I'm Xiaorui (Jeremy) Zhu, an Assistant Professor in the Department of Business Analytics and Technology Management, Towson University. I obtained my Ph.D. degree in Business Analytics from the University of Cincinnati, Lindner College of Business. Before that, I received an master degree in Finance from Penn State University and a master of applied statistics from Beijing University of Technology.
My research interests include high-dimensional statistics, machine learning, finance, relevant applications, and creativity. Specifically, I study the variable selection methods and post-selection inference in high-dimensional statistics. One of my works proposed the sparsified simultaneous confidence intervals for the high-dimensional linear regression model (SSCI). In finance, I work on volatility models and bankruptcy problems. For the bankruptcy problem, I am interested in the prediction of bankruptcy and how the bankruptcy risk is associated the equity return. One of my projects focuses on bankruptcy and delistings due to other failure reasons, two closely related yet sharply different distress events. We identify two different models for bankruptcy risk and other-failure risk. I study robust estimation methods in machine learning when data have missing values or contaminations. In another published work, I proposed an adaptive method to estimate the coefficients of the GARCH model with heavy-tailed innovation. I'm also interested in how creativity can stimulate the development of machine learning algorithms and artificial intelligence.
I believe staying Hungry, Foolish, and Creative is the secret to success. I dream of being a statistician engineering a machine intelligence that is the "epitome" of the descendants of human intelligence.