Bio

I am a postdoctoral research scientist at Columbia IEOR and Data Science Institute, hosted by Agostino Capponi. Recently, 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 data sets to make better decisions. My domain knowledge of financial economics and machine learning informs my methodological work.

I identify a new class of multiple testing problems in panel data learning, which is broadly applicable. 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, and semi-parametric statistics for financial market microstructure.

See more in my research tab.

Updates

• [Oct 2024] Present supply chain asset pricing at INFORMS Session on Financial Analytics and Technology in Seattle, WA.

• [Sept 2024] Granted PhD degree at Stanford.

• [August 2024] Present panel inference in Econometric Society Interdisciplinary Frontiers Economics and AI+ML Meeting at Cornell.