Research Group
Time Series and Statistical Learning

Supervisors
Professor Qiwei Yao and Dr Xinghao Qiao

I am a PhD candidate in Statistics (Time Series and Statistical Learning research group) at the London School of Economics and Political Science, working under the supervision of Prof. Qiwei Yao and Dr. Xinghao Qiao.

Prior to joining LSE, I got a master's degree (MPhil in economic research) at Darwin College, University of Cambridge. I have research experience on macroeconomics (dynamic stochastic general equilibrium model, agent-based model), operational research (dynamic system, heuristic optimisation algorithm) and financial economics (ESG, stock return forecasting, market micro-structure).

Now I am working on dynamic network statistical modelling (estimation and inference problem, community detection), high-dimensional statistics and statistical learning theory. I am also interested in computer science, and keen on applying statistical theory to other research fields such as economics and other social sciences. If you are looking for collaborator, either in academia or in industry, welcome to chat with me.