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
Researchers:
Sponsor: British Academy