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UM PhD student wins second prize at National Academic Forum for Doctoral Students in Statistics

Zhu Haibin

Zhu Haibin, a doctoral student in the Faculty of Science and Technology (FST) of the University of Macau (UM), won a second prize at the Fourth National Academic Forum for Doctoral Students in Statistics held in Guangzhou. He was the only PhD student from Macao to receive an award at this event. This year’s forum attracted doctoral students from various well-known universities and institutions, including Tsinghua University, Peking University, the Chinese Academy of Sciences, Fudan University, Sun Yat-sen University, and the Southern University of Science and Technology.

Zhu is a first-year PhD student in the Department of Mathematics under the supervision of Associate Professor Liu Zhi. His main research interests are financial statistics and statistical machine learning.

Zhu’s award-winning paper, titled ‘On Multi-dimensional Time Varying Price Staleness’, studies the influence of staleness in securities price data on statistical inference of high-frequency data. It proposes a new multi-dimensional time-varying price staleness index, deduces various statistical properties of the proposed index from the perspective of stochastic process, and successfully captures the deviation caused by the zero observations, thereby improving the precision for the inference of volatility.

The National Academic Forum for Doctoral Students in Statistics is a biennial event sponsored by the Chinese Statistics Research Association. The forum aims to strengthen academic exchange among doctoral students in statistics across the country. This year’s event was co-organised by the Chinese Association for Applied Statistics and the Guangdong Statistics Association, and hosted by the School of Economics and Statistics of Guangzhou University.

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