
Prof. DOU Baojun
竇宝君教授
Assistant Professor
MS - Financial Engineering (University of California, Berkeley)
PhD - Statistics (London School of Economics)
MSc - Statistics (London School of Economics)
BSc - Statistics (Wuhan University)
Research Areas
high dimensional time series
spatio-temporal processes
statistical learning for finance
change point detection
Biography
Dr. Baojun Dou is an assistant professor of business statistics at the City University of Hong Kong. He received Ph.D. and M.S. from the London School of Economics, MFE from University of California, Berkeley, and B.S. from Wuhan University. His research interests include high-dimensional time series, spatio-temporal processes, change point detection and statistical learning in finance. From 2016 to 2022, Dr. Baojun Dou worked as a quantitative researcher at Goldman Sachs and CITIC Securities.
Publications
Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei / Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients. October 2016; In: Journal of Econometrics. Vol. 194, No. 2, pp. 369-382