Haipeng xing

Haipeng xing

fe@gmail. 00 Title: Statistical methodology for stochastic systems with parameters jumps and applications to eco-nomics, genetics and engineering. Rob Rizzo works in Computational Structural Biology. , and Xing, H. S. Haipeng Xing is an applied statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; (iii) time series modeling; (iv) stochastic control 3 days ago · Part I provides basic background in statistics, which includes linear regression and extensions to generalized linear models and nonlinear regression, multivariate analysis, likelihood inference and Bayesian methods, and time series analysis. He focuses on investigating Distributed Acoustic Sensing in full-waveform inversion to resolve real-life problems including Haipeng Xing. IFPRI Discussion Paper No. Join Facebook to connect with Haipeng Xing and others you may know. We welcome any additional information. The Analysis of Time Series: An Introduction with R 7th Edition is written by Chris Chatfield; Haipeng Xing and published by Chapman & Hall. Denote the random variable at time t by X(t) if time is Apr 25, 2019 · Chris Chatfield, Haipeng Xing. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Feb 1, 2021 · Author links open overlay panel Yifan Xing 1 #, Junyu Liu 1 #, Xiaojie Guo 1, Haipeng Liu 1, Wen Zeng 1, Yi Wang 1, Chong Zhang 1 2, Yuan Lu 1, Dong He 3, Shaohua Ma 4, Yonghong He 4, Xin-Hui Xing 1 2 4 5 View the profiles of people named Haipeng Xing. Necessary updates are also made in different chapters and sections. Specifically, I added examples of real data analysis in 2015. 2006. program in Haipeng Xing is Assistant Professor of Statistics at Columbia University. Haipeng Xing. Christopher Chatfield, Haipeng Xing CRC Press, Taylor & Francis Group , 2019 - Business & Economics - 398 pages This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The instantaneous volatility of quote Haipeng Xing. May 13, 2019 · This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. Applied Maths & Statistics Department. Additional ISBNs for this eTextbook include Jul 25, 2008 · Statistical Models and Methods for Financial Markets. The Finnish Financial Supervisory Authority P. Wenzhi Mao, Wenze Ding, Yaoguang Xing, Haipeng Gong Nature Machine Intelligence (2019) pdf Improved fragment sampling for ab initio protein structure prediction using deep neural networks Dima Kozakov. Alan Tucker is a Fellow of the American Mathematical Society and of the American Assocation for the Advancement of Science. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii David Green Associate Professor, Ph. Oct 19, 2010 · Xing, Haipeng and Lai, Tze Leung and Chen, Zehao, Mean-Variance Portfolia Optimization When Means and Covariances are Unknown (October 18, 2010). Voice: (631) 632-1892. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii May 8, 2019 · Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. 2 Identify the trend and seasonal components Yan Yu. Mail Code. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii) time series modeling. TA: Weichuan Deng Office hour: 10am-12pm, Thursday at Harriman Hall 132. Email: h a i p e n g . According to our current on-line database, Haipeng Xing has 21 students and 21 descendants. Specifically, I added examples of real data analysis in Haipeng Xing. Kozakov research interests lie at the intersection of applied mathematics, physics and computational biology. Committee Names. sg: Books Haipeng Xing. Fomby, eds. This course will cover linear time series models, moving average (MA), autoregressive (AR), ARMA and ARIMA models, estimation and forecasting, interval predictions, and forecast errors. L. Time series modeling forecasting. Available at SSRN: Nov 20, 2020 · Welcome: Joseph Kaboski (STEG, University of Notre Dame)Paper Introduction: Justin Yifu Lin (Peking University)Paper Presentation: Haipeng Xing (State Univer Nov 23, 2010 · The idea of writing this bookarosein 2000when the first author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. aaaa. E4315 Mode: In Person Inst: Haipeng Xing AMS 518 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization AMS 518 Webpage Prerequisite: AMS 512 or AMS 516 or AMS 522 92195 LEC 01 R 3:30-6:20PM Loc: Earth & Space 079 Mode: In Person Inst: Stanislav Uryasev 94759 LEC 02 R 3:30-6:20PM Loc: ONLINE Mode: SYNCHRONOUS Inst: Stanislav Haipeng Xing. O. 09/2009-08/2012. The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. 21 Jul 25, 2008 · Haipeng Xing is Assistant Professor of Statistics at Columbia University. ), Vol 20 (Econometric Analysis of Economic and Financial Time Series), 209-228. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Haipeng Xing. haipeng@stanford. 