曾在国际主要学术期刊Journal of the American Statistical Association, Journal of Educational and Behavioral Statistics,
Statistica Sinica, Computational Statistics and Data Analysis,
Journal of Chemical Physics,
管理世界, 经济学季刊等国内外刊物上发表文章。
并有中文专著《数据挖掘与应用》。
Zhang, J. L., Haerdle, W. K. (2010), “The Bayesian Additive Classification Tree applied to credit risk modeling,” Computational Statistics and Data Analysis, 54 (5), 1197-1205.
Zhang, J. L., Rubin, D. B., and Mealli, F. (2009), “Likelihood-based Analysis of Causal Effects via Principal Stratification: New Approach to Evaluating Job-Training Programs,” Journal of the American Statistical Association.
Zhang, J. L., Rubin, D. B., and Mealli, F. (2008), “Evaluating the Effects of Job Training Programs on Wages through Principal Stratification,” in Volume 21 of Advances in Econometrics: Modeling and Evaluating Treatment Effects in Econometrics, ed. by Millimet, D. L., Smith, J. A. and Vytlacil, E., pp. 117-145. Elsevier Science.
Zhang, J. L., Lin, M. T., Liu, J. S. and Chen, R. (2007), “Lookahead and Piloting Strategies for Variable Selection.” Statistica Sinica, 17, 985-1003.
Lin, M., Zhang, J. L. , Cheng, Q. and Chen, R. (2005), “Independent particle filters,” Journal of the American Statistical Association, Vol. 100, No. 472, 1412-1421.
张俊妮，江明华，庞隽，“品牌个性与消费者个性相关关系的实证研究”，《经济科学》2005年第6期。
Zhang, J. L., Rubin, D. B., and Mealli, F. (2005), “Using the EM Algorithm to Estimate the Effects of Job Training Programs on Wages,” Proceedings of the 55th Session of the International Statistical Institute.
Zhang, J. L., Rubin, D. B. (2003), “Estimation of causal effects via principal stratification when some outcomes are truncated by “death”,” Journal of Educational and Behavioral Statistics, 28, 353—368.
Liu, J. S., Zhang, J. L., Palumbo, M. L., and Lawrence, C. E. (2003), “Bayesian clustering with variable and transformation selections (with discussion),” in Bayesian Statistics 7: Proceedings of the Seventh Valencia International Meeting Dedicated to Dennis V. Lindley, ed. by Bernardo, J. M., Dawid, A. P., Berger, J. O. and West, M., pp. 249—275. Oxford University Press.
Zhang, J. L. (2003), “Causal Inference with Instrumental Variables,” in Applied Bayesian Modeling and Causal Inference from Incomplete-data Perspectives: An Essential Journey with Donald Rubin’s Statistical Family, ed. by Gelman, A. and Meng, X. Wiley.
Zhang, J. L. and Liu, J. S. (2002), “A new sequential importance sampling method and its application to the 2D hydrophobic-hydrophilic model,” Journal of Chemical Physics 117, 3492—3498.
Data mining has been widely used in financial industry, especially in some quant-based funds, to identify trends of price movement; Monte Carlo simulation is also widely used in financial derivative pricing.
How about Bayesian analysis? In which areas of financial industry the Bayesian analysis is used and how it is used?
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