词条 | 贺思辉 |
释义 | 贺思辉 华东师范大学副教授博士,华东师范大学金融与统计学院副教授,硕士生导师。2005年7月西北工业大学博士毕业。1998年7月--2006年6月,西安统计学院统计学系教师并担任教研室主任、系主任和支部书记等职。 主讲课程 1. 概率论与数理统计(本科生) 2. 利息理论(本科生) 3. 综合评价理论与方法(本科生) 4. 金融风险理论(研究生) 主要研究方向 1. 分析统计学:综合评价技术;统计试验设计;多元统计分析; 2. 精算学:风险管理技术研究;数理金融;随机分析; 3. 金融工程:风险策略研究;综合金融产品设计研究; 科研成果 完成项目 1. 陕西省教育厅21世纪教改工程项目: 精算学本科层次人才培养方案与社会对精算人才需求的知识结构分析, 项目编号: sxgj04006, (第一参与人) 2. 陕西省哲学社会科学规划课题: 管理学的应用与创新研究——关于商品信息反馈动态系统的研究, 项目编号: 04D036S, (第一参与人) 3. 全国统计科学研究计划项目课题: 资源、环境与经济协调发展评估体系研究, 项目号: LX03-Y29, (第一参与人) 4. 全国统计科学研究计划项目课题: 高等教育与区域经济协调发展的统计建模与分析, 项目编号: LX2005-Y44, (第一参与人) 5. 陕西省交通厅科研立项项目: 公路造价快速估算系统与信息系统研究, 项目编号: JT04004, (第一研究人员) 6. 国家社会科学基金项目: 统计信息技术体系研究, 项目编号: 05BTJ021, (主要参研人员) 7. 西安财经学院重点资助课题: 金融风险管理技术的系统研究, 项目编号: XC05013, (主持人) 8. 西安财经学院院级科研课题: 精算学学科体系建设研究, 项目编号: XC04046, (主持人) 9. 西安财经学院院级科研课题: 风险管理与风险分析, 项目编号: XC03073, (主持人) 期刊杂志 [1] 贺思辉, 刘茂, 李佼瑞, 不完备YAARI对偶理论与风险序化技术, 西安石油大学学报(自然科学版), 2005, Vol.20, No.1, 83-86. [2] 贺思辉, 王茂, 小样本下金融风险测度技术研究, 数理统计与管理, 2006年第5期. [3] 贺思辉, 吉宏, Hilbert空间下的金融市场风险测度技术研究, 江西师范大学学报自然科学版, 2006年第3期. [4] 贺思辉, 李佼瑞, Esscher-变换与风险测度技术研究, 长安大学学报(自然科学版), 2005年, 第2期, 106-110. [5] 贺思辉, 李佼瑞, 刘凯, 分形Ornstein-Uhlenbeck过程及其风险技术, 陕西科技大学学报(自然科学版), 2005, Vol.23, No.2, 112-118. [6] Sihui He, Jiajun Li, Risk measurement under dependence risk variables---comonotony stochastic orders, Statistics & Information Forum, 2004, No.2, 91-97. (in Chinese) [7] Sihui He, Jiajun Li, Relative entropy, distortion risk measurement and its risk measure efficient, Journal of Yanan University (Natural Science Edition), 2004, No.2, 23-26. (in Chinese) [8] Sihui He, Jiaorui Li, The characters of uncertainty in financial markets and its risk measuring technologies, Journal of Xi'an Shiyou University (Social Science Edition), 2005, Vol.14, No.2, 26-32. (in Chinese) [9] Sihui He, Mao Liu, Jiaorui Li, Incomplete Yaari's dual theory and risk ordering techniques, Journal of Xi'an Shiyou University (Natural Science Edition), 2005, Vol.20, No.1, 83-86. (in Chinese) [10] Sihui He, Jiaorui Li, Jiajun Li, Esscher-transformation and risk measurement techniques, Journal of Chang'an University (Nature Science Edition), 2005, Vol.25, No.2, 106-110. (in Chinese) [11] Sihui He, Jiaorui Li, Kai Liu, Fractional Ornstein-Uhlenbeck processes and its applications in risk technique literature, Journal of Shaanxi University of Science & Technology (Natural Science Edition), 2005, Vol.23, No.2, 112-118. (in Chinese) [12] Sihui He, Zuoren Wang, Actuarial science profession and its design of undergraduate level, Statistical Education, 2004, No.4, 16-20. (in Chinese) [13] Sihui He, Mao Liu, Study on financial risk measurement techniques in small sample environment, Mathematical Statistics and Management, 2006, (to be prepared) (in Chinese) [14] Jiajun Li, Sihui He, Game relation model design and optimal solution analysis, Journal of Shaanxi Normal University (Natural Science Edition), Vol.31, Sup, 91-97. (in Chinese) [15] Jiajun Li, Sihui He, Modeling the game relationship between banks and enterprises and its optimal resolution analysis. Soft Science, 2004, Vol.18, No.6, 34-38. (in Chinese) [16] Zhili Du, Sihui He, Mental Health, Personality Traits and Defense Style of Poverty College Students. Journal of Chinese Mental Health, 2006, (to be prepared ) (In Chinese). [17] Kai Liu, Zhili Du, Sihui He, Analysis the comprehensive valuation of the Mental Health state of modern Poverty College Students, Journal of the Fourth Military Medical University, 2006, No.4. [18] Jiaorui Li, Wei Xu, Sihui He, Approximate solution of Mathieu-Duffing equation with bounded noise excitation, Journal of Northwestern Polytechnical University (Natural Science Edition), 2006, Vol.24, No.1, 31-34. (in Chinese) [19] Jiaorui Li, Sihui He, Study on the price model of stochastic nonlinear dynamic system, Pure and Applied Mathematics, 2006, (to be prepared) (in Chinese) [20] Hong Ji, Sihui He, Study on risk techniques in Hilbert Space, Journal of Jiangxi Normal University (Natural Science Edition), 2006, (to be prepared) 会议论文 [1] Sihui He, Statistical engineering and the idea of statistical education in the 21st century, Statistical & Information Forum, 2006, Vol.21, No.2. 87-92. (in Chinese) [2] Sihui He, Jiaorui Li, The characters of uncertainty in financial markets and its risk measuring technologies, Working Paper, The 3ed National Decision Making Science/Multi-objective Decision Making Conference, 2005, Sichuan University. [3] He Sihui, Study on financial market risk techniques in the small sample situation, International Statistics Conference on the hornal of Fang's 65, Hong Kong, The Baptist University, 2005, 6. [4] Zhenlong Wang, Sihui He,Foreign Exchange Risk Premium in the Financial Markets and Its' Measurement Techniques,Working Paper, The 2nd International Statistics and Foreign Trade Forum, 2005, Beijing Foreign Trade University, Peking, China. 编著与教材 [1] 胡永红, 贺思辉, 《综合评价方法》, 科学出版社, 2000年9月. |
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