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Dr Yuzhi Cai

Dr Yuzhi Cai

Associate Professor, Accounting & Finance

Telephone number

+44 (0) 1792 606865

Email address

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Research Links

Office 234 - 234
Second Floor
School of Management
Bay Campus
Available For Postgraduate Supervision

About

Dr Yuzhi Cai’s research interests are in the areas of financial econometrics, quantile function and quantile regression modelling, computational statistics. Her research often involves new developments of advanced statistical models and methodologies.

Her research has led to many high quality publications in peer reviewed international journals including: Biometrika, Journal of Financial Econometrics, Econometric Reviews, Journal of Time Series Analysis, Journal of Forecasting, Statistica Sinica, Computational Statistics and Data Analysis, Extremes, SIAM Journal on Numerical Analysis and Economic Modelling.

With a background in statistics, she collaborates with colleagues from other subject areas including bio-science, social sciences and engineering. Some of her research projects were supported by external research funding bodies, including EPSRC, EU and ESRC Wales DTC, and some of her research papers have also been published in top journals in these subject areas such as Coastal Engineering and Frontiers in Ecology and the Environment, and Journal of Flood Risk Management etc.

She supervises PhD students. The topics of the PhD research projects are mainly focused on financial econometrics and quantitative finance. She is interested in supervising quantitative research projects.

Areas Of Expertise

  • Financial econometrics
  • Quantitative finance
  • Quantile regression and quantile function modelling
  • Statistical modelling for quantitative data