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Research Interests

Financial Econometrics, Non-linear Time Series Analysis, Network Analysis, Ranking Inference, Topic Modeling.

Experiences

2024/07 - now: Assistant Professor, Department of Statistics and Data Science, Southern University of Science and Technology.

2022/10 - 2023/11: Visiting scholar, Department of Statistics, Harvard University.

2017/09 - 2018/01: Visiting student, Department of Economics, Hitotsubashi University.

Education

2019/09 - 2024/06: Ph.D. in Statistics, Tsinghua University.

2016/09 - 2019/07: B.E. in Economics, Tsinghua University.

2015/09 - 2019/07: B.A. in Foreign Languages, Tsinghua University.

2012/09 - 2015/07: Science Experimental Class (top science class), Nanjing Foreign Language School.

Publications

(*indicates equal contribution or alphabetical order)

1. Tao, Y., Li, D. and Niu, X. (2024). Grouped network Poisson autoregressive model. Statistica Sinica, 34(3), 1603-1624.

2. Li, D., Tao, Y.*, Yang, Y. and Zhang, R. (2023). Maximum likelihood estimation for α-stable double autoregressive models. Journal of Econometrics, 236(1), 105471.

3. Stenseth, NC., Tao, Y.*, Zhang, C., Bramanti, B., Büntgen, U., Cong, X., Cui, Y., Zhou, H., Dawson, L., Mooney, S., Li, D., Fell, H., Cohn, S., Sebbane, F., Slavin, P., Liang, W., Tong, H., Yang, R. and Xu, L. (2022). No evidence for persistent natural plague reservoirs in historical and modern Europe. Proceedings of the National Academy of Sciences, U.S.A., 119(51), e2209816119.

4. Wang, Y., Zhang, C., Gao, J., Chen, Z., Liu, Z., Huang, J., Chen, Y., Li, Z., Chang, N., Tao, Y., Tang, H., Gao, X., Xu, Y., Wang, C., Li, D., Liu, X., Pan, J., Cai, W., Gong, P., Luo, Y., Liang, W., Liu, Q., Stenseth, NC., Yang, R. and Xu, L. (2024). Spatiotemporal prevalence of Haemorrhagic Fever with Renal Syndrome (HFRS) in China under climate variation. Proceedings of the National Academy of Sciences, U.S.A., 121(4), e2312556121.

Awards

1. Top ten outstanding paper award, National Forum on Statistics for Graduate Students. November 2023

2. National Scholarship, Tsinghua University. October 2023

3. The IMS Hannan Graduate Student Travel Award. April 2023

4. Outstanding paper award, Symposium of Beijing Institute of Applied Statistics. September 2022