蘭偉檢視原始碼討論檢視歷史
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蘭偉，男，西南財經大學教授。
人物簡歷
教育背景
2022-，西南財經副教授，博士生導師，北京大學商務智能研究中心研究員。
2016-，西南財經大學副教授，北京大學商務智能研究中心研究員。
2013-2016，講師，西南財經大學統計學院。
2009—2013，經濟學博士, 北京大學光華管理學院。
2005—2009, 理學學士，南開大學數學試點班。
2011.09—2012.01, 訪問學者，加州大學戴維斯分校商學院。
2012.01—2012.03, 訪問學者，威斯康辛大學麥迪遜分校統計系。
研究興趣
高維數據分析與建模
大型社交網絡數據分析
風險管理和投資組合優化
消費金融反欺詐
教授課程
研究生：網絡數據分析、半監督學習。
學術成果
1. Wei Lan, Hansheng Wang and Chih-Ling Tsai (2012), 「A Bayesian Information Criterion for Portfolio Selection,」Computational Statistics & Data Analysis, 56, 88-99.
2. 羅榮華，蘭偉，楊雲紅（2011），「基金的主動性管理提升了業績嗎，」 《金融研究》2011年第10期。
3. Wei Lan, Hansheng Wang and Chih-Ling Tsai (2014), 「Testing Covariates in High Dimensional Regression,」 Annals of the Institute of Statistical Mathematics， 66, 279—301.
4. Jing Zhou, On Kit Tam, and Wei Lan (2015), 「Are investor protection and ownership concentration substitutes in Chinese family firms?」 Emerging Markets Finance and Trade, 51,432—443.
5. Wei Lan, Ronghua Luo, Chih-Ling Tsai, Hansheng Wang, and Yunhong Yang (2015), 「Testing the Diagonality of a Large Covariance Matrix in a Regression Setting,」 Journal of Business & Economic Statistics, 33, 77—86.
6. Yingying Ma, Wei Lan and Hansheng Wang (2015), 「Testing predictor significance with Ultra high dimensional multivariate responses,」 Computational Statistics & Data Analysis, 83, 275—286.
7. 羅榮華，蘭偉，楊雲紅(2015)，「基金排名與主動性水平：理論與實證，」中國管理科學，2015年第8期，158—167.
8 Yingying Ma, Wei Lan and Hansheng Wang (2015), 「A High Dimensional Two-Sample Test under a Low Dimensional Factor Structure,」 Journal of Multivariate Analysis, 140,162—170.
9. Wei Lan, Yue Ding, Zheng Fang and Kuangnan Fang (2016),「Testing Covariates in High Dimension Linear Regression with Latent Factors」，Journal of Multivariate Analysis, 144,25—37.
10. 嚴成樑，李濤，蘭偉(2016)，「金融發展、創新與二氧化碳排放」，《金融研究》2016年第1期。
11. Wei Lan, Ping-Shou Zhong, Runze Li, Hansheng Wang and Chih-Ling Tsai (2016),「Testing a Single Regression Coefficient in High Dimensional Linear Models,」Journal of Econometrics, 195, 154--168.
12. Jing Zhou, On Kit Tam, and Wei Lan (2016), 「Solving agency problems in Chinese family firms-A law and finance perspective，」Asian Business & Management, 15,57--82.
13. Jing Zhou, Wei Lan and Tang, Y (2016), 「The value of institutional shareholders: Evidence from cross-border acquisitions by Chinese listed firms，」Management Decision, 54,44-65.
14. Tao Zou, Wei Lan, Hansheng Wang, Chih-Ling Tsai (2017),「Covariance Regression Analysis」, Journal of the American Statistical Association, 112,266--281.
15. Ronghua Luo and Wei Lan (2017),「Detecting homogeneous predictors in high dimensional panel model with a MCMC algorithm」,Communication in Statistics--Simulation and Computation,46,7376-7392.
16. Pingshou Zhong, Wei Lan, Peter Song and Chih-Ling Tsai (2017),「Tests for Covariance Structures with High Dimensional Repeated Measurements,」The Annals of Statistics, 45,1185-1213.
