About Me

I am an assistant professor in the Department of Statistics at the University of Connecticut, where I study the intersection of time series analysis, high-dimensional statistics, statistical learning, and econometrics. Here is my short Curriculum Vitae.

The central theme of my research is to develop statistical methods for modeling temporal dynamics of data. My past research addresses various aspects in financial time series modeling. Recently, I have been focusing on big (or high-dimensional) time series data analysis. The high dimensionality and complex temporal structure in such data pose new statistical and computational challenges, and I aim to develop novel methods and theory to address these issues.

My research is partially supported by the National Science Foundation (DMS-2311178), UConn OVPR Research Excellence Program, and the Makuch Faculty Fellowship.

I am actively looking for motivated PhD students who are interested in working on time series analysis and statistical machine learning.

Contact Information

Address: Room 307, Philip E. Austin Building, 215 Glenbrook Rd. U-4120, Storrs, CT 06269-4120 Email: yao dot zheng at uconn dot edu