Theoretical Research on Censored Quantile Time Series and Its Applications, 2017.01-2019.12,  PI.

  • Humanities & Social Foundation of Ministry of Education of China: Some Problems on Time Series and Their Applications to Change Points Detection, 2011.01-2012.12,  PI.

  • Foundation of National Bureau of Statistics: Quantile Regression Based Times Series Modelling and the Risk Management, 2014.01-2015.12,  PI.

  • Foundation of the Ministry of Education of China for Returned Scholars: Theoretical Research on Autoregressive Time Series and Its Applications to Copy Number Detection, 2013.04-2015.04,  PI.



Enterprises-funded research project

Books

Xiaorong Yang. Statistical Inference for Quantile Regression Model and Its Applications (in Chinese). Beijing:  Science Press, 2019

Softwares

Patents

Teaching Papers

Xiaorong Yang, Discussion on Effective Classroom Teaching, Collected Teaching Papers of Zhejiang Gongshang University, 2017.

Teaching Projects

Textbooks

Teaching Rewards

Others

Graduate Students  Recruitment,

Contact at:  yangxr110@126.com


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