孔新兵
孔新兵
发布时间:2017-03-11 浏览次数:

 

               

姓名孔新兵

职称教授                                   

研究领域经济统计、数理统计、网络数据统计


教育背景

香港科技大学、博士、2007-2011

兰州大学、硕士及本科、2000-2007


工作经历

南京审计大学、理学院/统计与大数据研究院、教授、20173-至今;

苏州大学、数学学院/高等统计与计量经济研究中心、教授、20148-20172月;

复旦大学、管理学院、副教授及助理教授、20117-20147月。


课题主持自然科学基金面上、青年项目各1项;教育部人文社科项目1项。


代表性论文

一、统计学顶级期刊论文

[1] Kong Xin-Bing, Xu Shao-Jun, Zhou Wang*, Bootstrapping volatility functionals: a local and nonparametric perspective, Biometrika, 2018, DOI:10.1093/biomet/asy002

[2] Kong Xin-Bing, On the integrated idiosyncratic and systematic volatility with the large panel high-frequency data, Annals of Statistics, 2018 DOI: 10.1214/17-AOS1578

[3] Kong Xin-Bing, On the number of common factors underlying large panel high-frequency data, Biometrika, 2017, 104, 397-410.

[4] Kong Xin-Bing, Liu Zhi, Jing Bing-Yi, A new test for pure-jump processes underlying high frequency data, Annals of Statistics, 2015, Vol. 43, 847-877.

[5] Jing Bing-Yi, Kong Xin-Bing, Liu Zhi, Modeling high frequency data by pure jump processes? Annals of Statistics, 2012, 40, 759-784.

[6] Jing Bing-Yi, Kong Xin-Bing, Liu Zhi, Estimating the jump activity index under noisy observations using high frequency data, Journal of the American Statistical Association, 2011, 106, 558-568.


二、经济学 A

[1] Liu Zhi, Kong Xin-Bing, Jing Bing-YiEstimating IV with multiple noisy observationsJournal of Econometrics, 2018DOI:10.1016/j.jeconom.2017.12.008

[2] Kong Xin-Bing, Liu Cheng, Testing constant factor loading matrix using large panel high-frequency data, Journal of Econometrics, 2018, forthcoming.

[3] Kim, Donggyu, Kong Xin-Bing, Li, Cuixia, Wang Yazhen, Adaptive thresholding estimator of the large dimensional integrated volatility matrix, Journal of Econometrics, 2018, 203, 69-79.

[4] Jing Bing-Yi, Kong Xin-Bing, Liu Zhi, Per Mykland, On the jump activity index for semimartingales, Journal of Econometrics, 2012, 166, 213-223.


所授课程《多元分析》、《时间序列》、《金融工程导论》、《概率论于数理统计》、《高等数理统计III》。

荣誉国际统计协会(ISI)当选会员;江苏省“双创博士”;香港数学会“最佳博士论文奖”;复旦大学管理学院年度“青年新星奖”。

学术兼职现场统计研究会高维统计分会理事。