Department of Mathematics and Statistics

Yong Zeng Yong Zeng


Ph.D. 1999, Statistics, Univ. of Wisconsin - Madison
M.S. 1994, Statistics, University of Georgia, Athens
B.S. 1990, Statistics, Fudan Univ., Shanghai, China
Manheim 307A
(816) 235-5850

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Research Interests:
  • Stochastic Calculus and Filtering, Numerical Solutions to Filtering Problems, Stochastic Models for Ultra-High Frequency Data and their Statistical Analysis, Econometrics, Market Micro-structure Theory, Mathematical Finance, and Statistical Analysis of Network Traffic
Teaching -- List of recent UMKC courses:

Dr. Zeng joined the faculty in Fall 1999. His research is in the interdisciplinary areas of Probability, Statistics, Financial Econometrics, and Mathematical Finance. He is especially interested in modeling the partially observed dynamic of transactions data (or high-frequency data, trade-by-trade data) using marked point processes, and in Bayesian inference via filtering for the dynamic. Dr. Zeng also models the term structure of interest rates, stock prices, and pricing options.

On December 3, 2003, two of Dr. Zeng's students, Frank Mader and Linda Smitka, while enrolled in his section of Math 235 (Elementary Statistics), counted the crowd at the Plaza Lighting Ceremony, after the owner Gary Evert of the salon Persona asked Dr. Zeng to arrange this experiment. The estimated counts produced were: Evert - 31,603, Mader - 34,700, and Smitka - 31,513, all much less than the 250,000-300,000 estimates mentioned by the media. See Kansas City Star article, p. F-1, Cowtown Confidential Column by Hearne Christopher, Jr., "Salon owner shoots down Plaza's crowd count."

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