林建忠Jianzhong Lin
副教授Associate Professor
办公室??Office：
6 号楼 533
办公接待时间??Office Hour：
Monday,Wednesday,Thursday 12:30--17:30, 周一，三，四 12:30-17:30
办公室电话??Office Phone：
**
E-mail：
jzlin at sjtu.edu.cn
教育背景??Education：
博士，2004，香港中文大学
Ph.D., 2004, Chinese University of Hong Kong
研究兴趣??Research Interests：
数据分析与建模、金融计量学
Data Analysis and Modelling, Financial Econometrics
教育背景/经历 Education
工作经历 Work Experience
出生日期
1967年
主要学习和工作经历
2000-今 副教授 (上海交通大学数学系)
2004-----2005 研究助理(香港中文大学统计系)
2001-2004 博士生 (香港中文大学统计系)
1994-2000 讲师 (上海交通大学应用数学系)
1991-1994 硕士生 (上海交通大学应用数学系)
1988-1991 助理讲师 (长沙电力学校，现长沙电力职业技术学院)
1984-1988 本科生 (长沙水利电力师范学院，现长沙理工大学数学系)
学位
2004年 哲学博士 (香港中文大学)
1994年 理学硕士 (上海交通大学)
1988年 理学学士 (长沙水利电力师范学院，现长沙理工大学)
课程教学
1.《回归分析与线性统计模型》、《数据分析》，数学科学学院研究生，第一学期
2.《生物数学（I）》，面上研究生，第一、二学期
3. 《时间序列分析》、《应用时间序列分析》，数学科学学院研究生，第二学期
4. 《金融计量学》， 自己带的研究生
研究项目
10. 上海市2020年度“科技创新行动计划”社会发展科技攻关项目：生活垃圾固定床气化过程数值模拟研究，20dz**,2020.9.1-2023.8.31.成员。
9. 东莞市科协项目：“东莞市电子信息技术人才需求分析报告”，2015，主持，(3万)。
8.国家自然科学基金 国际(地区)合作与交流项目：“开放网络下医疗资源配置和优化的模型、算法及应用研究”,2016-2020，批准号： ，子项目负责人 30万/184万。
7. 美国能源基金会中国可持续能源项目子项目，2012.12.-2013.12，主持，(5万美金)
6. 国家自然科学基金“引入背景风险理论的主权财富基金战略资产配置”项目(No. **(2013-2016) )，成员
5. 招商银行总行项目子项目，2011.8-2012.2，主持，(8万)。
4. 上海市市政府民政局子项目，2010.12-2011.10，主持，(7万)。
3. 国家重点基础研究973重大项目《金融风险控制中的定量分析与计算----信用风险分析和信用衍生产品定价》子课题研究 (2007CB8149)， 成员
2. 国家自然科学基金“不完全市场资产定价与金融决策的数学理论算法及应用”项目(No.** (2007-2009) )，成员
1. 自然科学基金“金融数学、金融工程和金融管理”重大项目 (1998) 成员
出版书籍
8.林建忠：《生物与医学统计基础》，上海交通大学出版社，2019.
7.林建忠：《回归分析与线性统计模型》，上海交通大学出版社，2018.
6. 刘斌、楼志斌、林建忠 等合译：《商业分析：基于大数据实践与应用》，复旦大学出版社，2016.
5.林建忠：《金融信息分析》，上海交通大学出版社，2015.
4.刘斌、曲文波、林建忠 等合译：《大数据与商业分析》，清华大学出版社，2015.
3. 叶中行、林建忠：《数理金融----资产定价与金融决策理论》(第二版)，科学出版社，2010.
2. 叶中行、王桂兰、林建忠合译：《金融数学—衍生产品定价引论》(英国剑桥大学教材), 人民邮电出版社,2006.1.
1. 叶中行、林建忠：《数理金融----资产定价与金融决策理论》，科学出版社，1998.
论文目录
10. Zhang Yi, Lin Jianzhong, Shang Jianhui. Option Pricing with BP Neural Network and RBF Neural Network. Statistical and Application. 2013,2,119-126.
9. Jiang Ying, Lin Jianzhong, Pricing basket future options in jump-diffusion models. Journal of East China Normal University (Natural Science). 2010. No.6. 169-177.
8. Lin Jianzhong, Adapted solution of a backward stochastic nonlinear Volterra integral equation. Stochastic Analysis and Applications. 2002. Vol.20. No.1.2002. 165-183.
7. Lin Jianzhong, Ye Zhongxing, The valuation of European contingent claims about several stocks whose prices are governed by Brownian motions and Poisson processes. Chinese Journal of Applied Probability and Statistics. 2002. Vol. 18. No.2. 167-172.
