Dr Jiazhu Pan

Senior Lecturer

Mathematics and Statistics

Contact

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.

  

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Publications

Estimation of constrained factor models for high-dimensional time series
Liu Yitian, Pan Jiazhu, Xia Qiang
Journal of Forecasting (2025)
https://doi.org/10.1002/for.3249
Impact of economic growth and exchange rate volatility on FDI inflows : cointegration and causality tests for the BRICS countries
Elian Mohammad I, Bani-Mustafa Ahmed, Sawalha Nabeel, Alsaber Ahmad R, Pan Jiazhu
International Journal of Economics and Financial Issues Vol 15, pp. 42–54 (2024)
https://doi.org/10.32479/ijefi.17311
Threshold network GARCH model
Pan Yue, Pan Jiazhu
Journal of Time Series Analysis Vol 45, pp. 910–930 (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

More publications

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Professional Activities

Annals of Statistics (Journal)
Peer reviewer
2/2/2025
Yuan Feng
Host
2/12/2024
Modelling Dynamic Spatio-temporal Data with Network Structure
Keynote speaker
22/11/2024
Qiang Xia
Host
6/8/2024
Li Xiao
Host
3/8/2024
Communications in Statistics – Theory and Methods (Journal)
Peer reviewer
7/7/2024

More professional activities

Projects

Strath-SCAU Research on Analysis of High-Dimensional Data
Pan, Jiazhu (Principal Investigator)
This funding is generated from articulation programme with SCAU. It supports collaborative research on statistical analysis of high-dimensional data for researchers from both universities.
31-Jan-2024
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-Jan-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-Jan-2019
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

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Contact

Dr Jiazhu Pan
Senior Lecturer
Mathematics and Statistics

Email: jiazhu.pan@strath.ac.uk
Tel: 548 2853