Scholars / UChicago Scholar
Professor of Econometrics and Statistics, Booth School of Business
Dacheng Xiu’s research interests include developing statistical methodologies and applying them to financial data, while exploring their economic implications. His earlier research involved risk measurement and portfolio management with high-frequency data and econometric modeling of derivatives. His current work focuses on developing machine learning solutions to big-data problems in empirical asset pricing. Xiu’s work has appeared in Econometrica, the Journal of Econometrics, the Journal of the American Statistical Association, the Annals of Statistics, the Journal of Business and Economic Statistics. He is...