Zhaoxing Gao (高照省)

I am currently a Professor of Statistics at the School of Mathematical Sciences, University of Science and Technology of China in Chengdu, China. Prior to this, I held the position of ZJU100 Young Professor at the Center for Data Science, Zhejiang University. I earned my Ph.D. in Mathematics from the Hong Kong University of Science and Technology, under the supervision of Prof. Shiqing Ling. My postdoctoral research took place at the London School of Economics and Political Science (2016-2017) with Prof. Qiwei Yao, followed by a position at the University of Chicago Booth School of Business (2017-2019) under the mentorship of Prof. Ruey Tsay. Before returning to China, I served as a tenure-track assistant professor in the Department of Mathematics at Lehigh University (2019-2021).

Research Interests

• High-dimensional and large-scale time series data analysis
• Dimension reduction
• Financial econometrics
• Forecasting
• Machine Learning

My current research direction mainly focuses on statistical analysis of high-dimensional and large-scale time series data including developing theory and machine learning methods with applications in environmental, business, and economic modeling and forecasting.

I currently serve as an Associate Editor for Journal of Business & Economic Statistics and Journal of Forecasting

Contact

If you are interested in my research area, I would love to chat and collaborate, please email me at - zhaoxing.gao@uestc.edu.cn