JERRY SONGYEN CHEN

Hi, here is Jerry. Welcome to my website!

My domain of research interests encompasses various dimensions: Probability Theory and Stochastic Processes, Mathematical Statistics, Econometric Theory, Stochastic Finance and Continuous-time Finance, Financial Risk Measures, Empirical Asset Pricing, Behaviorial Finance, Theories and Applications of Modern Machine Learning. The specialized topics are focused on: Nonparametric and Semiparametric Statistics, Time-series Dependent Data, Functional Time Series, High-dimensional Data, High-frequency and Mixed-frequency Data.

Email: xchen.ntu [at] gmail.com