关于举办“应用数学及统计学系列讲座(Lecture Series in Applied mathematics and Statistics)”的通知
主持人:王通会博士
后稷学者讲座教授
New Mexico State University
The purpose of this lecture series is to strength students’ background in applied mathematics and statistics and their applications. Several professors from domestics and aboard will be invited to deliver talks related in applied mathematics and statistics by the end of this semester.
Series Lecture I
AN INVITATION TO HEAVY-TAILED DISTRIBUTIONS
Dr. Hung T. Nguyen
New Mexico State University
Abstract:Motivated by statistical analysis in financial econometrics, this lecture aims at introducing a class of distributions whose variances are infinite. These are distributions having heavy tails. The lecture is from the ground up, in a tutorial manner. We discuss the foundations of heavy-tailed distributions, the statistics of such distributions, as well as sampling theory using extreme value theory. Some research issues will be also mentioned.
Time: 2:30-3:30 pm, Monday, May 23, 2011.
Place: 8T02
Hung T. Nguyen received his Doctorat díEtat es Sciences Mathematiques (Ph.D.) at the Universiteídes Sciences et Techniques de Lille (France) in 1975 under Joseph Kampeíde Feriet. After spending several years at the university of California at Berkeley, and university of Massachusetts at Amherst, he joined the Faculty at New Mexico State University in Las Cruces, New Mexico, USA, in 1981 where he remained as professor of mathematical sciences until 2010. He is actually professor emeritus of New Mexico State University.
Dr Nguyen is a fellow of the American Association of Engineering Education and of the International Fuzzy Systems Association. He has been awarded the Distinguished Lukacs Professorship of Statistics at Ohio State University (2002) and the Westhafer Award on Excellence in Research at New Mexico State University (2000).
Dr Nguyenís research interests center around uncertainty analysis of dynamical systems: random set theory, statistics of di§usion processes, fuzzy systems, and Önancial economics.
系列讲座 II
数据挖掘算法及其图形解释
李保坤副教授
西南财经大学
讲座主要内容:通过图形和简单公式介绍数据挖掘主要算法,例如分类和回归树、逻辑斯蒂回归、神经网络、简单贝叶斯、判别分析、聚类分析、主成分分析、关联分析、线性回归等。
时间: 2011年5月23日下午3:30—4:30
地点: 8T02
报告人简介:李保坤,西南财经大学博导副教授,应用统计研究所所长,《西南财大数据挖掘系统》创建人。2006年毕业于美国新墨西哥州立大学, 获数理统计博士学位。研究领域:多元分析、数据挖掘算法、金融风险分析。
创新实验学院 理学院
2011年5月19日