Cheng Qian finished his PhD (supervised by Dr. Clifford Lam) in LSE Statistics Department in 2019. His PhD is mainly focused on spatial modelling and volatility matrix estimation in high dimensional statistics. Besides these two areas, Cheng’s research also includes graphic modelling in functional data analysis.
Since his PhD, Cheng is a Post Doctoral Research Officer for a joint project between LSE and Andurand Capital Management. This position is supervised by Professor Qiwei Yao and Dr. Yining Chen and its goal is to investigate the quantitative methods for oil price forecasting. Now, Cheng works 4 days per week at LSE and 1 day per week at Andruand Capital Management.