Students

Current postgraduate students

  1. Xiaorui Luo. Bayesian forecast combination. (Ph.D., begun 2024).
  2. Shengjie Wang. Decision-focused forecast combination. (Ph.D., begun 2024).
  3. Shun Hu (Ph.D., begun 2025).
  4. Guodong Liu (Master’s, begun 2026).
  5. Jianing Shen (Master’s, begun 2026).

Former students

  1. Bohan Zhang. Hierarchical forecasting approaches in complex scenarios. (Ph.D., graduated in 2025, Winner of Outstanding PhD Dissertation Award by Beihang University). Now a postdoc research fellow in Monash Business School, under the supervision of Prof. Anastasios Panagiotelis.
  2. Lan Jiang. Stock price index forecasting based on multi-constraint hierarchical reconciliation (Master’s, graduated in 2025). Now a data scientist at Meituan.
  3. Jiaying Cao (Master’s, graduated in 2025). Electricity price forecasting based on multimodal data.
  4. Shengjie Wang. Combining Probabilistic Forecasts of Intermittent Demand. (Master’s, graduated in 2024). Now a Ph.D. student in the School of Economics and Management at Beihang University.
  5. Li Li. Feature-based Bayesian forecasting model averaging. (Ph.D., begun 2019). Now an assistant professor in the School of Economics and Management at the University of Science and Technology Beijing.
  6. Xiaoqian Wang. Forecast combination from different perspectives. (Ph.D., begun 2018). Now an assistant professor at the Centre for Forecasting Science (CEFS), Academy of Mathematics and Systems Science (AMSS), Chinese Academy of Sciences (CAS). Previously a postdoctoral research fellow (Jan 2023 – Jan 2025) in the Department of Econometrics & Business Statistics at Monash University, under the supervision of Prof. Rob J Hyndman.
  7. Shun Hu. Optimal hierarchical reconciliation method based on probabilistic forecasting. (Bachelor’s, graduated in 2024). Now a Master’s student in the School of Economics and Management at Beihang University.
  8. Quan Wen. Research on immutable node identification in hierarchical forecast reconciliation. (Bachelor’s, graduated in 2024).
  9. Yanrong Zeng. A hirerachical probabilistic forecast model with immutable constraints. (Bachelor’s, graduated in 2024). Now a Master’s student in the School of Statistics at Renmin University of China.
  10. Kaidong Wang. Time Series Probabilistic Forecasting with Approximate Bayesian Ensembling for Neural Network. (Bachelor’s, graduated in 2022). Now a Master’s student in Computing at National University of Singapore.
  11. Tianyi Pan. Now a Ph.D student in Statistics at University of Waterloo.
  12. Yi Zhang. Bagging with GRATIS. (Master’s, graduated in 2020). Now working in China Statistics Press.
  13. Wei Cao. Forecast with forecasts. (Bachelor’s, graduated in 2020). Now a Ph.D. student in Statistics at Beihang University.
  14. Yu Liu. Text-based covariate-dependent copula modeling with application to financial stocks. (Master’s, graduated in 2020). Now a data analyst at China Futures Market Monitoring Center.
  15. Tianyue Chen. Bayesian methods for fMRI data analysis. (Bachelor’s, graduated in 2019). Now a postgraduate student at the University of California-Berkeley.
  16. Yawen Guo. Chip Cutting Quality Optimization Based on Parameter Analysis. (Bachelor’s, graduated in 2019). Now a Ph.D student in Health Informatics at University of California Irvine.
  17. Qing Yuan. Research on the Internet Consumer Financial Default Forecasting Model. (Bachelor’s, graduated in 2019). Now a data analyst at yuanfudao.com.
  18. Ke Dong. Prediction of the Financial Distress of China’s Public Companies. (Bachelor’s, graduated in 2018). Now a postgraduate student at LMU Munich.