17. Wei Lan., Rui Pan., Ronghua Luo and Yongwei Chen (2017),「High dimensional cross-sectional dependence test under arbitrary serial correlation」，Science China-Mathematics, 60,345—360.
18. Wei Lan,Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai (2018) 「Sequential model averaging for high dimensional linear regression models」,Statistica Sinica, 28， 449--469.
19. Wei Lan, Zheng Fang, Hansheng Wang and Chih-Ling Tsai (2018),「Covariance Matrix Estimation via Network Structure,」 Journal of Business and Economics Statistics, 36，359--369.
20. Wei Lan, Long Feng and Ronghua Luo (2018) 「Testing high dimensional linear asset pricing models,」 Journal of Financial Econometrics, 16，191-210.
21. Jing Zhou and Wei Lan (2018)，「Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders 」, International Review of Economics and Finance, 56,438—450.
22. Lilun Du, Wei Lan, Ronghua Luo and Pingshou Zhong (2018) 「Factor adjusted multiple testing of correlations,」 Computational Statistics & Data Analysis, 128,34—47.
23. Danyang Huang, Wei Lan, Zhang, H, Hansheng Wang (2019),「Least Squares Estimation for Social Autocorrelation in Large-Scale Networks」，Electronic Journal of Statistics，13, 1135—1165.
24. Fang fang., Wei Lan., Jingjing Tong and Jun Shao (2019) 「Model averagying for prediction with fragmentary data,」 Journal of Business and Economic Statistics, 37, 517—527.
25. Wei Lan and Lilun Du (2019) 「A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection」,Journal of Business and Economics Statistics, 37, 147—157.
26. Ronghua Luo, Yi Liu and Wei Lan (2019) 「A penalized expected risk criterion for portfolio selection」, China Finance Review International, 3, 386—400.
27. Kuangnan Kuang, Xinyan Fan, Wei Lan and Bingquan Wang (2019),「Nonparametric additive beta regression for fractional response with application to body fat data」，Annals of Operations Research， 276， 331—347.
28. Yingying Ma, Wei Lan, Fanyin Zhou and Hansheng Wang (2020) 「Approximate Least Squares Estimation for Spatial Autoregressive Models with Covariates」, Computational Statistics & Data Analysis，143.
29. Shujie Ma, Wei Lan, Liangjun Su and Chih-Ling Tsai (2020) 「Testing alpha in conditional time-varying factor models with high dimensional assets,」 Journal of Business and Economic Statistics, 38， 214—227.
30. Tao Zou, Ronghua Luo, Wei Lan and Chih-Ling Tsai (2020) 「Network influence analysis,」Statistica Sinica, In Press.
31. Lin, H, Wei Liu and Wei Lan (2020) 「Regression Analysis with individual-specific patterns of missing covariates,」 Journal of Business and Economic Statistics, In Press.
主持項目
1. 國家青年自然科學基金，「高維近似因子模型框架下的多重檢驗及其應用」，項目批准號：11401482，2015/1-2017/12，項目主持人。
2. 國家自然科學基金重點項目，「大數據驅動的管理決策模型和算法」，項目批准號：71532001， 2016/1-2020/12，子項目負責人。
3. 國家自然科學基金重點項目，「半參數集成回歸推斷」，項目批准號：11931014， 2020/1-2024/12，子項目負責人。
4. 國家自然科學基金重大項目子課題，「時空數據建模與預測研究」，項目批准號：71991472，2020/1-2024/12，參與人。
5. 國家自然科學基金面上項目，「協方差陣的推斷及在方向數據分析中的應用」，項目批准號：11471264，2015/1-2017/12，主研。
6. 國家青年自然科學基金，「層次貝葉斯模型中隱形變量分布的非參數估計及在RNA-seq數據中的應用」，項目批准號：11401483,2015/1-2017/12，主研。
學術兼職
成都市統計協會理事，《金融研究》、《管理科學學報》、《中國科學》、Journal of the American Statistical Association、The Annals of Statistics、Journal of Business and Economic Statistics、Journal of Econometrics、Annals of the Institute of Statistical Mathematics、Computational Statistics & Data Analysis、Journal of Multivariate Analysis等國內外著名期刊匿名審稿人。[1]