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Wei Gu
The title Associate Professor Office Address: Contact Information: Telephone:
Email: wei_gu@znufe.edu.cn

Wei Gu

Associate Professor
Data analysis, Applied Statistics, Computational Statistics
(Ph.D., Huazhong University of Science and Technology, 2008)  

Contact Information:

Email: wei_gu@znufe.edu.cn; mathgw@gmail.com

Personal Web Page: http://infoschool.znufe.edu.cn/content.asp?id=3466  


Associate Professor Wei Gu received his Ph.D. in 2008 from Huazhong University of Science and Technology. He joined the School of Statistics and Mathematics at Zhongnan University of Economics & Law in 2008. His areas of specialization include Data analysis, Applied Statistics, Computational Statistics, Stochastic differential equations and its finance application.

Selected Publications

A. Publication in English

1.  Wei Gu, Hulin Wu, Hongyu Miao and Hongqi Xue. Parameter Estimation for A Type of Nonlinear Stochastic Models Observed with Error. Computational Statistics and Data Analysis, 2014 , 79:113-119.

2.  Wei Gu. A Compact Difference Scheme for a Class of Variable Coefficient Quasilinear Parabolic Equations with Delay. Abstract and Applied Analysis, 2014, vol. 2014, Article ID 810352.

3.  Wei Gu and Peng Wang. A Crank-Nicolson difference scheme for solving a type of variable coefficient delay partial differential equations. Journal of Applied Mathematics, 2014, vol. 2014,Article ID 560567.

4. Wei Gu, Hulin Wu and Xue Hongqi. Parameter Estimation for Multivariate Nonlinear Stochastic Differential Equation Models: A Comparison Study.  IMS Andrei Yakovlev Collection, 2010.

5. Wei Gu,  A probabilistic method for numerical solution of quasi-linear parabolic equations. Applied Mathematics and Computation, 2007, 189:1982-1992.

B. Publication in Chinese

1. Wei Gu. Estimation and Application for Interest Rate Diffusion Model of Chinese Interbank Offer Market. Statistics and Decision, 2013, 23:177-179. (in Chinese)

2. Wei Gu and Wen Xiao. Efficiency research on the improved maximum likelihood estimation of models of term structure of interest rates. Statistics and Information Form, 2013, 28(8):27-31. (in Chinese)

3. Wei Gu and Yunlin Shi. Parameter Estimation for a Type of Diffusion Process and Its Implementation by Matlab. Statistics and Decision, 2012, 19:102-104. (in Chinese)

4. Wei Gu and Wentao Xu. A Class of Stochastic Methods Solving Backward Stochastic Differential Equations for Option Priced Model. Journal of Quantitative Economics, 2012, 29(4): 20-25. (in Chinese)

5. Wei Gu. An efficiency study on estimation of diffusion processes models. Journal of Huazhong Normal University Natural Sciences. (Accepted), (in Chinese)

6.   Lili Wang, Wei Gu, Numerical solution of a type of nonlinear parabolic equations. Eighth ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Paralle/Distributed Computing(SNPD,2007). 2007, 328-333. (ISTPEI)

7.  Wei Gu, Chengjian Zhang, Stochastic approximation to a type of parabolic equations, Mathematica Applicata, 2007, 20(4):760-766. (in Chinese)

8.  Wei Gu, Jianping Wan, The Hyperbolic distribution and its applications in VaR model. Journal of Quantitative Economics, 2006,23(3):274-281. (in Chinese)

9.  Wei Gu, Jianping Wan, The camparision of VaR model under Normal and Student distributions. Journal of HuaZhong university of Science and Technology (Nature Science), 2004,32(10):108-110. (in Chinese)

10.  Wei Gu, Jianping Wan, The theory of VaR and its applications in Weekend

effects on stock returns. Mathematica Applicata (supplement),2004,17:75-79. (in Chinese)