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Statistics, Time Series Analysis
United States

Biography

Yu Shao earned his Ph.D. in Statistics at Boston University's Department of Mathematics and Statistics in May 2024. His research interests lie at the intersection of time series analysis, kernel-based nonparametric learning, and financial applications. Yu Shao's work includes developing advanced statistical methods for non-stationary time series and implementing novel techniques in semiparametric regression models. His notable contributions to the field are documented in publications in esteemed journals like Statistica Sinica. Beyond academia, Yu has honed his skills in the finance industry through internships at Stepstone Group and IMC Trading, where he applied his expertise in quantitative analysis and trading strategies.

Activities

Employment (2)

University of Georgia: Athens, US

2024-07-19 to 2024-09-13 | Research Assistant (Department of Statistics)
Employment
Source: Self-asserted source
Yu Shao

Boston University: Boston, US

2019-08-29 to 2024-05-19 | Research Assistant (Department of Mathematics and Statistics)
Employment
Source: Self-asserted source
Yu Shao

Education and qualifications (3)

Boston University: Boston, US

2019-08-29 to 2024-05-19 | PhD in Statistics (Department of Mathematics and Statistics)
Education
Source: Self-asserted source
Yu Shao

Johns Hopkins University: Baltimore, US

2017-08-31 to 2019-05-16 | MSE in Financial Mathematics (Department of Applied Mathematics and Statistics)
Education
Source: Self-asserted source
Yu Shao

Renmin University of China: Beijing, Beijing, CN

2013-09-01 to 2017-06-30 | BS in Mathematics and Applied Mathematics (School of Information)
Education
Source: Self-asserted source
Yu Shao

Works (4)

Time-Varying Correlation for Noncentered Nonstationary Time Series: Simultaneous Inference and Visualization

Statistica Sinica
2025 | Journal article
Part of ISSN: 1017-0405
Contributors: Ting Zhang; Yu Shao
Source: Self-asserted source
Yu Shao

Tail index estimation for tail adversarial stable time series with an application to high‐dimensional tail clustering

Journal of Time Series Analysis
2024-10-20 | Journal article
Part of ISSN: 0143-9782
Part of ISSN: 1467-9892
Contributors: Hanyue Cao; Jingying Gao; Yu Shao; T. N. Sriram; Weiliang Wang; Fei Wen; Ting Zhang
Source: Self-asserted source
Yu Shao

A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series

Statistica Sinica
2023 | Journal article
Part of ISSN: 1017-0405
Contributors: Ting Zhang; Weiliang Wang; Yu Shao
Source: Self-asserted source
Yu Shao

Asymptotic Transient Solutions of Fluid Queues Fed By A Single ON-OFF Source

2018 9th IEEE Annual Ubiquitous Computing, Electronics & Mobile Communication Conference (UEMCON)
2018-11 | Conference paper
Contributors: Y. Shao; J. Bai; N. Liu; K. Wang; A. D. Clark
Source: Self-asserted source
Yu Shao