Dacheng Xiu

Professor of Econometrics and Statistics
The University of Chicago Booth School of Business

Dacheng Xiu
Office:
Harper Center 354

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.