Yichen Zhang
Assistant Professor of Quantitative Methods
Quantitative Methods
Education
Ph.D., Statistics and Operations Research, New York University, 2020
B.S. in Mathematics; B.A. in Economics, Peking University, 2015
Journal Articles
- Xi Chen, Jason D. Lee, Xin T. Tong, Yichen Zhang (2020). "Statistical Inference for Model Parameters in Stochastic Gradient Descent." Annals of Statistics vol. 48 (1), 251-273. | Related Website |
- Yichen Zhang, Clifford M. Hurvich (2020). "Estimation of alpha, beta and Portfolio Weights in a Pure-Jump Model with Long Memory in Volatility." Stochastic Processes and their Applications To appear. | Related Website |
- Xi Chen, Weidong Liu, Yichen Zhang (2019). "Quantile Regression Under Memory Constraint." Annals of Statistics vol. 47 (6), 3244-3273. | Related Website |
- MGMT 47300 (Data Mining, Spring 2021)
- MGMT 47500 (Machine Learning for Business, Spring 2024, 2023)
- MGMT 59000 (Deep Learning, Spring 2024, 2023)
- MGMT 59000 (Machine Learning, Spring 2024, 2023, 2022, 2021)
Contact
zhang@purdue.edu
Phone: (765) 496-5023
Office: KRAN 489
Quick links
Area(s) of Expertise
Artificial Intelligence, Big Data, Business Analytics, Data Analytics, Decision Sciences, Econometrics, Machine Learning, Optimization, Quantitative Analysis, Supply Chain