宗高峰

宗高峰,男,中共党员,金融数学与金融工程博士、统计学博士后。现任金莎app官网(中国)有限公司副教授和硕士生导师。

教学方面,先后为本科生主讲过《高等数学》、《线性代数》、《概率论与数理统计》、《金融统计学》、《数据挖掘与分析》、《金融计算与建模》等,为研究生主讲过《金融实证研究方法》、《数据科学》、《机器学习及Python应用》等课程。

科研方面,在国内外学术期刊上发表专业学术论文20余篇。主持或参与国家自然科学基金、山东省自然科学基金等研究项目多项。获中国博士后科学基金面上资助和特别资助,教育部博士学术新人奖,山东省优秀博士学位论文,公司青年优秀人才支持计划。

研究方向:随机分析、金融数学、金融统计等。

部分发表的论文:

1.Zong, Gaofeng. Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control.Journal of Mathematical Analysis and Applications,18.1 (2023): 126682. (SCI)

2.An, Zihao,Zong Gaofeng. Bilateral Harnack Inequalities for Stochastic Differential Equation with Multiplicative Noise.Journal of Function Spaces2022 (2022).(SCI)

3.Zhou, Qinglong,Zong Gaofeng. A stochastic linear-quadratic differential game with time-inconsistency.Electronic Research Archive30.7 (2022): 2550-2567.(SCI)

4. Tan, Yuzhen,Zong Gaofeng. Large deviation principle for random variables under sublinear expectations on Rd.Journal of Mathematical Analysis and Applications488.2 (2020): 124110.

5. Zheng, Shiqiu,Zong Gaofeng. BSDEs and SDEs with time-advanced and-delayed coefficients.Stochastics91.6 (2019): 836-856.(SCI)

6. Chen Zengjing, LiuQingyang,Zong Gaofeng. Weak laws of large numbers for sublinear expectation.Mathematical Control and Related Fields. Volume 8, Number 3&4, September & December 2018, . 637–651.(SCI)

7. Feng, Xinwei,Zong Gaofeng. Pseudo almost automorphic solution to stochastic differential equation driven by Levy process.Frontiers of Mathematics in China13.4(2018):779-796.(SCI)

8. Zhao, G., Zhai, K.,ZongGaofeng. On optimal stopping and free boundary problems under ambiguity.Statistics & Probability Letters. 139(2018): 129-134.(SCI)

9.Zong Gaofeng, Zengjing Chen, and Faisal Shahzad. Comonotonic Random Sets and Its Additivity of Choquet Integrals.International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems25.04 (2017): 557-571.(SCI)

10. Chen, Zengjing, Cheng Hu,ZongGaofeng. Strong laws of large numbers forsub-linear expectation without independence.Communications in Statistics-Theory andMethods46.15 (2017): 7529-7545.(SCI)

11.ZongGaofeng, Chen Zengjing, Lan Yuting. Fubini-Like Theorem of Real-ValuedChoquet Integrals for Set-Valued Mappings.International Journal of Uncertainty, Fuzzinessand Knowledge-Based Systems24.03 (2016): 387-403.(SCI)

12. An, Qiguang, Zhao Guoqing,ZongGaofeng. Malliavin method for optimal investmentin financial markets with memory.Open Mathematics14.1 (2016): 286-299.(SCI)

13. Chen, Zengjing, Lan Yuting,ZongGaofeng. Strong law of large numbers for upperset-valued and fuzzy-set valued probability.Mathematical Control and Related Fields5.3(2015): 435-452. (SCI)

14. Zhang Miao,ZongGaofeng. Almost Periodic Solutionsfor Stochastic DifferentialEquations Driven By G-Brownian Motion.Communications in Statistics-Theory andMethods, 44: 2371-2384, 2015. (SCI)

15.ZongGaofeng. Anticipated backward stochastic differential equations driven by theTeugels martingales.Journal of Mathematical Analysis and Applications412.2 (2014):989-997. (SCI)

16.ZongGaofeng, Chen Zengjing. Harnack inequality for mean-field stochastic differentialequations.Statistics & Probability Letters83.5 (2013): 1424-1432. (SCI)

17.ZongGaofeng. Finite-time ruin probability of a nonstandard compound renewal riskmodel with constant force of interest.Frontiers of Mathematics in China5.4 (2010):801-809. (SCI)

18.Kong, Fanchao,ZongGaofeng. The finite-time ruin probability for ND claims withconstant interest force.Statistics & Probability Letters78.17 (2008): 3103-3109. (SCI)