Dr Jiazhu Pan

Senior Lecturer

Mathematics and Statistics

Personal statement

Before I joined Department of Mathematics and Statistics, I had been working at Peking University and London School of Economics. My major research interests are Time Series Analysis, Financial Econometrics and Multivariate Analysis. My research outcomes have been published in the top journals in Statistics and Econometrics such as Biometrika, Journal of Econometrics and Econometric Theory. I have been invited to be a referee for Annals of Statistics, Biometrika, Econometric Theory, Econometrics Journal, Journal of Econometrics, Journal of the American Statistical Association, Journal of Multivariate Analysis. Science China Mathematics, Journal of Royal Statistical Society(Series B), Stochastic Processes and their Applications, and many other journals. I was one of session chairs of 7th World Congress in Probability and Statistics. I was one of keynote speakers for the session of financial time series in the world congress of computational statistics. 

During my post at Peking University, I was the principal investigator of several projects supported by the national Natural Science Foundation of China (NSFC), and was awarded the second-rank prize of natural science by the Ministry of Education in China. I have been appointed as a reviewer for NSFC for the past eighteen years. I have a great number of long-time collaborators based in China, US and UK. Currently I am carrying out research on modelling high dimensional dynamic data and social networks with my four PhD students. I also have joint research on Chemometrics with colleagues in Department of Pure and Applied Chemistry for a major H2020 project ModLife. 



Forecasting air passenger traffic volume : evaluating time series models in long-term forecasting of Kuwait air passenger data
Al-Sultan Ahmad, Al-Rubkhi Amani, Alsaber Ahmad, Pan Jiazhu
Advances and Applications in Statistics Vol 70, pp. 69-89 (2021)
Ferritin level : a predictor of severity and mortality in hospitalized COVID-19 patients
Alroomi Moudhi, Rajan Rajesh, Omar Abdulaziz A, Alsaber Ahmad, Pan Jiazhu, Fatemi Mina, Zhanna Kobalava D, Aboelhassan Wael, Almutairi Farah, Alotaibi Naser, Saleh Mohammad A, AlNasrallah Noor, Al-Bader Bader, Malhas Haya, Ramadhan Maryam, Abdullah Mohammed, Abdelnaby Hassan
Immunity, Inflammation and Disease (2021)
Handling missing data in a rheumatoid arthritis registry using random forest approach
Alsaber Ahmad, Al-Herz Adeeba, Pan Jiazhu, Al-Sultan Ahmad T, Mishra Divya,
International Journal of Rheumatic Diseases (2021)
Subset selection of double-threshold moving average models through the application of the Bayesian method
Liu Jinshan, Pan Jiazhu, Xia Qiang, Xiao Ying
Statistics and Its Interface Vol 15, pp. 51-61 (2021)
In-hospital mortality in SARS-CoV-2 stratified by serum 25-hydroxy-vitamin D levels : a retrospective study
Al-Jarallah Mohammed, Rajan Rajesh, Dashti Raja, Al Saber Ahmad, Pan Jiazhu, Zhanna Kobalava D, Abdelnaby Hassan, Aboelhassan Wael, Almutairi Farah, Abdullah Mohammed, Alotaibi Naser, Al Saleh Mohammad, Al Nasrallah Noor, Al-Bader Bader, Malhas Haya, Ramadhan Maryam, Hamza Mahdy, A. Brady Peter, Al-Zakwani Ibrahim, Alroomi Moudhi
Journal of Medical Virology Vol 93, pp. 5880–5885 (2021)
Air quality assessment in the State of Kuwait during 2012 to 2017
Al-Hurban Adeeba, Khader Sawsan, Alsaber Ahmad, Pan Jiazhu
Atmosphere Vol 12 (2021)

More publications

Professional activities

International Journal of Environmental Research and Public Health (Journal)
Peer reviewer
Journal of Applied Statistics (Journal)
Peer reviewer
Communications in Statistics – Theory and Methods (Journal)
Peer reviewer
International Journal of Environmental Research and Public Health (Journal)
Peer reviewer
Annals of Statistics (Journal)
Peer reviewer
International Journal of Environmental Research and Public Health (Journal)
Peer reviewer

More professional activities


Capital Normal University (CNU) - Articulation Programme in Mathematics and Statistics
Pan, Jiazhu (Principal Investigator)
Joint/External PhD Training Programme with SCAU
Pan, Jiazhu (Principal Investigator)
Sahin, Atakan (Researcher) Mishra, Puneet (Researcher) Nordon, Alison (Co-investigator) Morris, Anthony (Co-investigator) Pan, Jiazhu (Co-investigator)
ModLife is a strong European network consisting of 5 leading universities as academic partners and 4 major companies and 2 SMEs as industrial partners joining forces to realize the vision and the objectives of this initiative. The network represents in total 5 European countries. The network undertakes innovative and original research and offers scientific training in Model-based Optimization, Monitoring and Control as Enabling Technologies for process/product development and innovation in life science industries. ModLife provides unique multi-sectoral and multi-disciplinary research and training opportunities for a total of 15 ESRs with an equivalent of 540 months with background in chemistry, biology, physics, applied mathematics and statistics, optimization and control, chemical and process engineering. The interdisciplinary skills developed by the network are urgently required by the life science industrial sectors. It will also open new employment opportunities in virtually every sector of life science industries including healthcare, biotechnology, food production, etc.
01-Jan-2016 - 31-Jan-2019
Time Series Analysis in Psychology (Bridging the Gap)
Pan, Jiazhu (Academic)
01-Jan-2012 - 30-Jan-2013
Robertson, Chris (Principal Investigator) Pan, Jiazhu (Co-investigator) Lynch, Barry (Research Co-investigator)
Statistical methods for the analysis of multiply linked time series with application to weekly and daily electronic surveillance systems at Health Protection Scotland (HPS)
01-Jan-2011 - 01-Jan-2015
System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505
Pan, Jiazhu (Principal Investigator)
24-Jan-2009 - 30-Jan-2010

More projects


Mathematics and Statistics
Livingstone Tower

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