个人信息：

周凡吟，教授、博导

西南财经大学统计与数据科学学院，数据科学系

办公室：西南财经大学柳林校区宏远楼402B

电子邮箱：zfy AT swufe.edu.cn

简历：

先后在英国曼切斯特大学，剑桥大学和帝国理工大学取得了本科，硕士以及统计学博士学位。曾在美国花旗银行伦敦总部从事CDS程序化交易分析工作。2013年3月加入西南财经大学统计学院。

学术荣誉：

• 2014年入选四川省创新人才

主持项目：

• 2021.01-2025.12：国家自然科学基金项目重点国际（地区）合作研究项目《大数据背景下会计信息促进实体经济发展的关键路径与机制研究》，子课题负责人

• 2021.01-2021.12：中央高校基本科研业务费交叉与新兴学科项目《上市公司特别处理复发风险的研究分析》

• 2016.01-2018.12：国家自然科学基金青年科学基金项目《基于交替复发事件数据的事件历史分析及在信贷数据中的应用》

• 2014.01-2014.12：中央高校基本科研业务费专项资金青年教师成长项目《(向量)自回归模型的定阶与参数估计的LASSO方法及其在经济数据中的应用》

• 2013.09-2014.09：西南财经大学引进人才科研启动资助项目《Cox模型中的有限制的变量选择方法及其在信贷数据中的应用》

• 2013.05-2014.12：成都市科技厅项目《天府新区地下管网科学化布局》

代表性论文：

• Zhou, F., Fu, L., Li, Z., & Xu, J. (2022). The recurrence of financial distress: A survival analysis. International Journal of Forecasting, 38, 1100-1115.

• Li, K., Zhou, F., Li, Z., Li, W., & Shen, F. (2021). A semi-parametric ensemble model for profit evaluation and investment decisions in online consumer loans with prepayments. Applied Soft Computing, 107, 1-12.

• Li, K., Zhou, F., Li, Z., Yao, X., & Zhang, Y. (2021). Predicting loss given default using post-default information. Knowledge-Based Systems, 224, 1-14.

• Li, Z., Hu, X., Li, K., Zhou, F., & Shen, F. (2020). Inferring the outcomes of rejected loans: An application of semisupervised clustering. Journal of the Royal Statistical Society: Series A, 183, 631-654.

• Ma, Y., Zhou, F., & Luo, X. (2020). Partial derivative estimation for underlying functional-valued process in a unified framework. Journal of Applied Mathematics, 2020, 1-17.

• Ma, Y., Lan, W., Zhou, F., & Wang, H. (2020). Approximate least squares estimation for spatial autoregressive models with covariates. Computational Statistics & Data Analysis, 143, 1-15.

• Lv, S., Jiang, J., Zhou, F., Huang, J., & Lin, H. (2018). Estimating high-dimensional additive Cox model with time-dependent covariate processes. Scandinavian Journal of Statistics, 45, 900-922.

• Lin, H., Zhou, F., Wang, Q., Zhou, L., & Qin, J. (2018). Robust and efficient estimation for the treatment effect in causal inference and missing data problems. Journal of Econometrics, 205, 363-380.

• Li, Z., Tian, Y., Li, K., Zhou, F., & Yang, W. (2017). Reject inference in credit scoring using Semi-supervised support vector machines. Expert Systems with Applications, 74, 105-114.

• Lv, S., & Zhou, F. (2015). Optimal learning rates of Lp-type multiple kernel learning under general conditions. Information Science, 294, 255-268.

• Hand, D. J., & Zhou, F. (2010). Evaluating models for classifying customers in retail banking collections. Journal of the Operational Research Society, 61, 1540-1547.            

• Gandy, A., Kvaloy, J. T., Bottle, A., & Zhou, F. (2010). Risk-adjusted monitoring of time to event. Biometrika, 97, 375-388.

• Rogers, L. C. G., & Zhou, F. (2008). Estimating correlation from high, low, opening and closing prices. Annals of Applied Probability, 18, 813-823.