个人简介
何志坚，华南理工大学数学学院教授、博士生导师，国家级青年人才计划获得者。2015年于清华大学获得理学博士学位。研究兴趣为随机计算方法与不确定性量化，特别是拟蒙特卡罗方法的理论和应用研究。相关研究发表在统计学四大期刊Journal of the Royal Statistical Society: Series B，计算科学重要期刊SIAM Journal on Numerical Analysis，SIAM Journal on Scientific Computing，Mathematics of Computation，和运筹管理权威期刊European Journal of Operational Research等。博士论文获得新世界数学奖银奖。主持两项国家自然科学基金项目以及两项省部级项目。
教育经历
- 2010-09~2015-06,清华大学,统计学,博士
- 2006-09~2010-07,华南理工大学,数学与应用数学,学士
招生信息
学术型硕导,数学学院，070103，概率论与数理统计
学术性博导,数学学院, 070102，计算数学
工作经历
- 2018-01,华南理工大学
- 2016-01~2017-11,中山大学
- 2015-09~2015-12,华南理工大学
社会、学会及学术兼职
广东省现场统计学会理事
广东省计算数学学会理事
中国运筹学会金融工程与金融风险管理分会理事
研究领域
统计计算与建模、随机模拟方法及其应用、金融工程
开授课程
科研项目
论文
- Tan, Jingyu;He, Zhijian;Wang, Xiaoqun,EXTENSIBLE GRID SAMPLING FOR QUANTILE ESTIMATION,Mathematics of Computation,2025
- Zhang, Jingyi;He, Zhijian*,GMM-based procedure for multiple hypotheses testing,Communications in Statistics - Simulation and Computation,2024
- Ouyang, Du;Wang, Xiaoqun;He, Zhijian,Achieving High Convergence Rates by Quasi-Monte Carlo and Importance Sampling for Unbounded Integrands,SIAM Journal on Numerical Analysis,2024
- Xu, Zhenghang;He, Zhijian;Wang, Xiaoqun,Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation,Journal of Computational and Applied Mathematics,2024
- He, Zhijian;Zheng, Zhan;Wang, Xiaoqun,ON THE ERROR RATE OF IMPORTANCE SAMPLING WITH RANDOMIZED QUASI-MONTE CARLO*,SIAM Journal on Numerical Analysis,2023
- He, Zhijian*,Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo,European Journal of Operational Research,2022
- He, Zhijian;Xu, Zhenghang;Wang, Xiaoqun,UNBIASED MLMC-BASED VARIATIONAL BAYES FOR LIKELIHOOD-FREE INFERENCE,SIAM Journal on Scientific Computing,2022
- He Zhijian,Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo,European Journal of Operational Research,2022
- He, Zhijian;Wang, Xiaoqun,CONVERGENCE ANALYSIS OF QUASI-MONTE CARLO SAMPLING FOR QUANTILE AND EXPECTED SHORTFALL,Mathematics of Computation,2021
- He, Zhijian;Wang, Xiaoqun,An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering,Computational Economics,2021
- Zhang, Chaojun;Wang, Xiaoqun;He, Zhijian,EFFICIENT IMPORTANCE SAMPLING IN QUASI-MONTE CARLO METHODS FOR COMPUTATIONAL FINANCE,SIAM Journal on Scientific Computing,2021
- Xie, Fei;Giles, Michael B.;He, Zhijian,QMC Sampling from Empirical Datasets,2020
- Zhijian He;Xiaoqun Wang,An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering,Computational Economics,2020
- Zhijian He;Xiaoqun Wang,Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall,Mathematics of Computation,2020
- He, Zhijian;Zhu, Lingjiong,Asymptotic normality of extensible grid sampling,Statistics and Computing,2019
出版专著和教材
专利
获奖、荣誉称号
- “教师教学荣誉体系”教学优秀奖（研究生）,数学学院,何志坚,2023
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