Professor of Econometrics and Statistics
Booth School of Business
- Office:
- Harper Center 354
- Phone:
- 773.834.7191
- Email:
- dacheng.xiu@chicagobooth.edu
- Website:
- https://dachxiu.chicagobooth.edu
Research
My research interests include developing statistical methodologies and applying them to financial data, while exploring their economic implications. My earlier work involved risk measurement and portfolio management with high-frequency data and econometric modeling of derivatives. My current work focuses on developing machine learning solutions to big-data problems in empirical asset pricing.