姓 名

饶楠

职 称

讲师

性 别

女

研究方向

随机过程的统计、机器学习以及金融数学

出生年月

1991年10月

联系方式

nan.rao@suda.edu.cn

最后学历

博士

毕业学校

克莱蒙特研究生大学

介 绍:

Education

Ÿ2015.08 ~ 2019.05, Claremont   Graduate University, Ph.D supervised by Prof. Qidi Peng

Ÿ2013.08 ~ 2015.05, Claremont   Graduate University, MS in Financial Engineering

Academic Appointments

Ÿ2023.07 ~ Now, Soochow   University, Lecturer

Ÿ2019.05 ~ 2023.05, Shanghai   Jiao Tong University, Postdoc

Research Interests

ŸFractional processes   and multifractional processes

ŸMachine Learning

ŸFirst exit time problem

ŸMathematical Finance

Published Papers

[1]  Qidi Peng, Nan Rao* and Ran Zhao, Some   Developments in Cluster Analysis on Stochastic Processes. Biostatistics and Biometrics   Open Access Journal, 2019, 9(3).

[2]  Qidi Peng*, Nan Rao and Ran Zhao,   Covariance-based Dissimilarity Measures Applied to Clustering Wide-sense Stationary   Ergodic Processes. Machine Learning, 2019, 108(12): 2159-2195.

[3]  Nan Rao*, Qidi Peng and Ran Zhao, Cluster Analysis on   Locally Asymptotically Self-similar Processes with Known Number of Clusters.   Fractal and Fractional, 2022, 6(4), 222.

Working Papers

[1]  Qidi Peng and Nan Rao, Fractional   Brownian Motion: Small Increments and First Exit Time from One-sided Barrier.   Submitted to Stochastic Processes and their Applications, Feb 2023.