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Research project

Marie Curie CIG - ANLSDA - Z. Lu

Staff

Lead researcher

Professor Zudi Lu

Chair in Statistics

Research interests

  • Nonlinear financial time series modeling and financial statistics / econometrics; 
  • Statistical inference and computation for nonlinear dynamic modeling with statistical (deep) learning, (causal) reasoning and prediction of spatial/temporal (tensor) data;
  • Applied temporal/spatial modeling for actuarial/financial, energy, environmental, climate  and green financial risks;

Collaborating research institutes, centres and groups

Research outputs

Jia Chen,
Degui Li,
Oliver Linton,
& Zudi Lu
, 2018 , Journal of the American Statistical Association , 113 (522) , 919--932
Type: article
Yuanyao Ding,
, 2016 , Journal of Industrial and Management Optimization , 12 (1) , 83--102
Type: article
Degui Li,
Oliver Linton,
, 2015 , Journal of Econometrics , 187 (1) , 345--357
Type: article
& Dag Tjøstheim
, 2014 , Journal of the American Statistical Association , 109 (508) , 1546--1564
Type: article
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