何洋波

• 副教授，博士生导师，
• 至尊国际 金融数学系
• 北京大学统计科学中心
• 北京大学生物统计系

研究领域

• 统计和机器学习，图模型， 因果推断
• 金融统计学
• 量化交易

课程

• 2011-2012第一学期 金融数学引论 专业必修课

• 2010-2011第二学期 金融时间序列分析

• 2008-2009第二学期 金融统计计算 三，四年级本科

• 2008-2009第一学期 应用时间序列分析 高年级本科)

• 2007-2008第二学期 金融统计计算 高年级本科

\(\vdots\)

• 2021-2022第一学期 金融数据分析导论

• 2021-2022第二学期 金融统计方法

论文

• Zhuangyan Fang, Yue Liu, Zhi Geng, Shengyu Zhu, Yangbo He (2022). A local method for identifying causal relations under Markov equivalence. Artificial Intelligence, April 305 (2022) 103669.下载

• Ziyi Xu, Xue Cheng and Yangbo He(2022). Performance of Deep Reinforcement Learning for High Frequency Market Making on Actual Tick Data. AAMAS (International Conference on Autonomous Agents and Multiagent Systems),2022, Accepted Extended Abstracts.

• Shanshan Luo, Wei Li, Yangbo He. (2021) Causal inference with outcomes truncated by death in multiarm studies. Biometrics. 1–12.下载

• He, Yangbo and Jia, Jinzhu and Yu, Bin. Counting and Exploring Sizes of Markov Equivalence Classes of Directed Acyclic Graphs. Journal of Machine Learning Research，16， 2589–2609,2015. 下载

• Yue Liu, Zhangyan Fang, Yangbo He, Zhi Geng, Chunchen Liu (2020). Local causal network learning for finding pairs of total and direct effects. Journal of Machine Learning Research. 21，148,1-37,2020. 下载

• Yangbo He, Jinzhu jia, bin Yu. Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs, The Annals of Statistics , Vol. 41, No. 1, 1742–1779,2013. 下载

• Yangbo He, Zhi geng, Active Learning of Causal Networks with Intervention Experiments and Optimal Designs, Journal of Machine Learning Research 9 (2008) 2523-2547. 下载

• Zhuangyan Fang, Yangbo He (2020). IDA with background knowledge. UAI 2020. 下载

• Yue Liu, Zhangyan Fang, Yangbo He, Zhi Geng (2020). Collapsible IDA: collapsing parental sets for locally estimating possible causal effects. UAI 2020. 下载

• Yangbo He, Bin Yu. Formulas for counting the sizes of Markov equivalence classes of directed acyclic graphs,2016. 下载 (Ganian et.al. 对我们算法的内存管理进行改进并证明了一定条件下算法的多项式复杂度, 该工作发表在 Artificial Intelligence, March 304 2022, 103669, 参见 ).

• Yangbo He, Zhi Geng. Causal network learning from multiple interventions of unknown manipulated targets, arXiv preprint arXiv:1610.08611. 2016. 下载

• X Liang, Y He, RC Chen, J Yang. Pricing local search engines for company websites,Electronic Commerce Research and Applications 7 (2008) 423–431. 下载

• X Liang, RC Chen, Y He, Y Chen. Associating stock prices with web financial information time series based on support vector regression. Neurocomputing 115, 142-149,2013. 下载

• Y He, J Jia, Z Geng. Structural learning of causal networks. Behaviormetrika 44 (1), 287-305,2017.下载

• Z Geng, Y He, X Wang. Relationship of causal effects in a causal chain and related inference. Science in China Series A: Mathematics 47 (5), 730, ,5, 2004.

• Z Geng, YB He, XL Wang, Q Zhao. Bayesian method for learning graphical models with incompletely categorical data, Computational statistics & data analysis 44 (1-2), 175-192, 5, 2003.

• Learning Causal Structures Based on Markov Equivalence Class, ALT 2005, LNAI 3734,pp. 92–106, 2005.

• Molecular analysis of early rice stamen development using organ-specific gene expression profiling,Plant Mol Biol (2006) 61:845–861.

• An Approach to Mining Local Causal Relationships from Databases,ADMA , LNAI 3584, pp. 51–58, 2005.

• Effects of integrative Chinese and Western medicine on arterial oxygen saturation in patients with severe acute respiratory syndrome. Chinese Journal of Integrative Medicine, 2004.