Yong Zeng Associate Professor
Department of Mathematics and Statistics
(College of Arts and Sciences)
University of Missouri at Kansas City
Kansas City, Missouri 64110-2499
USA
Office: 307A Manheim Hall
zeng@mendota.umkc.edu
Associate Professor
Department of Mathematics and Statistics
(College of Arts and Sciences)
University of Missouri at Kansas City
Kansas City, Missouri 64110-2499
USA
Office: 307A Manheim Hall
(816) 235-5850 (Office)
(816) 235-5517
Ph.D., 1999, in Statistics, with minor in Business, University of Wisconsin-Madison
Thesis advisor: Professor Thomas G. Kurtz
M.S., 1994 in Statistics, University of Georgia, Athens, GA
B.S., 1990 in Statistics, Fudan University , Shanghai, China
On sabbatical leave for Fall 2006 - Spring 2007.
Math 590 (Fall, 2005) Special Topics: Time Se ries Analysis
Math 590 (Fall, 2005) Special Topics: Stochasti c Calculus I
Math 235 (Spring and Summer, 2005): Introductory Statistics
Math 590 (Spring, 2005) Special Topics: Probability Theory II
Stochastic Calculus and Filtering
Numerical Solutions to Filtering Problems
Stochastic Models for Ultra-High Frequency Data and their Statistical Analysis
Econometrics
Market Micro-structure Theory
Mathematical Finance
Statistical Analysis of Network Traffic
Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data
Regime-Switching Risk and Term Structure of Interest Rate
An Empirical Assessment of Double Exponential Jump-Diffusion Process
Member of ASA: American Statistical Association Member of IMS: Institute of Mathematical Statistics Member of the Bernoulli Society for Mathematical Statistics and Probability Member of the Econometric Society Member of the Bachelier Finance Society
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