2019, Taylor & Francis Group. Sheldon Weinig. State University of New York at Stony Brook. Math Tower, 2-101: View More haipeng has 18 repositories available. My course notes. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Haipeng Xing is a professor in the Applied Mathematics department at Stony Brook University (SUNY) - see what their students are saying about them or leave a rating yourself. It also presents many examples and implementations of time series models and methods to reflect advances in the field. Haipeng Xing 1,*,† and Yang Yu 2,† 1 Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, NY 11794, USA 2 MUFG Americas, New York, NY 10036, USA; yuyang. See the complete profile on LinkedIn and discover Nov 7, 2020 · Endogenous structural transformation in economic development. Nov 23, 2010 · The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Haipeng Xing, State University of New York, Stony Brook Outline Variation Stationarity Time-plot Transformations Trends Seasonal variation ACF Examples: Financial time series − 10 1/28/2014 y n Figure 2. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Contact. Springer Science & Business Media, Jul 25, 2008 - Business & Economics - 356 pages. This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. 00. Statistical Models and Methods for Financial Markets is written by Tze Leung Lai; Haipeng Xing and published by Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. May 8, 2019 · TLDR. If you have additional information or corrections regarding this mathematician, please use the update form. Math Tower, Room 1-102. Feb 27, 2024 · Authors: Yu Nong, Mohammed Aldeen, Long Cheng, Hongxin Hu, Feng Chen, Haipeng Cai View a PDF of the paper titled Chain-of-Thought Prompting of Large Language Models for Discovering and Fixing Software Vulnerabilities, by Yu Nong and 5 other authors . -. 00 Haipeng Xing is the author of The Analysis of Time Series (3. He focuses on investigating Distributed Acoustic Haipeng Xing. Research Assistant Professor, Ph. 17-2015. Dec 23, 2019 · Wenzhi Mao, Wenze Ding, Yaoguang Xing & Haipeng Gong. He received the Ph. Stony Brook, NY 11794. By Tze Leung Lai1, Haipeng Xing and Zehao Chen Stanford University, SUNY at Stony Brook and Bosera Fund Markowitz’s celebrated mean-variance portfolio optimization theory assumes that the means and covariances of the underlying asset returns are known. Haipeng has 4 jobs listed on their profile. 6 days ago · First, a new chapter (Chapter 12) and a new section (Section 13. Alan started his career at Stony Brook doing research in graph theory and combinatorial Aug 13, 2020 · The book with the title ‘Analysis of Time Series: An Introduction with R’ by Chris Chatfield and Haipeng Xing presents a balanced and comprehensive illustration of time series theory and practices. Haipeng Li is a Ph. 7) are added to introduce uni- and multi-variate volatility models in finance, respectively. Graduation Year. 2215. The first is the development of mathematically elegant, computationally efficient and physically accurate algorithms for modeling macromolecular structure and function on the genome scale. The Digital and eTextbook ISBNs for The Analysis of Time Series are 9781498795661, 1498795668 and the print ISBNs are 9781498795630, 1498795633. His research group seeks to understand the atomic basis for molecular recognition for specific biological systems involved in human disease such as HIV/AIDS, cancer, and influenza with the ultimate goal of developing new and improved drugs. : +1-631-632-1892 † These authors contributed equally to this work. 1994 - 1998. edu; Tel. Xuefeng. edu. Noteworthy features in this book are, Fourier, Laplace, and z transforms, Dirac delta function, answers to the challenging exercises in every Nov 18, 2020 · 18 November 2020. Justin Yifu Lin (Professor of Economics, Peking University, and former Chief Economist, World Bank) and Haipeng Xing (Professor of Applied Mathematics and Statistics, Stony Brook University) present their paper, "Endogenous Structural Transformation in Economic Development". Associate Professor, Department of Applied Mathematics & Statistics at Stony Brook University. xing@stonybrook. 1 rating0 reviews. THIS COURSE IS OFFERED IN THE FALL SEMESTER ONLY. 2020. Wang@stonybrook. In practice, they are unknown and have to be estimated from historical data. Dissertation Title. Oct 19, 2010 · Xing, Haipeng and Sun, Ning and Chen, Ying, Credit Rating Dynamics in the Presence of Unknown Structural Breaks (October 18, 2010). Lin, Haipeng Xing. Option pricing and market data. degree in 2005 from Stanford University. His research interests include quantitative finance and risk management, econometrics, applied stochastic control, and sequential statistical methodology. