Hi! I am a Postdoctoral Associate at MIT Sloan School of Management and the MIT Laboratory for Financial Engineering, under the supervision of Professor Andrew W. Lo. I obtained my Ph.D. degree in Statistics from Peking University School of Mathematical Sciences in January 2024, advised by Professor Lan Wu and Professor Ruixun Zhang. I received my B.S. in Mathematics and Applied Mathematics and B.S. in Computer Science and Technology (double degree) from Peking University in 2019. I am a Fellow of the Society of Actuaries (FSA).

My research interests include investments, high-dimensional statistics, machine learning applications in finance, healthcare finance, and actuarial sciences. My research has been recognized by the S&P Global Academic ESG Research Award (2022) and the Best Paper Prize for Young Scholars in the Annual Conference of the Operations Research Society of China (Financial Engineering and Risk Management Branch, 2023).

My key research topics are:

• Investments
  • Factor investing
  • High-frequency investing/trading
  • Sustainable investing
• Statistics
  • High-dimensional statistics
  • Machine learning & deep learning
• Actuarial Sciences
  • Copula theory

Here is my latest CV.

Contact: cy_zhao [at] mit [dot] edu

I am very happy to work with motivated students. Don't hesitate to drop me an email if you are interested in cooperating with me! 😆