JERRY C. (SONGYEN CHEN)
Hi, here is Jerry. Welcome to my website!
I am a 5th year Ph.D. student pursuing dual Ph.D. degrees in Finance and Statistics at National Taiwan University (NTU) and National Chengchi University (NCCU), in Taiwan. Before joining the doctoral program, I got my Master of Science in Mathematics from NCCU and my Bachelor of Science in Economics from NTU. My domain of research interests encompasses various dimensions: Probability Theory and Stochastic Processes, Mathematical Statistics, Econometric Theory, Stochastic Finance, Financial Risk Measures, Empirical Asset Pricing, FinTech, and Theories and Applications of Modern Machine Learning. The specialized topics are focused on: Nonparametric and Semiparametric statistics, Dependent data, Functional dependent data, High-dimensional time series, High-frequency and Mixed-frequency data.Email: xchen.ntu [at] gmail.com