My primary fields of research are Machine learning, Computational Statistics and Financial Econometrics. I am also interested in High-dimensional problems and Empirical Finance.
Selected Publications:
Miao, J., Zhu, W, "PRC (Precision-Recall Curve) Classification Trees", Evolutionary Intelligence, 1-9, 2021.
Waszczuk, M. A., Miao, J., Docherty, A. R., Shabalin, A. R., G Michelini, G., Jonas, k., Kotov, R., "General Vs. Specific Vulnerabilities: Polygenic Risk Scores and Higher-order Psychopathology Dimensions in the Adolescent Brain Cognitive Development (ABCD) Study", Psychological Medicine, 1-10, 2021.
Oltmanns, J.R., Schwartz, H. A, Ruggero, C., Son, Y., Miao, J., Waszczuk, M. A., Clouston, Sean A. P., Bromet, E., Luft, B. J. and Kotov, R., "Artificial Intelligence-Based Language Predictors of Two-Year Trauma-Related Outcomes in World Trade Center Responders", Journal of Psychiatric Research, Vol.143, 239-245, 2021.
Waszczuk, M. A., Docherty, A. R., Shabalin, A. R., Miao, J., Yang, X.,Kuan, P.-F., Bromet, E., Kotov, R. and Luft, B. J., "Polygenic prediction of PTSD trajectories in 9/11 responders", Psychological Medicine, 1-9, 2020.
Book Chapter: Li, T., Miao, J. and Zhang, Y., "Assessment of Regional Economic Integration Based on Relational Data: The Case of the Yangtze River Delta", Big Data Support of Urban Planning and Management, 79-97, Springer, Cham, 2018.
Li,T.,Wang, Y.and Miao, J., "The Evolution of Command and Control Centers in China (2006-2014)", Urban Planning International, Vol.32, No.1, 82-90, 2016. (In Chinese)
Translation Book Chapter: Miao, J., "Chapter 2, 5, 8.", Global Cities, Local Streets: Everyday Diversity from New York to Shanghai, ISBN: 9787560863832, Tongji University Press, 2016. (In Chinese)
Submitted:
Miao, J., Polak, P., " Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy", arXiv:2304.09947, 2023.
Working Papers:
"Multi-class PRC Classification Trees", with Wei Zhu, 2021.
"Sector Rotation Strategy via Performance Driven Ensemble of Machine Learning Models in the Chinese Factor Zoo", with Pawel Polak et al, 2023.
"Ensemble of Precision–recall curve (PRC) classification trees and Autoencoder", with Wei Zhu, 2023.