6. Lin Jianzhong, An approximation of Asian option price, Journal of Shanghai Jiaotong University, 2001, Vol.35, No.12,1899-1902.
5. Lin Jianzhong, Ye Zhongxing, Black-Scholes equation of European contingent claims about several securities whose prices are derived by nonlinear jump-diffusion processes. Journal of Donghua University, 2001, Vol.27 No.3. 32-37.
4.Lin Jianzhong, Yang Liping, Ye Zhongxing, Modigliani-Miller theorem in continuous time. Journal of Donghua University, 2001, Vol.27 No.4. 17-21.
3.Lin Jianzhong, Ye Zhongxing, Feynman-Kac theorem about Cauchy problem of extended second-order parabolic equation, Journal of Shanghai Jiaotong University, 2000, Vol.34, No.4, 582-588.
2. Lin Jianzhong, He Guangyu, Suboptimal recursive filter for nonlinear discrete-time systems with Gaussian noise, Journal of Shanghai Jiaotong University, 1993, Vol.27, No.5,111-116.
1. Lin Jianzhong, He Guangyu, Optimal Filtering Equation for the Nonlinear Discrete Time Stochastic Systems. Symposium of Control Theory and Applications in 1993, Ocean Press (198-201).
社会兼职
1.中国工程概率统计学会副秘书长、常务理事(2008-2012)。
2.上海市质量技术应用统计学会副理事长、常务理事。
获奖
9.2018年 上海交通大学“教书育人奖”一等奖（集体）
8. 2008 年 上海交通大学优秀教学成果一等奖(排名第二)
7. 2000 年 上海交通大学美洲校友优秀教师奖
6. 2000年度 上海交通大学教工考核优秀
5. 1998 年 上海市教委优秀教材二等奖 (排名第二)
4. 1998 年 上海交通大学优秀教材特等奖 (排名第二)
3. 1998年度上海交通大学教工考核优秀
2. 1996年上海交通大学教学优秀奖
1. 1994 年 上海交通大学优秀硕士论文二等奖
手稿
http://arxiv.org/pdf/1111.0124.pdf
http://arxiv.org/abs/1201.6614
http://arxiv.org/abs/1205.6315
Birth Date
1967
Education and Faculty Positions
2000-present Associate Professor (Department of Mathematics, Shanghai Jiaotong University)
2004-----2005 Research Associate (Department of Statistics, Chinese University of HongKong)
2001-2004 Doctorial student (Department of Statistics., Chinese University of HongKong)
1994-2000 Lecturer (Department of Applied Mathematics, Shanghai Jiaotong University )
1991-1994 Graduate student (Department of Applied Mathematics, Shanghai Jiaotong University)
1988-1991 Assistant Lecturer (Changsha Electric Power Vocational College)
1984-1988 Undergraduate (Department of Mathematics, Changsha University of Science & Technology)
Academic Degree
Ph.DDegree in Statistics in 2004 (Chinese University of HongKong)
M.S.Degree in applied mathematics in 1994 (Shanghai Jiaotong University )
B.S.Degree in mathematics in 1988 (Changsha University of Science & Technology) 1988.
Teaching
1. <Regression Analysis and Linear Model>,<Data Analysis>, Master Course for Graduate Student of the School of Mathematical Sciences, 1th semester2. <Biomathematics(I)
Foundation
（10）Scientific and technological key projects of shanghai‘s social development----“Science and technology innovation action plan”：Numerical simulation of fixed bed gasification of municipal waste，20dz**,2020.9.1-2023.8.31（Member）.
(9) Sub-Program offered by the Science and Technology Association of Dongguan Municipality in Guangdong province, 2015, Program Chair, (RMB 30000)：
(8)Funds for International Cooperation and Exchange of the
Funds
for
International
Cooperation
and
ExchangeoftheNationalNaturalScienceFoundationofChina
National Natural Science Foundation of China, Program No., 2016-2020, Sub-Program Director, RMB 300,000/1840,000.
(7) Sub-Program offered by The Energy Foundation (USA)----The China Sustainable Energy Program, Dec.2012-Dec.2013, Program Chair, (50000$).
(6) National Natural Science Foundation of China, Program No.** (2013-2016) (Member)
(5) Program offered by China Merchants Bank. Aug. 2011-Feb. 2012, Program Chair,(RMB 80000).
(4) Sub-Programoffered by Shanghai Civil Affairs Bureau, Dec.2010.12-Oct. 2011, Program Chair,(RMB 70000).
