Researh Fields: Econometrics, Applied Econometrics, Machine Learning, Deep 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
Working Paper
"Intraday Functional PCA Forecasting of Cryptocurrency Returns" (with Joann Jasiak, R&R Journal of Forecasting)
https://doi.org/10.48550/arXiv.2505.20508Working in Progress
"RNN Estimation of Non-causal Process"