CHENGHong
Title:AssistantProfessor (Director ofFinancial StatisticsDepartment)
School ofStatistics and Mathematics
ShanghaiLixinUniversityof Accounting andFinance,
No. 995 Shangchuan Rd, Shanghai.
Tel: (86-21) 50218609
Email:chenghong@lixin.edu.cn
AREAS OF INTEREST
Teaching:Machine Learning, Mathematical Statistics, Data Mining with Python
Research:Computational andTheoreticalNeuroscience, Causality Inference, Machine Learning
EDUCATION BACKGROUND
09/2011- 03/2015Shanghai JiaotongUniversity
Doctor of Science(Mathematics)
09/2009- 06/2011Shanghai JiaotongUniversity
Master of Science(Applied Mathematics)09/2004 - 06/2008Jiangxi Science and Technology Normal UniversityBachelor of Science(Electronic and Information Engineering)
HONORS AND GRANTS
Shanghai Sailing Scholar(2016)
Teaching AchievementAward(2019)
Outstanding Competition Instructor Award(2019)
EXPERIENCE
08/2018-Prenent Research Advisor; HuiDing DataCo., Ltd, Shanghai
10/2017-08/2018 Visiting Academic Research Scholar,Courant Institute of Mathematical Sciences, New York University, Advisor: David Cai
Full Time:
5 years
05/2015-PresentAssistantProfessor, School of Statistics and Mathematics, Shanghai Lixin University of Accounting and Finance
Courses Taught:
Machine Learning, Mathematical Statistics, Data Mining with Python, Statistics
PUBLICATIONS
1. Hong Cheng, Lin Chen.(2014),A Holistic Approachfor Efficient Contour Detection, Journal of Computer Science and Technology, 29 (6): 1038-1047.
2. Hong Cheng, Lan Guo.(2015), LocalLargest Lyapunov Exponent is critical to thresholdvoltageandrefractory period. Italian Journal of Pure and Applied Mathematics, Vol (34):189-200.
3. Hong Cheng, Wenjie Pan.(2018),A Study on the Relativity of Stock Market Based on Copula’s Granger Causality Test in Quantiles(Chinese).The Journal of Quantitative Economics, Vol (2):78-101.
4. Xiaojuan He,Wenjie Pan, &Hong Cheng. (2019). An advertisement click-through rate prediction model based on ensemble learning(Chinese).Computer Engineering & Science, 041(012), 2278-2284.
5. Hong Cheng. (2020),Theory and Application of statistical Causal inference Model: Based on brain network and Financial market research(Chinese). Book, Economic Science Press. ISBN: 978-7-5141-6222-6
6. Hong Cheng, Tinggan Yang. (2020),Research on contagion among stock markets of east Asian based on conditional Granger causality in quantile(Chinese).Journal of System Engineering. Accepted
7. Hong Cheng, David Cai, Douglas Zhou. (2020),The Extended Granger Causality Analysis for Hodgkin-Huxley Neuronal Models. Chaos. Accepted