題目：Forecasting mortality with a hyperbolic spatio-temporal VAR model

報(bào)告人：江西財(cái)經(jīng)大學(xué)產(chǎn)業(yè)經(jīng)濟(jì)研究院 馮凌秉 助理教授

時(shí) 間：2020年10月30日（周五）9:00開(kāi)始

地 點(diǎn)：bwin必贏唯一官網(wǎng)313室

歡迎廣大師生參加！

報(bào)告摘要：In this study, we adopt the concept of hyperbolic memory to the spatial dimension and propose a hyperbolic STVAR (HSTVAR) model. In this talk, I showcase that, retaining all desirable features of the STVAR, our model uniformly beats the Lee-Carter model, the weighted functional demographic model, Spatio-temporal VAR and sparse VAR counterparties for forecasting accuracy, when French and Spanish mortality data over 1950–2016 are considered. Simulation results also lead to robust conclusions. Long-term forecasting analyses up to 2050 comparing the four models are further performed. To illustrate the extensible feature of HSTVAR to a multi-population case, a two-population illustrative example using the same sample is further presented.

主講人簡(jiǎn)介：

馮凌秉，澳大利亞國(guó)立大學(xué)統(tǒng)計(jì)學(xué)博士，現(xiàn)任江西財(cái)經(jīng)大學(xué)產(chǎn)業(yè)經(jīng)濟(jì)研究院助理教授、碩士研究生導(dǎo)師，江西金融發(fā)展研究院高級(jí)研究員，統(tǒng)計(jì)之都理事會(huì)主席。其研究領(lǐng)域?yàn)榻鹑谟?jì)量和應(yīng)用統(tǒng)計(jì)，其近期的研究興趣主要是缺失值插補(bǔ)、人口統(tǒng)計(jì)學(xué)、波動(dòng)率預(yù)測(cè)模型以及機(jī)器學(xué)習(xí)在經(jīng)濟(jì)學(xué)領(lǐng)域的應(yīng)用等，已在相關(guān)領(lǐng)域發(fā)表論文十五篇。其主持國(guó)家自然科學(xué)基金一項(xiàng)，參與多項(xiàng)國(guó)家和省級(jí)課題研究。教學(xué)方面曾獲得江西財(cái)經(jīng)大學(xué)雙語(yǔ)課程金牌講師和青年教師教學(xué)獎(jiǎng)。其譯有《數(shù)據(jù)科學(xué)實(shí)戰(zhàn)》與《R語(yǔ)言入門與實(shí)踐》，并開(kāi)發(fā)有數(shù)個(gè)R語(yǔ)言軟件包。