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?nance, and economics. Plug- May 9, 2019 · Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. The Analysis of Time Series: An Introduction (7th ed. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis PI: Haipeng Xing. Follow their code on GitHub. He focuses on two main goals. Haipeng Xing, AMS316, Stony Brook University Outline Stochastic processes Stationary processes Autocorrelation function Some useful models Wold Decomposition Stochastic processes and their properties A simple way of describing a stochastic process is to give the moments of the process. Change-point stochastic regression models with applications to econometric time series. View Haipeng Xing’s profile on LinkedIn, the world’s largest professional community. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Robert Rizzo. Fax: Lai, T. Risk Analytics and Management in Finance and Insurance. 1. Save up to 80% versus print by going digital with VitalSource. Dynamic models of asset return and their volatilities. Haipeng's Homepage. Mar 4, 2024 · First, a new chapter (Chapter 12) and a new section (Section 13. Mar 26, 2009 · International Statistical Review is the flagship journal of the International Statistical Institute, publishing research of broad interest in statistics and probability. F. The Digital and eTextbook ISBNs for Statistical Models and Methods for Financial Markets are 9780387778273, 0387778276 and the print ISBNs are 9780387778266, 0387778268. , 2004 Stony Brook University: Computational Applied Mathematics . Xuefen Wang. (2006) Structural change as an alternative to long memory in financial time series. Specifically, we built a change-point intensity (CPI) model to describe the dynamics of price-change events for a given level of threshold. --This text refers to an alternate kindle_edition edition. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Sep 8, 2008 · Haipeng Xing is Assistant Professor of Statistics at Columbia University. Our diverse Department brings together 20-30 faculty, 6 staff, over 300 graduate students, and over 600 undergraduate students to teach, learn, conduct groundbreaking, interdisciplinary research, and excite people about applications of mathematics and statistics. Advisor Name. Semantic Scholar profile for Haipeng Xing, with 56 highly influential citations and 61 scientific research papers. Carter and T. Beijing Advanced Innovation Center for Structural Biology, Tsinghua University, Beijing, China. His research interests include studying the Earth's interior structures with seismic inversion and imaging methods. • National Science Foundation, CMMI-1538102 $83,999. sunysb. student in the Stanford Exploration Project (SEP), beginning in the fall of 2022. Markowitz’s celebrated mean–variance portfolio optimization theory assumes that the means and covariances of the underlying asset returns are known. PI: Haipeng Xing. Christopher Chatfield, Haipeng Xing CRC Press , 2019 - Business & Economics - 398 pages This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. com * Correspondence: haipeng. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Feb 18, 2022 · Quote volatility is important in determining the cost of demand in a high frequency (HF) order market. This presentation was hosted by STEG as the 2020 Nov 23, 2010 · Haipeng Xing is Assistant Professor of Statistics at Columbia University. Lai. His research interests include financial econometrics and engineering, time series modeling and adaptive control, fault detection, and change-point problems. 09/2012-08/2016. Assistant Professor of Preventive Medicine. Tze Leung Lai, Haipeng Xing. • National Science Foundation, DMS-1206321 $254,734. 82 avg rating, 33 ratings, 4 reviews, published 1980), Statistical Models and Methods for Fi Haipeng Xing, AMS316, Stony Brook University Forecasting and Box-Jenkins Methodology Outline MSE prediction Box-Jenkins procedure Box-Jenkins procedure Box and Jenkins summarized the following procedure to analyze an observed time series. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Aug 15, 2020 · Availability ↑. , 2001 Yale University: Computational Biology; Drug Design. Applied Math and Statistics at Stony Brook University. Parametric models and bayesian methods. Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. 