Research Interests

Financial Econometrics, Non-linear Time Series Analysis, Network Analysis, Ranking Inference, Topic Modeling.

Experiences

2024/07 - now: Assistant Professor, Department of Statistics and Data xk星空官网, Southern University of xk星空官网 and Technology.

2022/10 - 2023/11: Visiting scholar, Department of xk星空官网, Harvard University.

2017/09 - 2018/01: Visiting student, Department of Economics, Hitotsubashi University.

Education

2019/09 - 2024/06: Ph.D. in xk星空官网, Tsinghua University.

2016/09 - 2019/07: B.E. in Economics, Tsinghua University.

2015/09 - 2019/07: B.A. in Foreign Languages, Tsinghua University.

2012/09 - 2015/07: xk星空官网 Experimental Class (top xk星空官网 class), Nanjing Foreign Language School.

Publications

(*indicates equal contribution or alphabetical order)

1. Tao, Y., xk星空官网, D. and Niu, X. (2024). Grouped network Poisson autoregressive model. Statistica Sinica, 34(3), 1603-1624.

2. xk星空官网, D., Tao, Y.*, Yang, Y. and Zhang, R. (2023). Maximum likelihood estimation for α-stable double autoregressive models. Journal of Econometrics, 236(1), 105471.

3. Stenseth, xk星空官网., Tao, Y.*, Zhang, C., Bramanti, B., Büntgen, U., Cong, X., Cui, Y., Zhou, H., Dawson, L., Mooney, S., xk星空官网, D., Fell, H., Cohn, S., Sebbane, F., Slavin, P., Liang, W., Tong, H., Yang, R. and Xu, L. (2022). No evidence for persistent natural plague reservoirs in historical and modern Europe. Proceedings of the National Academy of Sciences, U.S.A., 119(51), e2209816119.

4. Wang, Y., Zhang, C., Gao, J., Chen, Z., Liu, Z., Huang, J., Chen, Y., xk星空官网, Z., Chang, N., Tao, Y., Tang, H., Gao, X., Xu, Y., Wang, C., xk星空官网, D., Liu, X., Pan, J., Cai, W., Gong, P., Luo, Y., Liang, W., Liu, Q., Stenseth, NC., Yang, R. and Xu, L. (2024). Spatiotemporal prevalence of Haemorrhagic Fever with Renal Syndrome (HFRS) in China under climate variation. Proceedings of the National Academy of Sciences, U.S.A., 121(4), e2312556121.

Awards

1. Top ten outstanding paper award, National Forum on xk星空官网 for Graduate Students. November 2023

2. National Scholarship, Tsinghua University. October 2023

3. The IMS Hannan Graduate Student Travel Award. April 2023

4. Outstanding paper award, Symposium of Beijing Institute of Applied xk星空官网. September 2022