(3)National Basic Research Program of China (973 Program) (Program No.2007CB814903)(Member)
(2) National Natural Science Foundation of China, Program No.** (2007-2009) (Member)
(1) National Natural Science Foundation of China, Program No.7067**** (1998-2001) (Member)
Book
(8) Lin Jianzhong: Elementary Biostatistics,Shanghai Jiaotong University Press,2019.
(7) Lin Jianzhong,: Regression Analysis and Linear Statistical Model, Shanghai Jiaotong University Press,2018.
(6) Translation:Liu Bin, Lou Zhibin, Lin Jianzhong, Business Analytics based on big data practice, Fudan University Press, 2016.
(5) Lin Jianzhong, Financial Information Analysis, Shanghai Jiaotong University Press,2015.
(4)Translation: Liu Bin, Qu Wenbo, Lin Jianzhong, Big Data and Business Analysis (Jay Liebowitz), Tsinghua University Press,2015
(3) Ye Zhongxing, Lin Jianzhong, Mathematical Finance. China Science Press (Second Edition). 2010.
(2) Translation: Ye Zhongxing, Wang Guilan, Lin Jianzhong, Financial Calculus –An Introduction to Derivative Pricing (M.Baxter and A. Rennie), Posts &Telecom Press,2006.
(1) Ye Zhongxing, Lin Jianzhong, Mathematical Finance. China Science Press. 1998.
Paper
10. Zhang Yi, Lin Jianzhong, Shang Jianhui. Option Pricing with BP Neural Network and RBF Neural Network. Statistical and Application. 2013,2,119-126.
9. Jiang Ying, Lin Jianzhong. Pricing basket future options in jump-diffusion models. Journal of East China Normal University (Natural Science). 2010. No.6. 169-177.
8. Lin Jianzhong, Adapted solution of a backward stochastic nonlinear Volterra integral equation. Stochastic Analysis and Applications. 2002. Vol.20. No.1.2002. 165-183.
7. Lin Jianzhong, Ye Zhongxing, The valuation of European contingent claims about several stocks whose prices are governed by Brownian motions and Poisson processes. Chinese Journal of Applied Probability and Statistics. 2002. Vol. 18. No.2. 167-172.
6. Lin Jianzhong, An approximation of Asian option price, Journal of Shanghai Jiaotong University, 2001, Vol.35, No.12,1899-1902.
5. Lin Jianzhong, Ye Zhongxing, Black-Scholes equation of European contingent claims about several securities whose prices are derived by nonlinear jump-diffusion processes. Journal of Donghua University, 2001, Vol.27 No.3. 32-37.
4.Lin Jianzhong, Yang Liping, Ye Zhongxing, Modigliani-Miller theorem in continuous time. Journal of Donghua University, 2001, Vol.27 No.4. 17-21.
3.Lin Jianzhong, Ye Zhongxing, Feynman-Kac theorem about Cauchy problem of extended second-order parabolic equation, Journal of Shanghai Jiaotong University, 2000, Vol.34, No.4, 582-588.
2. Lin Jianzhong, He Guangyu, Suboptimal recursive filter for nonlinear discrete-time systems with Gaussian noise, Journal of Shanghai Jiaotong University, 1993, Vol.27, No.5,111-116.
1. Lin Jianzhong, He Guangyu, Optimal Filtering Equation for the Nonlinear Discrete Time Stochastic Systems. Symposium of Control Theory and Applications in 1993, Ocean Press (198-201).
Professional Services
1. Vice secretary-general and Member, Committee on Fellows , Chinese Institute of EngineeringProbability and Statistics. (2008-2012）
2. Vice President, Committee on Fellows, ShanghaiInstitute of Applied Statistics for Quality Technique.
Honors and Awards
(1) 1994 Excellent Master Thesis in SJTU
(2) 1996 Excellent Teaching Award in SJTU.
(3) 1998 SuperiorAssessmentof Teacher in SJTU.
(4) 1998 Top grade Prize, Excellent Textbook in SJTU. (as the 2th-order awardee)
(5) 1998 The second grade Prize, Excellent Textbook in Shanghai Education Commission. (as the 2th-order awardee)
(6) 2000 SuperiorAssessmentof Teacher in SJTU.
(7) 2000 American Alumnus Award for Outstanding Teacher in SJTU, 2000.
(8) 2008 The first Grade Prize for Excellent Education Achievement of SJTU, (as the 2th-order awardee)
（9）2018 The first Grade Prize（Collective Award）for“Imparting Knowledge& Educating People”(SJTU).
Manuscript
http://arxiv.org/pdf/1111.0124.pdf
http://arxiv.org/abs/1201.6614
http://arxiv.org/abs/1205.6315
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