Jie Cheng

Jie Cheng is a Lecturer in Mathematics at Keele University, affiliated with the School of Computer Science and Mathematics. Their research focuses on econometric modeling, financial risk management, and statistical applications in education and economics. Key areas include Hidden Markov Models, regime-switching dynamics, and portfolio risk analysis, with notable contributions to cryptocurrency volatility studies and teaching excellence metrics.

Education background and academic history are not explicitly detailed in the provided text, but their work spans quantitative finance, mathematical statistics, and educational policy analysis. Research themes emphasize statistical methodologies applied to real-world problems in finance, education, and macroeconomic systems.

Publications highlight a strong focus on risk modeling, including papers on density forecasts, cryptocurrency portfolio VaR, and latent-factor-driven financial models. Their work bridges theoretical statistical frameworks with practical applications in market volatility analysis and educational metrics design.

Professional activities include contributions to journals like Computational Economics, Empirical Economics, and Educational Review. Current roles involve teaching and research coordination within the School of Computer Science and Mathematics.