1.基本情况
孔新兵、教授、博士生导师、位育楼410
研究领域
高频、髙维数据统计、经济金融计量、网络数据统计、机器学习
教育背景
香港科技大学、博士、2007-2011
兰州大学、硕士及本科、2000-2007
工作经历
WilliamHill官方网址、英国威廉希尔唯一官网、教授、2017年3-至今
苏州大学、数学科学学院/高等统计与计量经济研究中心、教授、博士生导师、2014年8月-2017年2月
复旦大学、管理学院、副教授及助理教授、2011年7月-2014年7月
联系方式
邮箱：xinbingkong@126.com
2.教学情况
本科生课程
概率论与数理统计、多元统计分析、应用随机过程、贝叶斯统计、应用时间序列、金融工程导论等
研究生课程
高等数理统计I、高等数理统计II、时间序列—理论和方法、统计分析方法专题、统计学习、推荐系统等
教学获奖
2021年江苏省教育系统先进个人（优秀教师）
2020年WilliamHill官方网址董事长奖教金
3.科研情况
主持科研项目
主持自然科学基金面上项目2项、青年项目1项、教育部人文社科项目1项；参与国家自然科学基金重点项目1项
已发表论文
1.Kong Xin-Bing, Lin Jin-Guan, Liu Cheng, Liu Guang-Ying (2022+). Discrepancy between global and local principal component analysis on large-panel high-frequency data. Journal of the American Statistical Assocation,DOI:10.1080/01621459.2021.1996376
2.Yu Long, He Yong,Kong Xin-Bing*,Zhang Xin-Sheng (2022+). Projected Estimation for Large-dimensional Matrix Factor Models.Journal of Econometrics, DOI:10.1016/j.jeconom.2021.04.001.
3.He Yong, Kong Xin-Bing*, Yu Long, Zhang Xin-Sheng (2022). Large-dimensional Factor Analysis without Moment Constraints. Journal of Business and Economic Statistics, 40, 302-312.
4.Xin-Bing Kong(2020).A random-perturbation-based rank estimator of the number of factors,Biometrika,107,505-511.
5.Kong, X. B., Wang, J. Y., Xing, J. B., Xu, C., and Ying, C.(2019). Factor and idiosyncratic empirical processes.Journal of American Statistical Association,114,138-1146.
6.Xin-Bing Kong, Zhi Liu, Wang Zhou (2019). A rank test for the number of factors with high-frequency data,Journal of Econometrics, 211(3), 439-460.
7.Liu Zhi,Kong Xin-Bing*, Jing Bing-Yi (2018). Estimating the integrated volatility using high-frequency data with zero durations，Journal of Econometrics, 204(1), 18-32.
8.Kong Xin-Bing, Liu Cheng (2018). Testing against constant factor loading matrix with large panel high-frequency data, Journal of Econometrics,204(2), 301-319.
9.Kim, Donggyu, Kong Xin-Bing, Li, Cuixia, Wang Yazhen (2018). Adaptive thresholding estimator of the large dimensional integrated volatility matrix, Journal of Econometrics, 203, 69-79.
10.Kong Xin-Bing, Xu Shao-Jun, Zhou Wang* (2018). Bootstrapping volatility functionals:a local and nonparametricperspective,Biometrika,105(2), 463-469.
11.Kong Xin-Bing(2018).On the integrated idiosyncratic and systematic volatility with the large panel high-frequency data, Annals of Statistics, 46(3), 1077-1108.
12.Kong Xin-Bing(2017). On the number of common factors underlying large panel high-frequency data,Biometrika,104, 397-410.
.Kong Xin-Bing, Liu Zhi, Jing Bing-Yi (2015). A new test for pure-jump processes underlying high frequency data, Annals of Statistics, 43, 847-877.
14.Jing Bing-Yi, Kong Xin-Bing, Liu Zhi (2012). Modeling high frequency data by pure jump processes? Annals of Statistics, 40, 759-784.
15.Jing Bing-Yi, Kong Xin-Bing, Liu Zhi, Per Mykland (2012). On the jump activity index for semimartingales, Journal of Econometrics, 166, 213-223.
16.Jing Bing-Yi, Kong Xin-Bing, Liu Zhi (2011). Estimating the jump activity index under noisy observations using high frequency data,Journal of the American Statistical Association, 106, 558-568.
17.Jing Bing-Yi, Liu Zhi, Kong Xin-Bing(2014). On the estimation of integrated volatility with jumps and microstructure noise, Journal of Business and Economic Statistics, 32, 457-467.
工作论文
18.He Yong, Kong Xin-Bing, Trapani Lorenzo, Yu Long (2022). One-way or Two-way factor model for matrix sequences? Under Revision
19.He Yong, Kong Xin-Bing, Trapani Lorenzo, Yu Long (2022). Detecting change of factor space in large matrix time series, Submitted
20.He Yong, Kong Xin-Bing, Yu Long, Peng Zhao (2022). Learning quantile factors with statistical gurantee, Submitted
21.Li Zeyu, He Yong, Kong Xinbing, Zhang Xinsheng (2022). MPCA for matrix elliptical factor model, Submitted
22.He Yong, Kong Xinbing, Yu Long, Zhang Xinsheng, Zhao Changwei (2022). Matrix factor model: from least squares to projection estimation, Submitted
奖励和荣誉
第一届统计科学技术进步奖一等奖、湖北省社科成果二等奖、江苏省应用统计学会2019年优秀论文一等奖、国际统计协会(ISI)当选会员、国际数理统计学会会员、中国现场统计研究会多个分会常务理事、江苏省“双创博士”、江苏省“青蓝工程”中青年学术带头人、香港数学会“最佳博士论文奖”、复旦大学管理学院年度“青年新星奖”
4.社会服务
江苏省政府统计与大数据研究院管委会副主任、Random Matrices -Theorey and Applications副主编、《应用概率统计》编委。
