Research Fields: Applied Econometrics, Deep Learning, Machine Learning, Functional Data Analysis

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, Early View https://doi.org/10.1002/for.70127

Working Paper

Working in Progress

"Recurrent Neural Networks for Forecasting Autoregressive Noncausal Processes"