Yong Zeng's Home Page

Welcome to Yong Zeng's Home Page

Fountain Night at Plaza Yong Zeng
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

zengy at umkc dot edu

(816) 235-5850 (Office)

(816) 235-5517


Education

Ph.D., 1999, in Statistics, with minor in Business, University of Wisconsin-Madison
Thesis advisor: Thomas G. Kurtz
M.S., 1994 in Statistics, University of Georgia, Athens, GA
B.S., 1990 in Statistics, Fudan University , Shanghai, China

Teaching

  • STAT5561 (SP2011): Time Series Analysis
  • STAT436 (SP2011, FS2011): Introduction to Mathematical Statistics (I)
  • STAT235 (FS2010,FS2011): Elementary Statistics
  • STAT5572 (FS2010, FP2008): Probability Theory
  • STAT5547 (SP2010): Mathematical Statistics II
  • STAT5537 (FS 2009): Mathematical Statistics I
  • STAT5590 (FS2007): Special Topics: Mathematical Finance
  • Princeton ORFF590 (SP2007): Special Topics in Statistics and Operation Research: Statistical Analysis of Ultra-high Fequency Financial Data - An Overview and A New Filtering Approach
  • University of Tennessee - Knoxville's Math323 (FS2006): Probability and Statistics
  • STAT441 (SP2006): Introduction to Mathematical Statistics (II)
  • MATH590 (previously): Special Topics: Probability Theory II
  • MATH590 (previously): Special Topics: Stochastic Calculus I, II and III
  • Research

    Research Interest:

  • Statistical Inference for Stochastic Processes
  • Stochastic Filtering and Control
  • Bayesian Analysis and Particle Filtering
  • Mathematical Finance
  • Financial Econometrics
  • Research Papers:

  • Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data
  • Regime-Switching Risk and Term Structure of Interest Rate
  • Statistical Analysis of Nondisjunction Assays in Drosophila
  • Network Traffic Modeling and Forecasting
  • An Empirical Assessment of Double Exponential Jump-Diffusion Process
  • Professional Society

  • IMS: Institute of Mathematical Statistics
  • ASA: American Statistical Association
  • SIAM: Society for Industrial and Applied Mathematics
  • IMA: Institute of Mathematics and its Applications at UK
  • The Econometric Society
  • SoFiE: The Society for Financial Econometrics
  • Bachelier Finance Society
  • INFORMS Applied Probability Society
  • ISBA: International Society of Bayesian Analysis
  • AMS: American Mathematical Society
  • Other Links

  • Statistics Websites
  • Fortran Related Links
  • Professional Organizations
  • Academic Departments/Research Institutions
  • Publishers
  • Journals
  • Statistical Software
  • Mathematical Software