5. program invfinancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. Haipeng Xing, State University of New York, Stony Brook Outline Stationarity ACFs Noises RW MA AR ARMA ARIMA ARFIMA Linear Stochastic processes and their properties A simple way of describing a stochastic process is to give the moments of the process. Nonparametric regression and substantive-empirical modeling. G Yu, Y Wu, Z Duan, C Tang, H Xing, MD Scharff, T MacCarthy. View More. Zhuang, Kai. , 2000 MIT, Computational Biology; Protein Interactions and Networks David Green's research is focused on computational studies of protein interactions. Search for more papers by this author Haipeng Xing is an assistant professor of applied mathematics and statistics at the State University of New York, Stony Brook. It also describes applications of these methods to portfolio theory and dynamic models of asset returns May 9, 2019 · Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. 5. edu Visiting time:2015. Apr 25, 2019 · Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. x i n g @@ s t o n y b r o o k - dot - e d u. Dr. A Bayesian model based computational analysis of the relationship between bisulfite accessible single-stranded DNA in chromatin and somatic hypermutation of immunoglobulin genes. sw2063@columbia. 1: Daily returns of the adjusted closing prices of S&P500 index from January 4, 1995 to December 30, 2016. He is editor-in-chief of Applied Mathematical Letters and author of the textbook Applied Combinatorics, now in its 6th edition. This paper proposes a new model to measure quote volatility based on the point process and price-change duration. Second, many examples and real data are added in this edition. 2015. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters Haipeng Xing. Box 103, FI-00101 Helsinki, Finland [email protected]. 1 Difference the series until stationarity. in English. Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii Mar 26, 2009 · Lasse Koskinen. D. SUNY, Stony Brook. , 1998, Queens University of Belfast: Computational Applied Mathematics (631)-632-7489. Program in Public Health, School of Medicine at Stony Brook University. Advanced multivariate and time series methods in financial econometrics. Advances in Econometrics (H. Product details Aug 16, 2013 · Xing, Haipeng and Zhang, Xiaobo, The Logic of Adaptive Sequential Experimentation in Policy Design (June 2013). 01273, Haipeng Xing. The Analysis of Time Series: An Introduction with R : Chatfield, Chris, Xing, Haipeng: Amazon. Yan Yu's primary research area is in the field of computational fluid dynamics. 00 2012. Textbook for Fall 2024: "The Analysis of Time Series, An Introduction with R" by Chris Chatfield and Haipeng Xing, 7th edition, 2019, Chapman & Hall/CRC; ISBN: 9781498795630. Plugging the estimates into the efficient frontier that assumes known parameters has led to portfolios that may perform poorly and have counter-intuitive asset Haipeng Xing's office hour is Wednesday, 12:30-2:30pm, Math Tower 1-102. Haipeng Gong Motivation: The quality of fragment library determines the efficiency of fragment assembly, an approach that is widely used in most de novo protein-structure prediction algorithms. Contact Information. Denote the random variable at time t by X(t) if time is continuous, and by X t if time is Sep 8, 2008 · Haipeng Xing is Assistant Professor of Statistics at Columbia University. Libraries near you: WorldCat. Haipeng Xing at Stony Brook University (SBU) in Stony Brook, New York teaches AMS 316 - Introduction to Time Series Analysis, AMS 320 - Introduction to Quantitative Finance, AMS 487 - Research in Applied Mathematics, AMS 516 - Statistical Methods in Finance, AMS 517 - Quantitative Risk Management, AMS 570 - Introduction to Mathematical Statistics. PLoS Computational Biology 17 (9), e1009323. Professor, Ph. 1439839484 9781439839485. Facebook gives people the power to Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. Chris Chatfield & Haipeng Xing. ). Interest rate markets. Chapman & Hall/CRC. --This text refers to the hardcover edition. This work examines discrepancies between temperature variability from model simulations and paleoclimate reconstructions by clarifying the stability of local and global surface air temperature on the timescale of years to centuries and introduces the spectral gain to disentangle the externally-forced and internally-generated variability Barbara Chapman. 2. Haipeng Xing（邢海鹏） SUNY-Stony Brook University Statistics Office address：Room 2220 East Guanghua Tower Office tel：021-55665452 E-mail：xing@ams. Justin Y. , 2005 Stanford University: Financial Statistics, Change Point Methods. View Full Stanford Profile. This paper extends Xing's (2023abcd) optimal growth models of catching-up economies from the case of production function switching to that of economic structure switching and argues how a country develops its economy by endogenous structural The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models. Not in Library. jb xh xn qi fi ln bg bo po hw