Xiaorui (Jeremy) Zhu 朱浚铭

Photo of [Jeremy Zhu] at Penn State University

This is a personal site of Xiaorui (Jeremy) Zhu, who is an assistant professor at the Towson University, Department of Business Analytics and Technology Management, College of Business and Economics.

I love the picture above because of the statement of Albert Einstein:

Scientists investigate that which already is; engineers create that which has never been.

Albert Einstein

My research interests include high dimensional statistics, machine learning, finance, relevant applications, and creativity. In high-dimensional statistics, I study the variable selection methods and the post-selection inference. One of my works proposed the sparsified simultaneous confidence intervals for the high-dimensional linear regression model (SSCI). In machine learning, I study robust estimation methods when data have missing values or contaminations. In finance, I work on volatility models and bankruptcy problems. In a published work, I proposed an adaptive method to estimate the coefficients of the GARCH model with heavy-tailed innovation. For the bankruptcy problem, I am interested in the prediction of bankruptcy. One of my projects focuses on the relationship between bankruptcy risk and stock returns. How creativity can stimulate the development of machine learning algorithms and artificial intelligence always arouse my interest.

I believe that stay Hungry, stay Foolish, and stay Creative is the secret to success. I dream of being a statistician engineering a machine intelligence that is the “epitome” of the descendants of the human intelligence.

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