About
Prof Zudi Lu joined the University of Southampton as a Professor/Chair in Statistics, in Mathematical Sciences and Southampton Statistical Sciences Research Institute (S3RI) in 2013.
Prof Lu's personal webpage can be found here: zudiluwebsite (google.com)
Research
Research groups
Research interests
- Nonlinear financial time series modeling and financial statistics / econometrics;
- Statistical inference and computation for nonlinear dynamic modeling with intelligent (deep) learning, (causal) reasoning and prediction of spatial/temporal (tensor) big data;
- Applied temporal/spatial modeling for actuarial/financial, energy, environmental, climate and green financial risks;
- Non-parametric/semi-parametric modeling and statistical machine learning;
- Health Stats and others (Bayesian, survival/missing data, logistic, mixture and robust modeling, etc.)
Research projects
Completed projects
Publications
Supervision
Current PhD Students
Teaching
Modules taught at University of Southampton:
- Machine Learning (MSc module lead, developer & lecturer)
- Probability and Mathematical Statistics (MSc module for actuarial science)
- Statistical Distribution Theory (BSc)
- Statistical Methods II (BSc, on GLM),
- Topics in Statistics (MSc, Time Series Analysis with R in Applications)
- Statistical Theory and Linear Models (MSc module)
Biography
Prior to joining the University of Southampton as a Professor/Chair in Statistics in late 2013, Prof Lu had worked at several international academic institutions, including the University of Adelaide (2009-2013) and Curtin University (2006-2009) in Australia, the London School of Economics (2003-2006) in the UK, the Academy of Mathematics and Systems Science (1997-2003) in Beijing, China, and the Universite Catholique de Louvain (1996-1997) in Louvain-la-Neuve, Belgium, after he received his PhD degree from the Chinese Academy of Sciences in 1996.
He was a recipient of the Australian Research Council Future Fellowship in its 2010 round, and is an elected member of the International Statistical Institute.