袁洪松

访问学者

电子邮件： yuan.hongsong _at_ shufe.edu.cn
研究领域： statistical learning, network analysis, and data-driven revenue management
办公室：

BIO

袁洪松现任上海财经大学信息管理与工程学院终身副教授。他于2006年获得北京大学数学学士学位，2012年获斯坦福大学运筹学博士学位。2015-2016年任斯坦福大学访问学者，2019年任多伦多大学访问学者。

袁博士的研究方向主要包括统计学习、网络分析和数据驱动的收益管理。其研究成果发表于 IEEE Transactions on Information Forensics and Security, Journal of Machine Learning Research, Production and Operations Management等国际顶级期刊。

教育经历

  • Sep. 2006 – Apr. 2012 Stanford University Ph.D. in Operations Research
  • Dec. 2007 – Jun. 2010 Stanford University M.S. in Financial Mathematics
  • Sep. 2002 – Jul. 2006 Peking University B.S. in Mathematics

工作经历

  • May 2014 – present Shanghai University of Finance and Economics (SUFE), tenured associate professor
  • Aug. 2015 – Sep. 2016 Visiting Scholar, Department of Statistics, Stanford University
  • Mar. 2019 – Jun. 2019 Visiting Scholar, Rotman School of Management, University of Toronto
  • Oct. 2013 – Apr. 2014 Shanghai Fuwei Inc., trader
  • Aug. 2011 – Aug. 2013 London Capula Investment Services, quantitative researcher
  • (E.g 2009.1-2010.2 Havard University Visiting Scholar)

荣誉和获奖

论著

  1. S. Cao, S. He, R. Jiang, J. Xu and H. Yuan. Best Arm Identification in Batched Multi-armed Bandit Problems. [arXiv: 2312.13875].
  2. O. Baron, C. Deng, S. He and H. Yuan. Forecasting using reference prices with exposure effect. Naval Research Logistics, 71(7): 1017-1034, 2024. F. Gao, Z. Ma and H. Yuan. Community Detection in Sparse Latent Space Models, Journal of Machine Learning Research, 23(322): 1-50, 2022.
  3. Z. Wang, C. Yang, H. Yuan* and Y. Zhang. Aggregation bias in estimating log-log demand function. Production and Operations Management, 30(11): 3906-3922, 2021.
  4. H. Yuan* and T. L. Lai. Stochastic approximation: From statistical origin to big-data, multidisciplinary applications. Statistical Science, 36(2): 291-302, 2021.
  5. Z. Ma, Z. Ma and H. Yuan. Universal latent space model fitting for large networks with edge covariates. Journal of Machine Learning Research, 21(4): 1-67, 2020.
  6. X. A. Chen, Z. Wang and H. Yuan. Optimal pricing for selling to a static multi-period newsvendor, Operations Research Letters, 45(5): 415-420, 2017.
  7. H. Xing, H, Yuan* and S. Zhou. A mixtured localized likelihood method for GARCH models with multiple change-points, Review of Economics & Finance, 8(2): 44-60, 2017.
  8. M. Baveja, H. Yuan and L. Wein. Asymptotic biometric analysis for large gallery sizes. IEEE Transactions on Information Forensics & Security, 5(4): 955-964, 2010.
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