University of Wisconsin - Madison
1300 University Avenue, Madison, WI 53706
Advisor: Professor Zhengjun Zhang
zifeng AT stat.wisc.edu
- Multivariate dependence modeling via Copula
- Extreme risk modeling via Extreme Value Theory
- Large-scale predictive methodology
- Zifeng Zhao, Zhengjun Zhang. Semi-parametric dynamic max-copula model for multivariate time series, Journal of the Royal Statistical Society - Series B (in press)
- Kenneth D. West, Zifeng Zhao. Regressor and disturbance have moments of all order, least squares estimator has none, Statistics & Probability Letters (2016)
- Chunyip Yau, Zifeng Zhao. Inference for multiple change-points in time series via likelihood ratio scan statistics, Journal of the Royal Statistical Society - Series B (2015)
- 2013 - Present: Ph.D. in Statistics, University of Wisconsin-Madison
- 2015 - 2016: M.S. in Computer Science (Machine Learning), University of Wisconsin-Madison
- 2009 - 2013: B.S. in Risk Management Science (First Honor), The Chinese University of Hong Kong
- 2017 Summer: Data Science Intern, Target, Minneapolis, MN
- 2016 Summer: Quantitative Analyst Intern, Google, Mountain View, CA
- STAT301 (Introduction to Statistical Methods for Business), Teaching Assistant.
- STAT309(Introduction to Probability and Mathematical Statistics), Teaching Assistant.
- STAT371 (Introductory Applied Statistics for the Life Sciences), Teaching Assistant.
- STAT849 (Theory and Application of Regression and Analysis), Teaching Assistant.