JERRY SONGYEN CHEN
Hi, here is Jerry. Welcome to my website!嗨，我是 Jerry，歡迎來到我的網站！
I am a dual Ph.D. candidate 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, Financial Econometrics, Asset Pricing, Behavioral Finance, Continuous-time Models, Financial Risk Measures, Statistical Machine Learning and Financial Applications.
The specialized topics are focused on: Nonparametric and Semiparametric Statistics, Dependent Time Series, Functional Time Series, High-dimensional Dependent Data, High-frequency and Mixed-frequency Data.
我目前是 國立臺灣大學（NTU）財務金融學與 國立政治大學（NCCU）統計學的雙博士候選人。 進入博士班之前，我於國立政治大學取得數學碩士學位， 並於國立臺灣大學取得經濟學學士學位。 我的研究興趣涵蓋多個面向：機率論與隨機過程、數理統計、計量經濟理論、財務計量、資產定價、行為財務學、連續時間模型、財務風險測度、統計機器學習與財務應用。
專精主題聚焦於：無母數與半母數統計、時間序列、函數型時間序列、高維度相依資料、高頻與混合頻率資料。
✉️ Email:信箱： xchen.ntu [at] gmail.com
