师资队伍
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杨默 副教授
基本资料
性别:男
学位:博士
职称:副教授
邮箱:mo.yang@hotmail.com
研究方向
applied statistics, financial markets
教育背景

哲学博士(统计学),澳大利亚国立大学

精算学硕士,澳大利亚国立大学

精算统计硕士,澳大利亚国立大学

理学学士(数学与应用数学),大连理工大学

双学士学位(英语),大连理工大学

工作经历

2010–2015, College of Business and Economics, Australian National University, Teaching & Research Assistant

2015 to present, School of Finance, Dongbei University of Finance and Economics 

社会任职

中国现场统计研究会风险管理与精算分会理事

主讲课程

Applied Statistics (IFoA accredited course; SOA VEE course), Life Contingencies (IFoA accredited course)

代表性学术成果

1,Lyu, Y.-J., Yi, H.-L., Wei, Y., & Yang, M.* 2021. Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. Economic Modelling, forthcoming.

2,Lyu, Y.-J., Wei, Y., Hu, Y.-Y. & Yang, M.* 2021. Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market, Energy, forthcoming.

3,Lyu, Y.-J., Yi, H.-L., Hu, Y.-Y. & Yang, M.* 2021. Economic uncertainty shocks and China’s commodity futures returns: A time-varying perspective, Resources Policy, forthcoming. 

4,Lyu, Y.-J., Tuo, S.-W., Wei, Y. & Yang, M.* 2021. Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility: New evidence, Resources Policy, forthcoming.

5,Sui, C., Lung, P. & Yang, M.* 2021. Index option trading and equity volatility: Evidence from the SSE 50 and CSI 500 stocks. International Review of Economics and Finance, forthcoming. 

6,Alaeddini, R., Puza, B., & Yang, M.* 2020. Bayesian regression analysis of stutter in DNA mixtures, Communications in Statistics - Theory and Methods, forthcoming.

7,Yang, M.* & Puza, B. 2020, Optimal confidence intervals for the geometric parameter. Communications in Statistics – Theory and Methods, 49(3): 590-606.

8,Sui, C., & Yang, M.* 2020. Tanker shipping and negative oil prices: More than just the freight rates. In George Xianzhi Yuan (ed.) The CME Vulnerability: The Impact of Negative Oil Futures Trading. World Scientific Publishing.

9,Sui, C., Lung, P., & Yang, M.* 2019. Predictable dynamics in the implied volatility surface based on weighted least squares: Evidence from soybean meal futures options in China. Emerging Markets Finance and Trade, 56(11): 2625-2638.

10,Puza, B., & Yang, M. 2016. Improved confidence estimation for the exponential mean via tail functions, Communications in Statistics - Theory and Methods, 45(2), 529-539.

11,Puza, B, Roberts, S & Yang, M. 2011. Constrained confidence intervals in time series studies of mortality and air pollution, Environment International, 37(1), 204-209.

12,Puza, B & Yang, M. 2011. Optimal constrained confidence estimation of the Poisson mean via tail functions, The Mathematical Scientist, 36(2), 95-104.

主要科研课题

1,外部冲击下金融风险跨市场传染:政策、行为与市场表现,国家自然科学基金项目,2022-01至2025-12,参与,在研

2,可解释的人工智能在保险精算中的应用研究,国家社会科学基金项目, 2020-09至2023-03,参与,在研

3,商品期货期权隐含波动率曲面的动态性与可预测性研究,教育部人文社会科学研究一般项目,2019-06至2022-06,主持,在研

4,“期货+保险”金融创新产品对辽宁农产品收入的保障研究,辽宁省教育厅项目,2017-11至2020-12,参与,完成

5,东北振兴金融合作难点和有效途径研究,国家发改委项目,2017-08至2018-07,参与,完成

6,Alternative Confidence Estimation, FASIGS, Australian National University, 2009, main participant.

7,Improved Confidence Estimation, FASIGS, Australian National University, 2010, main participant.


获得荣誉

2019年度“日本财产保险(中国)有限公司奖教Ÿ奖学基金”优秀教师奖特等奖