教育背景
本科，2005年7月畢業於四川大學數學學院套用數學專業
碩士，2007年8月畢業於澳門大學數學系金融數學方向
導師：丁燈教授
論文題目：On Numerical Solutions for Reflected Stochastic Differential Equations in [0,+inf)
博士，2010年8月畢業於澳門大學數學系金融數學方向
導師：金小慶教授
論文題目：Preconditioning Techniques for a Family of Toeplitz-Like Systems with Financial Applications
Ying-Ying Zhang
Educational Experiences
1. 2001/09--2005/07, B. Sc., Department of Applied Mathematics, Sichuan University, Sichuan, China.
2. 2005/09--2007/07, M. Sc, Department of Mathematics, University of Macau, Macao, China.
3. 2007/09--2010/08, Ph.D., Department of Mathematics, University of Macau, Macao, China.
Working Experiences
1. 2010/09--present, Lecturer, Department of Statistics and Actuarial Science, Chongqing University, Chongqing, China.
Recent Research Interests
Multivariate statistical analysis using R, Simulations, Financial mathematics and option pricing theory, Fast iterative solvers for Toeplitz-like systems
Teachings
1. Multivariate Statistics Analysis
2. R Software in Statistics
3. Probability Theory and Mathematical Statistics
4. Linear Algebra
5. Advanced Mathematical Statistics
Honors and Awards
1. 2003/10, The China undergraduate mathematical contest in modeling (CUMCM), First Prize.
2. 2003/12, The outstanding student of Sichuan university during 2002—2003.
3. 2004/06, The innovative talents of Sichuan university during 2002—2004, First Prize.
4. 2008/10, EASIAM Student Paper Competition, Third Prize.
Research Grants
1. 2010/09--2015/09, 帶跳過程下的期權定價(Option pricing under jump diffusion processes), 重慶大學高層次人才科研啟動基金項目(Chongqing university high-level talents research start funds), CDJRC10100010.
2. 2011/09--2014/09, 基於R軟體的多元統計分析及其套用(Multivariate statistical analysis and its applications using R software), 重慶市自然科學基金項目(Natural Science Foundation Project of CQ CSTC), CSTC2011BB0058.
3. 2013/01--2014/12, Monte Carlo高級技術及其在期權定價中的套用(Monte Carlo advanced techniques with their applications in options pricing), 中央高校基本科研業務費項目(the Fundamental Research Funds for the Central Universities), CQDXWL2012/004.
Note: My papers can be downloaded by signing in a gmail account with
Username: zhang.yingying.papers at gmail dot com
Password: zhang.yingying.papers
Published/Accepted Journal Publications
1. Ding D, Zhang YY. A splitting-step algorithm for reflected stochastic differential equations [J]. Computers & Mathematics with Applications, 2008, 55: 2413-2425.
2. Pang HK, Zhang YY, Vong SW, Jin XQ. Circulant preconditioners for pricing options [J]. Linear Algebra and its Applications, 2011, 434: 2325-2342.
3. Pang HK, Zhang YY, Jin XQ. Tri-diagonal preconditioner for pricing options [J]. Journal of Computational and Applied Mathematics, 2012, 236: 4365-4374.
4. Zhang YY, Pang HK, Feng LM, Jin XQ. Quadratic finite element and preconditioning methods for options pricing in the SVCJ model [J]. Journal of Computational Finance. To appear, 2014.
5. 張應應, 魏毅. 用一個R函式實現正態總體均值、方差的區間估計及假設檢驗[J]. 統計與決策, 擬刊出時間2013年3-5月.
6. 張瀟方, 張應應. 對比克強指數和GDP反映中國經濟現實狀況的回歸分析[J]. 統計與決策, 擬刊出時間2014年6-8月.
Submitted Journal Publications
1. 張應應. 穩健性因子分析在股票評價中的套用[J], 審稿中.
2. 張應應, 代春蘭. 帶方差減小技術的Monte Carlo方法在算術平均亞洲期權定價中的套用[J], 審稿中.
3. Zhang YY. An object-oriented framework for robust factor analysis [J], under review.
4. Zhang YY, Wei Y. One and two samples using only an R function [J], under review.
5. 董美辰, 張應應. 基於R軟體的中國農業總產值及其影響因素的回歸分析[J], 審稿中.
6. 王璐，張應應. 基於R軟體的證券投資收益率分析與預測[J], 審稿中.
7. 徐露, 張應應. 主成分分析與因子分析的比較及實證分析[J], 審稿中.
8. 唐雪銀, 張應應. 中國GDP與建築業總產值和服務業總產值的線性關係分析[J], 審稿中.
Proceedings or Book Chapters
1. Ding D, Zhang YY, Chan II. Numerical approximation and simulation of solutions for reflected stochastic differential equations [C]. Proceeding of the 4th Regional Inter-University Postgraduate Electrical and Electronics Engineering Conference (RIUPEEEC), University of Macau, Macao, China, 2006.
2. Zhang YY, Vong SW, Jin XQ. A family of generating functions with its applications [C]. The NIMS 2008 Conference & The 4th East Asia SIAM Conference, Daejeon, Korea, October 10-12, 2008.
3. Ding D, Zhang YY. Numerical solutions for reflected stochastic differential equations [C]. Recent Advances in Computational Mathematics, International Press, Somerville, Massachusetts, U.S.A., and Higher Education Press, Beijing, China, 2008.
4. Ding D, Jin XQ, Zhang YY. Numerical comparison of Monte Carlo methods for linear systems [C]. Recent Advances in Computational Mathematics, International Press, Somerville, Massachusetts, U.S.A., and Higher Education Press, Beijing, China, 2008.
5. 張應應, 徐開闊,張洪亮. 露天礦卡車調度問題研究[C]. 全國大學生數學建模/電子設計競賽獲獎論文集, 2004: 1-9.
Conference Talks
1. 2006/07, The 4th Regional Inter-University Postgraduate Electrical and Electronics Engineering Conference (RIUPEEEC 2006), Speaker, Macao.
2. 2006/12, Workshop on Computational Mathematics and Finance, Speaker, Macao.
3. 2008/10, The NIMS 2008 Conference & The 4th East Asia SIAM Conference, Speaker, Daejeon, Korea.
4. 2009/07, Bi-Lateral Workshop on Computational Mathematics, 2009 Fudan University—University of Macau, Speaker, Shanghai, China.
