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Statistics, Probability & Financial Mathematics

bet体育 The Department of Mathematics offers not only Master and PhD degrees in statistics but also the Master degree in applied statistics. Members of our group conduct methodological research in a broad range of areas, including mathematical statistics, applied statistics, probability theory, stochastic processes, and financial mathematics. The main research interesting:

  • Change point analysis
  • Financial Statistics
  • High dimensional statistical inference
  • Nonparametric modeling
  • Reliability Statistics
  • Statistical process control
  • Time series analysis
  • Limiting theorem
  • Interacting particle systems
  • Random graph and complex networks
  • Semi-martingale theory
  • Stochastic analysis and its computation
  • Credit risk analysis and management
  • Financial Econometrics
  • Pricing of financial derivatives
Faculty members:
  • Xin Chen
  • Xinxing Chen
  • Samuel Drapeau
  • Dong Han
  • Jianzhong Lin
  • Yiqing Lin
  • Weidong Liu
  • Shan Luo
  • Cheng Wang
  • Guilan Wang
  • Shuzhi Wei
  • Jinguo Xian
  • Liuqing Xiao
  • Dewen Xiong
  • Zhangsheng Yu
  • Deng Zhang
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