Research project

Marie Curie CIG - ANLSDA - Z. Lu

Research groups:

Statistics
Lead researcher:

Professor Zudi Lu
Research funder:

European Union
Status:

Not active

Staff

Lead researcher

Professor Zudi Lu

Chair in Statistics

Research interests

Nonlinear financial time series modeling and financial statistics / econometrics;
Statistical inference and computation for nonlinear dynamic modeling with statistical (deep) learning, (causal) reasoning and prediction of spatial/temporal (tensor) data;
Applied temporal/spatial modeling for actuarial/financial, energy, environmental, climate and green financial risks;

Connect with Zudi

Email: Z.Lu@soton.ac.uk

Collaborating research institutes, centres and groups

Statistical Sciences Research Institute (S3RI)

We use statistics and demography methodologies to improve the way data is used.

Statistics

Our research is focussed on three themes: design and analysis of experiments, statistical modelling, and biostatistics. As part of the Southampton Statistical Sciences Research Institute (S3RI), we have close links with statisticians and stochastic modellers across the University, especially those in the Division of Social Statistics and Demography.

Research outputs

Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series

Jia Chen, Degui Li, Oliver Linton & Zudi Lu, 2017, Journal of the American Statistical Association, 113(522), 919-932

DOI: 10.1080/01621459.2017.1302339

Type: article

A flexible semiparametric forecasting model for time series

Degui Li, Oliver Linton & Zudi Lu, 2015, Journal of Econometrics, 187(1), 345-357

DOI: 10.1016/j.jeconom.2015.02.025

Type: article

The optimal portfolios based on a modified safety-first rule with risk-free saving

Yuanyao Ding & Zudi Lu, 2015, Journal of Industrial and Management Optimization, 12(1), 83-102

DOI: 10.3934/jimo.2016.12.83

Type: article

Nonparametric estimation of probability density functions for irregularly observed spatial data

Zudi Lu & Dag Tjøstheim, 2014, Journal of the American Statistical Association, 109(508), 1546-1564

DOI: 10.1080/01621459.2014.947376

Type: article