معرفی
Dacheng Xiu is the Joseph Sondheimer Professor of Econometrics and Statistics at the Booth School of Business, University of Chicago, and an Affiliated Faculty in the Department of Statistics. He serves as a Research Associate at the National Bureau of Economic Research and holds editorial roles at journals like Journal of Business & Economic Statistics and Journal of Financial Econometrics.
- PhD and MA in Applied Mathematics from Princeton University
- BS in Mathematics from University of Science and Technology of China
His research focuses on statistical methodologies for financial data, including risk measurement, portfolio management, and empirical asset pricing using high-frequency data and machine learning. Recent work analyzes text data and large language models for economic forecasting.
Editorial leadership includes Co-Editor and Associate Editor roles at top journals like Journal of Finance and Annals of Statistics. His lab (Risk Lab) specializes in systemic risk assessment through transaction-level data analysis.
- 2024 Dimensional Fund Advisors Prize
- 2023 GSU-RFS FinTech Conference Best Paper Award
- 2022 Society for Financial Econometrics Fellow
- 2018 Swiss Finance Institute Outstanding Paper Award
