Bio

I work on Autonomous Mobility & Delivery at Uber. Previously, I was a postdoctoral research scientist at Columbia IEOR and Data Science Institute, hosted by Agostino Capponi. In 2024, I received PhD in MS&E with PhD Minor in Statistics from Stanford. I was fortunate to be advised by Markus Pelger as a member of the Advanced Financial Technologies Lab.

Doctoral dissertation committee: Markus Pelger, Kay Giesecke, Itai Ashlagi, Han Hong, Jann Spiess.

Contact: jiachengzou [at] alumni.stanford.edu


Research brief

I develop statistical methods for inference in large dimensional time series data to make better decisions. My domain knowledge of financial economics and modern neural networks informs my methodological work.

I identify a new class of multiple testing problems in panel data learning, which is broadly applicable for machine learning applications. In a sequence of follow-up papers, I use this framework for latent graphs learning and change point detection in time-series. My current work includes graph neural networks applications in global supply chain, sequential learning in non-stationary environment, and non-stationarity learning theory for time series.

See more in my research tab.


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