孔新兵｜东南大学｜学者主页

期刊论文

2026

Staleness Factors and Volatility Estimation at High Frequencies

Xinbing Kong, Bin Wu, Wuyi Ye

Journal of the American Statistical Association

DOI

2026

Matrix Quantile Factor Model

Xinbing Kong, Yongxin Liu, Long Yu, Peng Zhao

Journal of Business and Economic Statistics

DOI

2025

Matrix-Factor-Augmented Regression

Xiong Cai, Xinbing Kong, Xinlei Wu, Peng Zhao

Journal Of Business & Economic Statistics，Vol. 430, No. 4

DOI

2025

矩阵因子模型的稳健估计方法

杨霖，孔新兵

《数理统计与管理》

2025

高维因子分析及其应用

孔新兵

《科学出版社》

2024

Matrix Factor Analysis: From Least Squares to Iterative Projection

Yong He, Xinbing Kong, Long Yu, Xinsheng Zhang, Changwei Zhao

Journal Of Business & Economic Statistics，Vol. 420, No. 1

DOI

2023

One-way or two-way factor model for matrix sequences?

Yong He, Xinbing Kong, Lorenzo Trapani, Long Yu

Journal Of Econometrics，Vol. 2350, No. 2

DOI

2022

Projected estimation for large-dimensional matrix factor models

Long Yu, Yong He, Xinbing Kong, Xinsheng Zhang

Journal Of Econometrics，Vol. 2290, No. 1

DOI

2022

Large-Dimensional Factor Analysis Without Moment Constraints

Yong He, Xinbing Kong, Long Yu, Xinsheng Zhang

Journal Of Business & Economic Statistics，Vol. 400, No. 1

DOI

2022

基于因子分析的因果推断研究

付举望，孔新兵

《重庆工商大学学报(自然科学版)》

2021

深度学习LSTM模型与VaR风险管理

刘广应，吴鸿超，孔新兵

《统计与决策》，No. 8

下载原文

2020

Trading-flow assisted estimation of the jump activity index

Xinbing Kong, Guangying Liu, Shangyu Xie

Science China Mathematics

2019

期权的期货复制与套利策略研究——基于金融高频数据波动率预测视角

刘广应，向静，孔新兵

《吉林工商学院学报》

DOI

2019

高维L1稳健因子分析及其在宏观经济预测中的应用

孔新兵，蒯强，汪红霞

《吉林工商学院学报》

DOI

2017

Nonparametric regression with nearly integrated regressors under long-run dependence

Zongwu Cai, Bingyi Jing, Xinbing Kong, Zhi Liu

Econometrics Journal，Vol. 200, No. 10

DOI

2012

Lvy运动干扰的经典风险模型的Gerber-Shiu函数

陈进源，孔新兵，李泽慧

《数学学报(中文版)》

2007

冲击模型：进展与应用

李泽慧，白建明，孔新兵

《数学进展》

2005

冲击模型的研究进展

李泽慧，白建明，孔新兵

《质量与可靠性》

预印本

2026

Expected Shortfall Panel Regression

Yujie Hou, Xinbing Kong, Yalin Wang, Bin Wu

arXiv preprint

2026

Expected Shortfall Factor Models: Common Tail Losses and Expected Returns

Yujie Hou, Xinbing Kong, Yalin Wang, Bin Wu

arXiv preprint

2026

Conditional Tensor Diffusion: Distributional Counterfactual Learning and Inference

Xinbing Kong, Zeyu Li, Junfan Mao, Bin Wu

arXiv preprint

2026

Tucker Diffusion Model for High-dimensional Tensor Generation

Jianhua Guo, Xinbing Kong, Zeyu Li, Junfan Mao

arXiv preprint

2026

Optimal Personalized Subspace Learning for Multi-view Tensor Observations

Kangxiang Qin, Zeyu Li, Xinbing Kong, Wang Zhou

arXiv preprint

2026

One-step group factor analysis via penalized least squares

Xinbing Kong, Xiaoying Pan, Long Yu, Tong Zhang

arXiv preprint

2025

Data Synchronization at High Frequencies

Xinbing Kong, Cheng Liu, Bin Wu

arXiv preprint

2025

High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors

Xinbing Kong, Bin Wu, Wuyi Ye

SSRN Electronic Journal

DOI

2025

Staleness Factor Model and Volatility Estimation

Xinbing Kong, Bin Wu, Wuyi Ye

SSRN Electronic Journal

DOI

2025

Semi-parametric Matrix Quantile Factor Model with Model Specification Testing

Xinbing Kong, Jianhua Guo, Fan Wu, Chao Ying

SSRN Electronic Journal

DOI

2024

Generalized Matrix Factor Model

Xinbing Kong, Tong Zhang

arXiv preprint

2022

Manifold Principle Component Analysis for Large-Dimensional Matrix Elliptical Factor Model

ZeYu Li, Yong He, Xinbing Kong, Xinsheng Zhang

arXiv preprint

孔新兵

精选作品

期刊论文

Staleness Factors and Volatility Estimation at High Frequencies

Matrix Quantile Factor Model

Matrix-Factor-Augmented Regression

矩阵因子模型的稳健估计方法

高维因子分析及其应用

Matrix Factor Analysis: From Least Squares to Iterative Projection

One-way or two-way factor model for matrix sequences?

Projected estimation for large-dimensional matrix factor models

Large-Dimensional Factor Analysis Without Moment Constraints

基于因子分析的因果推断研究

深度学习LSTM模型与VaR风险管理

Trading-flow assisted estimation of the jump activity index

期权的期货复制与套利策略研究——基于金融高频数据波动率预测视角

高维L1稳健因子分析及其在宏观经济预测中的应用

Nonparametric regression with nearly integrated regressors under long-run dependence

Lvy运动干扰的经典风险模型的Gerber-Shiu函数

冲击模型：进展与应用

冲击模型的研究进展

预印本

Expected Shortfall Panel Regression

Expected Shortfall Factor Models: Common Tail Losses and Expected Returns

Conditional Tensor Diffusion: Distributional Counterfactual Learning and Inference

Tucker Diffusion Model for High-dimensional Tensor Generation

Optimal Personalized Subspace Learning for Multi-view Tensor Observations

One-step group factor analysis via penalized least squares

Data Synchronization at High Frequencies

High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors

Staleness Factor Model and Volatility Estimation

Semi-parametric Matrix Quantile Factor Model with Model Specification Testing

Generalized Matrix Factor Model

Manifold Principle Component Analysis for Large-Dimensional Matrix Elliptical Factor Model

研究方向