Hu Shulan, a professor of statistics and mathematics school of Zhongnan University of Economics and Law, head of mathematical statistics tutor team, Wenlan young scholar, young teacher “research star”. Director of Resources and Environment Branch of Chinese Association for Applied Statistics, Director of Big Data Branch and Director of Hubei Association for Applied Statistics. Mainly engaged in probability statistics, big data statistics, econometrics, stochastic algorithm theory and its application research. She has published more than 20 papers, one academic monograph and one textbook for the "14th Five-Year Plan" in authoritative academic journals at home and abroad such as 《Bernoulli》、《Statistics Sinica》、《Stochastic Processes and their applications》and《Science in China》. She has presided over more than a dozen projects, including the National Natural Science Foundation Youth Project, the National Social Science Foundation General Project, the central university project, the construction of excellent postgraduate courses, the all-English course construction project, and the horizontal projects of enterprises and institutions.

 

Research Interests

Hidden Markov Model and Related Algorithms, Research on the Relationship between Major Risk Events and Stock Market Liquidity and Volatility.

 

Education

1999-2003, Bachelor, Mathematics Base Class, Wuhan University    
2003-2008, Master's and doctor's degree, Probability and Mathematical Statistics, Wuhan University    
2009-2010, Visiting Scholar, Stochastic Algorithm and Simulation, INRIA Institute, France    
2010-2011, Post-doc, Stochastic Algorithm and Simulation, INRIA Institute, France    
2018-2019, Visiting Scholar, Research on Stochastic Algorithm Theory, UCA university, France      

 

Professional Experiences

2008-2022, Professor, School of Statistics and Mathematics, Zhongnan University of Economics and Law

 

Teaching

Undergraduate Course: Econometrics; Stochastic process; Data science algorithms; Economic forecasts and decisions; Time series analysis; Statistics; 
Postgraduate Courses: The foundation of big data statistics; (intermediate) Econometrics; Stochastic process; Monte Carlo simulation; Time series analysis; Higher probability theory; On-the-job Training /MBA: Big Data Statistical Methods and Applications; The development and utilization of information resources under big data; Statistical analysis report; Data, statistical models and decisions.

 

Social Service

She is the director of Resources and Environment Branch of Chinese Association for Applied Statistics, the director of Big Data Branch and the director of Hubei Association for Applied Statistics.

 

Academic Honors

1. The title of the second "Research Rising Star of Zhongnan University of Economics and Law"
2. The first session of Wenlan Young Scholars

 

Awards
1. Mentor Award

 

Research Projects
Host：

1. "Functional Inequalities and Information Transmission Inequalities for Hidden Markov Model and Particle Model", a youth program sponsored by the National Natural Science Foundation of China;
2. General Program of NSFC "Research on the Relationship between Significant Risk Events and Stock Market Liquidity and Volatility";
3. Research on the application of hidden Markov model in financial market in central universities；
4. "Bank Risk Research" Project of MBA Case Library;
5. Enterprise topic "E-commerce platform enterprise development";
6. Service Trade Statistics Project in Wuhan;
7. International Cooperation and Exchange Project;
8. Ceramic big data BI big screen design project in Jingdezhen, Jiangxi, China.

 

Representative Publications

[1] Shulan Hu*, N. Yao: Exponential convergence in probability for empirical means of Levy processes. Acta Mathematicae Applicatae Sinica  Vol.26, No.3, 481-488, 2010.
[2] Shulan Hu*, Liming Wu: Large deviations for random dynamical systems and applications to hidden Markov models. Stochastic Processes and their Applications, Vol.121, Issue.1, P61-90, Jan. 2011.
[3] Shulan Hu*, Transportation inequalities for hidden Markov chains and applications。Science China Mathematics, 2011, vol.54, No.5: 1027-1042. 
[4] Hu Zhang, Shulan Hu: Research on Maximum Likelihood Estimation Algorithm for Markov Transformation Model. Statistics & Decision in Chinese，2011(6).
[5] Shulan Hu, Jie Wei, Sheng Huang: State Transition and Prediction of China's Stock Market Based on HMM. Statistics & Decision in Chinese，2011(22).
[6] Pierre Del Moral; Shulan Hu*; Liming Hu: Moderate deviations for interacting processes; Statistica Sinica, 2015, 25 (3).
[7] Shulan Hu, Renxia Xiong, Xingyun She: Fluctuation analysis of world crude oil futures price, Statistics & Decision in Chinese, 2015 (8):106-109.
[8] Shulan Hu, two kinds of weighted functional inequalities of Cauchy measure, Acta Mathematica in Chinese，2017(2):355-360.
[9] ShulanHu, X.Zhang, P.Tian: The Co-movement Analysis of A + H Stocks Based on CHMM，2017 International Conference on Applied Mathematics, Modelling and Statistics Application (AMMSA 2017).
[10] Shulan Hu, X.Y. Wang: Exponential Convergence rates of Markov Chains under a weaken minorization condition, Acta Mathematica Sinica, English Series，2018.
[11] Chengbo Li, Shulan Hu, Yong Zhou: Estimation method of proportional mean residual life model under right censored data of length deviation, Acta Mathematica in Chinese，2018.
[12] Shulan Hu, Xuan Zhang, Huijing Li: Algorithm research of coupled hidden Markov model, Applied Mathematics in Chinese, 2018.
[13] Shulan Hu, X.Y. Wang: Subexponential decay in kinetic Fokker-Planck equation: Weak hypocoercivity, Bernoulli，2019.
[14] Shulan Hu*, M.L. Zhong, Y.L. Cai: Impact of Investor Behavior and Stock Market Liquidity: Evidence from China, Entropy, 2019.
[15] Shulan Hu, R.N.Li, X.Y. Wang*: Central Limit theorem and Moderate Deviation for a Class of Semilinear SPDES. Acta Mathematica Scientia, 2020(5).
[16] Shulan Hu, R.Wang*:Asymptotics for stochastic burgers equation with jumps.  Statistics and Probability Letters, 2020(10) .