Hao Yu

Hao Yu is a full-time Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. Holding a Ph.D. from Carleton University (1993), he specializes in statistical computing, financial time series analysis, and stochastic modeling.

• Educational Background
  • Ph.D., Carleton University (1993)

Research Interests focus on computational statistics, time series analysis, and probabilistic modeling. His work includes developing statistical algorithms for financial applications (NSERC-funded 2013–2018) and theoretical advancements in residual analysis for ARMA/GARCH models.

Academic Contributions include co-developing R packages for time series analysis, advancing maximum likelihood unit root tests, and creating novel methods for heavy-tailed risk factor simulation in finance. His research intersects computational methodology with financial applications.

Scientific Awards are not explicitly mentioned in the provided text.

Advising notable students:

• Yifan Li (PhD)
• Xixian Liu (MSc Financial Mathematics)
• Xiyang Zhang (MSc Thesis Track in Statistical Sciences)