Biography
Dr. Zhi LIU is now an assistant professor in Department of Mathematics, University of Macau. He obtained his PhD degree in Statistics in Hong Kong University of Science and Technology, before joined University of Macau, Dr. Zhi LIU held a joint position of assistant professor in Economics in WISE and in Statistics in Department of Statistics, Xiamen University, China. His current research interests include statistical inference of stochastic processes, high dimensional data analysis, etc. He has published about 30 articles in journals of different areas, such as, Annals of Statistics, Journal of American Statistical Association, Bioinformatics, Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Finance and Stochastics, etc.
All sessions by Zhi Liu
Dealing with the big data in discretized continuous-time dynamical models (Prof. Zhi Liu, University of Macau)
10:00 AM
The observations for continuous-time dynamical models becomes widely available at a manner of extremely high frequency.