Email: shichen.stat@gmail.com
Email: shichen.stat@gmail.com
SHI CHEN
My research interests lie primarily in developing statistical learning methods to analysis high dimensional data which routinely arise in econometrics, machine learning and social science. I began my research career by developing statistical methods for high dimensional financial risk measurement with applications in a wide variety of disciplines, such as cryptocurrency, energy derivatives market, limit order book data etc. My current research is focused on developing statistical methods which are of practical use for analysing high dimensional or even ultra-high dimensional complex systems.
My research interest generally includes:
financial econometrics; high dimensional statistics; applied econometrics;
complex networks; big data analytics, among others.
2018 Ph.D in Economics with "summa cum laude", Humboldt University of Berlin, Germany
Dissertation: Econometric Measures of Financial Risk in High Dimensions
Advisors: Prof. Dr. Wolfgang K. Härdle, Prof. Dr. Melanie Schienle
Area: Econometrics & Statistics
2014 M. Sc. in Economics and Management Science, Humboldt University of Berlin, Germany
2011 B. Sc.s in Economics & Engineering, Xiamen University, China
2021 - Moody's, London UK
2018 - 2021 Postdoctoral associate at Chair of Econometrics and Statistics, Karlsruhe Institute of Technology, Germany
2014 - 2017 Research assistant at Ladislaus von Bortkiewicz Chair of Statistics, Humboldt University of Berlin, Germany
Software engineering skills
R(advanced); LaTeX(advanced); Python(intermediate); Linux(intermediate)
Language
Chinese (native); English (fluent); German (basic)