Yanrong Yang

Yanrong Yang is an Associate Professor at the Research School of Finance, Actuarial Studies and Statistics, The Australian National University. Her research focuses on high-dimensional statistical inference, large-dimensional random matrix theory, functional data analysis, and responsible statistical learning. She has developed asymptotic theories for high-dimensional statistics and applied them to time series forecasting and panel data analysis.

• PhD in Statistics, Nanyang Technological University (2009-2013)
• MSc in Statistics, Shandong University (2006-2009)
• BSc in Statistics, Shandong University (2002-2006)

Her research explores high-dimensional data analysis, including eigenvalue methods, functional principal component analysis, and applications to mortality forecasting and financial portfolio optimization. Recent publications examine fairness-aware models for annuity pricing, robust PCA techniques, and eigen-analysis for time series clustering.

She has published extensively in top journals such as the Annals of Statistics, Journal of Econometrics, and Journal of the American Statistical Association. Her current project, Feature Learning for High-dimensional Functional Time Series (2023-2026), investigates representation learning in financial time series.