职 称：教授
研究方向：现代统计学方法;数据挖掘/机器学习;数量金融/量化投资
教授课程：数据挖掘；金融统计学；投资学
E - mail：huang.mian@mail.shufe.edu.cn；电话：02165901057
研究项目
| 序号 | 项目名称 | 项目编号 | 项目来源 | 起止时间 | 项目经费 |
| 1 | 上海市青年拔尖人才计划 | 2018-2020 | |||
| 2 | 上海市晨光计划 | 2014-2016 | |||
| 3 | 国家自然科学青年基金 | 2014-2016 | |||
| 4 | 上海市优秀青年教师人才项目 | 2011-2013 | |||
| 5 | 上海市浦江人才计划 | 2010-2012 |
Modern Statistical Methods；Data Mining and Machine Learning; Quantitative Finance and Investment
2004年
获中国科技大学统计与金融系学士学位
2006年
获美国宾州州立大学统计学硕士学位
2009年
获美国宾州州立大学统计学博士学位
2009 - 2012, 上海财经大学统计与管理学院,助理教授
2012 - 2018, 上海财经大学统计与管理学院,副教授
2018 - 上海财经大学统计与管理学院,教授
Zhu, L., Huang, M. and Li, R. (2012). Semiparametric Regression with High-dimensional Covariates. Statistica Sinica, 22, 1379-1401.
Huang, M. and Yao, W. (2012). Mixture of Regression Models with Varying Proportion: A Semiparametric Approach. Journal of American Statistical Association, 107, 711-724.
Huang, M. and Li, R., and Wang, S. (2013). Nonparametric Mixture of Regression Models. Journal of American Statistical Association, 108, 929 -941.
Wang, X., Jiang, Y., Huang, M., and Zhang, H. (2013). Robust Variable Selection with Exponential Squared Loss. Journal of American Statistical Association, 108, 632-643.
Huang, M., Li, R. Wang, H., and Yao, W. (2014). Estimations for Mixture of Gaussian Processes by Kernel Smoothing. Journal of Business and Economic Statistics, 32, 259-270.
Yu, Z., Dong, Y., and Huang, M. (2014) General Directional Regression. Journal of Multivariate Analysis, 124, 94-104.
Wang, S., Huang, M., Wu X. and Yao, W.(2016). Mixture of Functional Linear Models and Its Application to CO2-GDP Functional Data. Computational statistics and data analysis，97，1-15
Fu, G. Huang, M., Bo, W., Hao, H., and Wu, R. Mapping Morphological Shape as a High-Dimensional Functional Curve (2017) , to appear in Briefing in Bioinformatics
Wen, C., Pan, W., Huang, M. and Wang, X.(2018). Conditional Distance Correlation Sure Independence Screening for Ultrahigh Dimensional Data. Statistica Sinica, 28, 293-317
Huang, M. and Wang, H., and Wang, S. (2018). Maximum Smoothed Likelihood Estimation for a Class of Semiparametric Pareto Mixture Densities. Statistics and its interface, 11,31-40
Huang, M., Wang, S., Yao, W. and Chen,. Y. (2018). Estimation and Testing Hypothesis for Mixture of Varying Coefficient Models. to appear in Scandinavian journal of statistics.
上海财经大学优秀教学成果一等奖, 2010;
上海财经大学中振科研优秀奖, 2012;
上海财经大学中振科研优秀奖, 2017
审稿人
Annals of Statistics
Journal of American Statistical Association;
Journal of the Royal Statistical Society: Series B;
Journal of nonparametric statistics;
Computational Statistics and Data Analysis.
