Nan Yang

Research Project

Research Achievements

Yang Nan, Professor and Ph.D. Supervisor at the School of Statistics and Management, Shanghai University of Finance and Economics, Director of the University Teacher Development Center, Distinguished Professor at the Center for Computational Science and Financial Data Research, and Council Member of the Shanghai Artificial Intelligence Society. Bachelor’s and Master’s degrees in Science from Tsinghua University, Ph.D. in Economics from Shanghai University of Finance and Economics, Visiting Scholar at Columbia University in the U.S. and the London School of Economics in the U.K.

Has presided over and completed 1 National Natural Science Foundation project, numerous provincial and ministerial level projects including Ministry of Education Humanities and Social Sciences Research Projects, National Statistical Science Research Projects, Shanghai Philosophy and Social Science Planning Projects, Shanghai Municipal Education Commission Research Innovation Projects, Shanghai Municipal Advisory Committee Tender Projects, and others. Has received provincial and ministerial level research awards three times. Published monographs such as "Compilation, Management and Application of Housing Price Index," "Research on Family Asset Statistics," and many textbooks including "Business Statistics Bilingual Case Analysis," "Applied Regression Analysis," "Applied Time Series Analysis." Has published over thirty academic papers in domestic and international journals such as "Financial Research," "International Financial Research," "Financial and Economic Research," "Mathematical Statistics and Management," etc.

Professor Yang Nan offers multiple specialized courses for undergraduate, master's, and doctoral students. The "Statistics" course he developed has been awarded the title of a demonstration course for all-English teaching in Shanghai universities. His online course "Inference Traps in the Data Age" has been broadcast on multiple platforms, including Learning Power, China University MOOC, XueTang Online, and Chaoxing Erya. It has won the first prize in the 4th National College Blended Teaching Design Innovation Competition, the special prize in the 3rd Shanghai Higher Education Teaching Innovation Competition, and the second prize in the 3rd National College Teaching Innovation Competition, along with being recognized as a demonstrative undergraduate classroom in Shanghai universities. He has been awarded the Shanghai March 8th Red Banner Holder, "My Ideal Teacher" at Shanghai University of Finance and Economics, and "Model Teacher in Education and Teaching" and has been recognized as a "Star Teacher" by the School of Business at Shanghai University of Finance and Economics three times.

(1) Educational and Teaching Papers

1. Yang Nan, Wang Kun, Statistical Analysis of the "Matthew Effect" between Higher Education and Income Equity—Empirical Research Based on American Data, *Fudan Education Forum*, January 2011;

2. Yang Nan, Qiu Liying, Wang Kun, Influencing Factors and Optimization Analysis of Talent Cultivation in Second Major Programs in Colleges and Universities, "China Higher Education Evaluation," January 2011;

3. Yang Nan, Exploration and Practice of Innovative Statistical Design Competitions, "Journal of Finance and Economics Higher Education Research", February 2011;

4. Yang Nan, Practical Research on Cultivating Innovative Statistical Talent through School-Enterprise Collaboration, "Research on Higher Education in Finance and Economics," December 2012;

5. Yang Nan, Wang Chen, Zhao Desheng, Exploration and Practice of Constructing a Teaching Ability Improvement System for Newly Appointed Teachers—A Case Study of Shanghai University of Finance and Economics, "Research on Higher Education in Finance and Economics", 2017.2;

6. Yang Nan, Chen Xudong, Wang Chen, Huang Shengya, The Design and Practice of Competency Development for Returned Teachers in the Teaching Formation Period at Universities - A Case Study of Shanghai University of Finance and Economics, *Higher Education Review*, 2019.2;

7. Yang Nan, Wang Chen, Huang Shengya, Chen Xudong, The Development and Practice of Classroom Teaching Competence of Newly Recruited Returned Teachers in Universities - Based on the Perspective of Micro-Observation Diagnosis and Personalized Training, "Research on Higher Education in Finance and Economics," 2021.1.

(2) Important Publications

1. Yang Nan, Huang Shengya, Strengthening the Construction of the Teacher Team, "Liberation Daily (Theory Edition)", July 18, 2023, p. 10;

2. Yang Nan, Huang Shengya, Facing New Challenges to Enhance Digital Literacy of University Teachers, "China Education Daily," July 8, 2023, p. 4.

  (3) Research Papers

1. Yang Nan, Ge Yubo, Statistical analysis and exploration of new parameters for the recognition of a set of initial consonant sounds, "Pattern Recognition and Artificial Intelligence," September 2002;

2. Yang Nan, Application of the VaR Method in Measuring the Volatility of Real Estate Returns, "Journal of Central University of Finance and Economics," April 2006;

3. Yang Nan, Xing Licong, The Application of Gray Markov Model in Housing Price Index Forecasting, "Statistics and Information Forum," September 2006;

4. Sun Yuanxin, Yang Nan, Analysis of the Distribution of Expo Visitors and Influencing Factors, "Tourism Science," October 2007;

