NBER NSF Time Series Conference 2025

My First Academia Job, Assistant Professor at Loyola University Chicago

GARCHX-NoVaS: A Bootstrap-Based Approach of Forecasting for GARCHX Models

Passed the Defense Talk of My Ph.D.

Scalable Subsampling Inference for Deep Neural Networks

Workshop Statistical Frontiers in LLMs and Foundation Models NeurIPS 2024

Deep Limit Model-free Prediction in Regression (Working)

Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa

Bootstrap prediction inference of nonlinear autoregressive models

Multi-Step-Ahead prediction intervals for nonparametric autoregressions via Bootstrap: consistency, debiasing, and pertinence

Advance to Candidacy

A model-free approach to do long-term volatility forecasting and its variants

Receive Richard Libby Graduate Research Award

Model-free time-aggregated predictions for econometric datasets