Research Fields: Applied Econometrics, Functional Data Analysis, Machine Learning, Deep Learning,
Refereed Journal Publications
Jasiak, J., & Zhong, C. (2024). "Intraday and daily dynamics of cryptocurrency." International Review of Economics & Finance, 96, Article 103658. https://doi.org/10.1016/j.iref.2024.103658
Jasiak, J., & Zhong, C. (2026). "Intraday Functional PCA Forecasting of Cryptocurrency Returns" Journal of Forecasting (Accepted)
Working Paper
Working in Progress
"RNN, LSTM, Seq2Seq and Attention-based Estimation of Non-causal Process"