Siyang Tao

Assistant Professor of Mathematical Sciences

Phone:765-285-8681

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Room:RB 429

DEGREES:

Ph.D. in Statistics with concentration in Actuarial Science/Financial Mathematics, University of Iowa, USA, 2020
M.S. in Statistics, University of Iowa, USA 2016
M.S. in Probability and Random Models, Pierre and Marie Curie University (Paris VI)/ Sorbonne University, France, 2013
B.S. in Mathematics, University of Picardie Jules Verne, France, 2010
B.S. in Mathematics, Huazhong University of Science and Technology, China, 2010

PROFESSIONAL DESIGNATION:

Associate of the Society of Actuaries (ASA), Society of Actuaries, USA, June 2022

RESEARCH INTERESTS:

Dr. Tao's research has focused on the sub-area of tail dependence within extreme value theory concerning the realization problem of Tail Dependence Matrix (TDM) and the subsets of TDMs which can be generated by some commonly used copula families.

SELECTED PUBLICATIONS:

• Tao, S. On tridiagonal correlation matrices. Pan-American Journal of Mathematics. Accepted.
• Tao, S. On complete positivity of sparse symmetric Toeplitz matrices. Journal of Comprehensive Pure and Applied Mathematics, (2025), 3(1), 1–09.
• Lim, H.B.; Shyamalkumar, N.D.; Tao, S. Valuation of variable annuity portfolios using finite and infinite width neural networks. Insurance: Mathematics and Economics, (2025), 120, 269–284.
• Shyamalkumar, N.D.; Tao, S. A study of one-factor copula models from a tail dependence perspective. ASTIN Bulletin, (2024), 54(3), 679–711.
• Shyamalkumar, N.D.; Tao, S.; Wang, T. Discussion on "Sample Size Determination for Credibility Estimation" by Liang Hong,  Volume 26(4). North American Actuarial Journal, (2024), 28(4), 925–931.
• Shyamalkumar, N.D.; Tao, S. t-copula from the viewpoint of tail dependence matrices. Journal of Multivariate Analysis (2022): 105027.
• Shyamalkumar, N.D.; Tao, S. On tail dependence matrices - The realization problem for parametric families. Extremes 23 (2020), no. 2, 245-285. [arXiv]

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