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 in China, 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，EPSRC UK, Research Council Hong Kong and MATH AmSud Program 2015 France. 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 PhD students. I have had joint research on Chemometrics with colleagues in Department of Pure and Applied Chemistry for a major H2020 project ModLife. I also have had collaborative studies on COVID-19 with colleagues in the medical sector.
Publications
- Threshold network GARCH model
- Pan Yue, Pan Jiazhu
- Journal of Time Series Analysis (2024)
- https://doi.org/10.1111/jtsa.12743
- Geometric ergodicity and conditional self-weighted M-estimator of a GRCAR(p) model with heavy‐tailed errors
- Li Xiaoyan, Pan Jiazhu, Song Anchao
- Journal of Time Series Analysis Vol 44, pp. 418-436 (2023)
- https://doi.org/10.1111/jtsa.12680
- On determination of the number of factors in an approximate factor model
- Liu Jinshan, Pan Jiazhu, Xia Qiang, Xiao Li
- Studies in Nonlinear Dynamics and Econometrics Vol 27, pp. 285-298 (2023)
- https://doi.org/10.1515/snde-2020-0055
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
- Pan Jiazhu, He Yali
- Studies in Nonlinear Dynamics and Econometrics Vol 27, pp. 377-395 (2023)
- https://doi.org/10.1515/snde-2020-0071
- Markov-switching Poisson generalized autoregressive conditional heteroscedastic models
- Liu Jichun, Pan Yue, Pan Jiazhu, ALMARASHI Abdullah Maedh
- Statistics and Its Interface Vol 16, pp. 531-544 (2023)
- https://doi.org/10.4310/22-SII741
- Neutrophil to lymphocyte ratio and in-hospital mortality among patients with SARSCoV-2 : a retrospective study
- Al-Mazedi Maryam Salah, Rajan Rajesh, Al-Jarallah Mohammed, Dashti Raja, Al Saber Ahmad, Pan Jiazhu, Zhanna Kobalava D, Abdelnaby Hassan, Aboelhassan Wael, Almutairi Farah, Alotaibi Naser, Al Saleh Mohammad, AlNasrallah Noor, Al-Bader Bader, Malhas Haya, Ramadhan Maryam, A. Brady Peter, Al-Zakwani Ibrahim, Setiya Parul, Abdullah Mohammed, Alroomi Moudhi, Tse Gary
- Annals of Medicine and Surgery Vol 82 (2022)
- https://doi.org/10.1016/j.amsu.2022.104748
Professional Activities
- Communications in Statistics – Theory and Methods (Journal)
- Peer reviewer
- 7/7/2024
- Journal of Time Series Analysis (Journal)
- Peer reviewer
- 18/5/2024
- Convergence of Numerical Solutions of Stochastic Differential Delay Equations (PhD Thesis)
- Examiner
- 18/4/2024
- Discrete-State-Feedback Stabilisation of Highly Nonlinear Stochastic Hybrid Systems (PhD Thesis)
- Examiner
- 16/4/2024
- Journal of Time Series Analysis (Journal)
- Peer reviewer
- 14/2/2024
- Analysis and Modelling of Water Level Data for Flood Risk Management in Nigeria (PhD Thesis)
- Examiner
- 4/2/2024
Projects
- Articulation Programme with South China Agricultural University (SCAU)
- Pan, Jiazhu (Principal Investigator)
- 01-Jan-2024
- Capital Normal University (CNU) - Articulation Programme in Mathematics and Statistics
- Pan, Jiazhu (Principal Investigator)
- 05-May-2020
- Joint/External PhD Training Programme with SCAU
- Pan, Jiazhu (Principal Investigator)
- 01-Jan-2019
- ModLife
- 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-Dec-2019
- System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505
- Pan, Jiazhu (Principal Investigator)
- 24-Nov-2009 - 30-Apr-2010
- National Natural Science Foundation of China Project
- Pan, Jiazhu (Principal Investigator) Mao, Xuerong (Co-investigator)
- 01-Jan-2009 - 31-May-2011
Contact
Dr
Jiazhu
Pan
Senior Lecturer
Mathematics and Statistics
Email: jiazhu.pan@strath.ac.uk
Tel: 548 2853