Xiaorui (Jeremy) Zhu is a Ph.D. student at University of Cincinnati, Lindner College of Business. His major is Business Analytics. Before coming to the University of Cincinnati, he received an MS in Finance from the Penn State University and a master of applied statistics from Beijing University of Technology.
His research interests include high dimensional statistics, machine learning, quantitative finance, and its applications. In quantitative finance, he studied volatility models of financial time series with heavy-tailed innovation. His another project is predicting corporate bankruptcy and demystifying nonlinear relationships.
He believes that stay Hungry, stay Foolish, and stay Creative is the secret to success. And he dreams of being able to create meaningful things that will benefit the general public.
Personal website: http://homepages.uc.edu/~zhuxr/
Kathryn Jablokow, Xiaorui Zhu, Jack Matson, Akshay Kakde, (2016). Stimulating Creativity in Online Learning Environments through Intelligent Fast Failure (IFF). American Society of Engineering Education (ASEE) 2016 Annual Conference & Exposition
Xiaorui Zhu, Li Xie, (2016). Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s t likelihood. Communications in Statistics - Theory and Methods