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Daniels School Faculty

Yichen Zhang

Yichen Zhang

Assistant Professor of Quantitative Methods

Education

Ph.D., Statistics and Operations Research, New York University, 2020
B.S. in Mathematics, B.A. in Economics, Peking University, 2015

CV

Professor Yichen Zhang joined Purdue in 2020 after he earned his Ph.D. in Statistics and Operations Research at the Stern School of Business at New York University. Prior to that, he received his Bachelors in Mathematics and Economics from Peking University in 2015. 

Yichen has worked at the intersection of statistics and optimization. His research focuses on statistical inference for online streaming data, distributed estimation and inference, time series analysis, nonsmooth optimization, supply chains and other business problems with statistical models.

Journal Articles

  • 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, 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 |
  • Xi Chen, Weidong Liu, Yichen Zhang (2019). "Quantile Regression Under Memory Constraint." Annals of Statistics vol. 47 (6), 3244-3273. | Related Website |

Contact

zhang@purdue.edu
Phone: (765) 496-5023
Office: KRAN 489

Quick links

Personal website