5. Yang Nan, Sun Yuanxin, Wealth Gap, Debt Economy, and Financial Crisis — An Exploration of the Causes of the U.S. Financial Crisis from the Perspective of Asset Distribution, "Economic Management," 2010.1;

6. Yuanxin Sun and Yang Nan, Economic Effects of EXPO Shanghai 2010 (in German), RegioPol, Hannover, Germany, April, 2010；

7. Yang Nan, He Jieyi, "Analysis of the Phased Changes and Influencing Factors of Gold's Anti-Inflation Function," Journal of Shanghai University of Finance and Economics, December 2011;

8. Yang Nan, Qiu Liying, Research on the Optimal Structure of International Reserve Assets in Our Country - Based on Time-Varying Copula and VaR Portfolio Model Analysis, "Economic Research," May 2012;

9. Yang Nan, Liu Yucai, Research on the Long Memory Identification and Prediction of International Gold Price Fluctuations Based on Fractal Analysis, "Mathematical Statistics and Management," September 2013;

10. Li Qiong, Yang Nan, From Voluntary Unemployment to Community Employment - A Survey and Analysis of the Employment Situation of Displaced Women in Shanghai, *Journal of East China University of Science and Technology (Social Sciences Edition)*, 2012.11;

11. Jian Zhou, Cao Longbin and Yang Nan, Some convergence theorems for possibilistic clustering algorithms, Fuzzy Optimization and Decision Making, 2013(12),415-432；

12. Yang Nan, Fang Qian, Dynamic Analysis of Gold's Hedge Against Dollar Depreciation, "International Finance Research," March 2013;

13. Yang Nan, Ma Chuo Xin, The Dynamic Inverted U-Evolution and Decline Point Forecast of Financial Development's Impact on Urban-Rural Income Gap in Our Country, "Financial Research," November 2014;

14. Yang Nan, Lu Renjie, Research on Statistical Arbitrage Based on the Cointegration Relationship of Intra-Day High and Low Prices, "Mathematical Statistics and Management," June 2015;

15. Yang Nan, Lin Zhu, Exploration of the Chaos Characteristics and Optimal Allocation Analysis of China's International Reserve Assets, "Journal of System Engineering", 2017.2;

16. Yang Nan, Qiu Chang, Fang Qian, Analysis of Dual Attribute Interaction in Risk Hedging and Crisis Resistance, "Learning and Exploration," July 2017;

17. Bo Hu, Xiao Hui, Yang Nan, et al. A hybrid approach based on double roulette wheel selection and quadratic programming for cardinality constrained portfolio optimization. Concurrency and Computation: Practice and Experience, 2022, 34(10): e6818；

18. Hao Jin and Yang Nan. New momentum for data, government investment in technology, and high-quality urban development in the yellow river basin. Frontiers in Environmental Science, 2022, 10: 969454；

19. Fang Xi, Yang Nan. A neural learning approach for data-driven nonlinear error correction model. Computational Intelligence and Neuroscience. 2023；

20. Fang Qian, Yang Nan. Construction of a Nonlinear Error Correction Learning Model Based on LSTM Network. Statistics and Decision, 2022, 38(24): 5-10;

21. Yang Nan, Fang Qian. Research on ARMAX-GARCHX Exchange Rate Model Based on Gold Parity. Journal of Jinan University (Social Sciences Edition), 2023, 33(3): 76-87+179;

22. Xi Fang, Nan Yang. An AFD-based adaptive impulse response model of time series. Communications in Statistics - Simulation and Computation Journal, 2024, 1-17；

23. Yang Nan, Qi Min Wu, Research on Bulk Valuation of Real Estate Based on Trend Surface Analysis and Bayesian Optimization Modeling, "Journal of Engineering Mathematics," accepted.

24. Fang Qian, Yang Nan, Research on the Instantaneous Risk Transmission Mechanism Between Capital Markets Based on DAG-DCC-GARCH, "Mathematical Statistics and Management", accepted.

(4) Textbooks and Monographs

1. Wang Liming, Chen Ying, Yang Nan, editors: "Applied Regression Analysis," Fudan University Press, published in May 2008;

2. Wang Liming, Wang Lian, Yang Nan, editors: "Applied Time Series Analysis," Fudan University Press, published in September 2009;

3. Yang Nan, Author: "Compilation, Management, and Application of Housing Price Index," Shanghai University of Finance and Economics Press, published in October 2010;

4. Yang Nan, editor: "Bilingual Case Analysis of Business Statistics," Shanghai University of Finance and Economics Press, published in February 2012;

5. Sun Yuanxin, Yang Nan, Author: "Research on Household Asset Statistics", Shanghai University of Finance and Economics Press, Published in January 2013;

6. Yang Nan, editor: "Bilingual Case Analysis of Business Statistics (2nd Edition)", Tsinghua University Press, published in March 2021.

