
教师姓名:苑罡男
职 称:讲师
系 所:统计与数据科学系
主要研究领域:深度学习,机器学习算法与应用,高斯混合模型,随机微分方程,时间序列分析
电子邮件:gnyuan@ynu.edu.cn
个人主页:https://gn-yuan.github.io
教育背景:2019年-2023年 澳门大学 博士(数学)
2017年-2018年 曼彻斯特大学 硕士(数理金融)
2013年-2017年 中国地质大学(北京)学士(数学与应用数学)
工作经历: 2023年-2025年 中国科学技术大学/大湾区大学 联培博士后
代表性学术论著:
1. Lu, W., Ding, D., Wu, F., & Yuan, G*.,An Efficient Gaussian Mixture Model and It’s Application to Neural Network, Knowledge-based Systems, 2025
2. Geng,R., Zhang, H., Gao, Y., & Yuan,G.*, Decoding Global Economic Dynamic: A Graph-Based Examination of Contemporary ETF Markets, Chaos, Solitons and Fractals, 2025
3. Lu, W., Wu, X., Ding, D., Duan, J., Zhuang, J., & Yuan, G.*, Diffusion Model Conditioning on Gaussian Mixture Model and Negative Gaussian Mixture Gradient, Neurocomputing, 2025
4. Lu, W., Wu, X*., Ding, D., & Yan, G., Zhuang, J., An effective one-iteration learning algorithm based on Gaussian mixture expansion for density approximation, Communications in Nonlinear Science and Numerical Simulation, 2024
5. Zhuang, J., Ding, D., Lu, W., Wu, X., & Yuan, G*. A Gaussian Process-Based Method with Deep Kernel Learning for Pricing High-dimensional American Options, Computational Economics, 2024
6. Yuan, G., Ding, D., Lu, W., & Wu, F*., A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem, Computational and Applied Mathematics, 2024
7. Wu, F, Ding, D., Yin, J., Lu, W., & Yuan, G*., Total value adjustment of multi-asset derivatives under multivariate CGMY process, Fractal and Fractional, 2023
8. Yuan, G., Ding, D., Duan, J., Lu, W., & Wu, F*., Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations, Chaos, 2022