Chen Cheng obtained a doctoral degree from the London School of Economics and Political Science in April 2022, and conducted postdoctoral research at the School of Statistics, Southwestern University of Finance and Economics from November 2022 to October 2024. Chen Cheng is currently a member of the School of Statistics and the Joint Laboratory of Data Science and Business Intelligence at Southwest University of Finance and Economics. His main research directions are time series analysis and functional data analysis.
Chen Cheng
/Lecturer
E-mail：chenc AT swufe.edu.cn
Awards and honors
Lead research projects
- 2024.01-2044.12: Annual Cultivation Project of Basic Research Business Funds for Central Universities “Statistical Inference Research on High dimensional Vector Autoregressive Models with Measurement Errors”
Representative papers
- Chang, J., Chen, C., Qiao, X., & Yao, Q. (2024). An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239, 105385.
- Chen, C., Guo, S., & Qiao, X. (2022). Functional linear regression: dependence and error contamination. Journal of Business & Economic Statistics, 40, 444-457.
- Lu, W., Chen, C., & Wang, J. (2019). A study on the irregularly spaced intraday value at risk for the portfolio selection. Journal of Applied Statistics and Management, 38, 1104-1118.