(V) Online Resources

1. Chinese University MOOC: "Inference Traps in the Data Era"

https://www.icourse163.org/course/SHUFE-1206527801?from=searchPage

2. XueTang Online: "Inference Traps in the Data Age"

https://www.xuetangx.com/course/SUFE07121006751/19321619?channel=i.area.manual_search

3. Geometry Study: How to See Through the "Lies" of Statistical Data and Identify the Inference Traps in the Data Era?

https://mp.weixin.qq.com/s/3lt80b7QaZ_O-XXRAIOD1A

4. "Bilingual Case Analysis of Business Statistics (2nd Edition)", Tsinghua University Press

http://www.tup.tsinghua.edu.cn/booksCenter/book_08496701.html

http://www.tup.tsinghua.edu.cn/booksCenter/book_08496701.html

Rewards, Honors

(I) Research Awards

1. In December 2005, in the "Promotion of Statistical Reform and Development" excellent project and paper selection activity organized by the Shanghai Municipal Bureau of Statistics, the paper titled "On the Impact of Sample Asymmetry on the Estimation of Housing Price Index" was awarded the second prize for excellent papers (Hu Tong Zi [2005] No. 72);

2. In August 2006, the paper titled "Research on the Improvement of the Theory and Expansion of the Application of the Chinese Housing Price Index" won the second prize in the doctoral thesis category of the "Eighth National Statistical Research Excellent Achievement Award" from the National Bureau of Statistics, a provincial and ministerial level award;

3. In December 2007, the paper "The Impact of Economic Development on the Changes in Family Wealth Distribution" won the "Excellent Paper Award" at the Fifth Academic Annual Conference of the Shanghai Social Science Community;

4. In December 2010, the project "Exploration of Training Models for Composite Talents under the Financial Crisis" received the third prize for excellent research results from the Shanghai Higher Education Society;

5. In January 2013, the monograph "Compilation, Management and Application of Housing Price Index" won the Second Prize in the Monograph Category of the "11th National Statistical Research Outstanding Achievement Award" from the National Bureau of Statistics, as well as a provincial and ministerial level award.

 (2) Teaching Awards

1. National Level

① In December 2022, Yang Nan, course leader, "Inference Traps in the Data Age" teaching innovation design won the first prize at the 4th National Higher Education Blended Teaching Design Innovation Competition;

② In August 2023, Yang Nan, course leader, won the second prize in the advanced group of the third national college teachers' teaching innovation competition for the teaching innovation design "Inference Traps in the Data Era."

2. Provincial and ministerial level

① In January 2013, awarded as a "March 8th Red Banner Holder" in the Shanghai education system;

② In December 2013, awarded the second prize for teaching achievement at the municipal level in Shanghai;

③ In September 2013, led the development of "Statistics," which was awarded "Shanghai Higher Education Demonstrative Full English Teaching Course";

④ In January 2019, awarded the title of "March 8th Red Banner Holder" in Shanghai.

⑤ In June 2022, Yang Nan, course leader, the course "Inference Traps in the Data Age" was awarded the Shanghai Key Course Construction Project.

⑥ In April 2023, Yang Nan, course leader, "Inferential Traps in the Data Age" teaching innovation design won the Special Prize in the New Liberal Arts Group at the 3rd Shanghai Higher Education Teacher Teaching Innovation Competition;

⑦ December 2023, Yang Nan, Course Leader, "Inference Traps in the Data Age" course received the Demonstrative Undergraduate Classroom award from Shanghai universities.

3. School Level

① In December 2005, awarded the title of the first "Representative of Teacher's Style and Ethics of Shanghai University of Finance and Economics";

② In April 2006, awarded the title of "The Teacher I Admire Most" at Shanghai University of Finance and Economics for the fourth time;

③ In March 2010, awarded the title of the Second "Outstanding Woman" at Shanghai University of Finance and Economics;

④ In April 2010, awarded the first "Bole Award" by Shanghai University of Finance and Economics;

⑤ In June 2011, awarded the title of "Teaching Rising Star" by Shanghai University of Finance and Economics;

⑥ In June 2012, awarded as the seventh "Model Teacher" of Shanghai University of Finance and Economics;

⑦ In December 2013, was awarded the first "Star Teacher" at the School of Business, Shanghai University of Finance and Economics;

⑧ In December 2015, won the first MBA Education and Teaching Achievement Award from Shanghai University of Finance and Economics;

⑨ In December 2016, awarded as the "Star Teacher" of the Third Session of the Business School of Shanghai University of Finance and Economics;

⑩ In December 2018, rated as a "Star Teacher" of the 4th Shanghai University of Finance and Economics Business School;

⑪ In May 2020, the course case "Inference Trap in the Data Era" won the Excellent Case Award for Curriculum Ideological and Political Education at Shanghai University of Finance and Economics;

⑫ In September 2020, awarded the Excellent Guidance Teacher Award for the First General Education Course Paper at Shanghai University of Finance and Economics;

⑬ In December 2020, the achievement of "Exploration and Practice of the 'Four-in-One' Development System for Teaching Competence of Young Teachers in Higher Education" won the Special Prize of Teaching Achievement Award at Shanghai University of Finance and Economics, ranking second.

Social Work

Shanghai Artificial Intelligence Society Director

Shanghai Higher Education Teachers' Teaching Development Alliance Executive Director