報 告 人：周勇，華東師范大學教授
報告時間：2025.07.16 15:00-16:00
報告地點：蘇州大學本部天元講堂
報告摘要：In the context of the development of financial technology, we start with the complex characteristics of financial big data and elaborate on the importance of transfer learning of using multi-source data information to assist target tasks. We explain the significance of transfer learning technology in dealing with data heterogeneity from the perspective of multi-source data, and summarize the relevant concepts and methods of transfer learning technology, including data-driven and model-based transfer learning methods. In addition, this paper proposes the unified framework of transfer learning method in generalized moment estimation (GMM), gives the effective algorithm of transfer learning, and applies the proposed method to the application of transfer learning in risk value (VaR) and risk measure based on expected quantile (Expectile) under multi-source data. Then, we simulate two scenarios where samples are of insufficient or imbalanced sample sizes, respectively, in the application to personal bank credit evaluation, with tests of the prediction accuracy of three transfer learning methods, and analysis of the importance of filtering resource domain information. Finally, we described more application scenarios and development prospects of transfer learning in the financial field.
報告人簡介：
周勇教授，國家杰出青年基金獲得者，教育部長江學者特聘教授，中國科學院百人計劃入選者，國務院政府特殊津貼專家，“新世紀百千萬人才工程”國家級人選，國際數理統計學會（IMS）會士。華東師范大學經管學部教授，統計學院院長，統計交叉科學研究院院長。曾任國務院學位委員會第七屆統計學科評議組成員，教育部應用統計專業碩士教學指導委員會委員，中國優選法統籌法與經濟數學研究會副理事長，現任中國管理科學學會常務理事、中國優選法統籌法與經濟數學研究會常務理事。科技部重點研發計劃項目首席科學家。
周勇教授主要從事大數據分析與建模、金融計量、風險管理、計量經濟學、統計理論和方法等科學研究工作，取得許多有重要學術價值和影響的研究成果。先后承擔并完成國家自然科學基金項目，國家杰出青年基金，自然科學基金委重點項目等科學項目10余項，科技部重點研發計劃項目1項（首席科學家），曾獲得省部級獎勵二項。在包括國際頂級期刊《The Annals of Statistics》、《Journal of The American Statistical Association》，《Biometrika》，《JRSSB》及計量經濟學頂刊《Journal of Econometrics》和《Journal of Business & Economic Statistics》及國內核心《管理科學學報》等學術雜志上發表學術論文近200余篇。
