Dr Jiazhu Pan


Mathematics and Statistics

Personal statement

I joined Department of Mathematics and Statistics in 2007. Previously I have worked at Peking University and London School of Economics. My major research interests are in 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. 



Bayesian analysis of multiple thresholds autoregressive model
Pan Jiazhu, Xia Qiang, Liu Jinshan
Computational Statistics Vol 32, pp. 219–237 (2017)
Testing a linear ARMA Model against threshold-ARMA models : a Bayesian approach
Liang Rubing, Xia Qiang, Pan Jiazhu, Liu Jinshan
Communications in Statistics - Simulation and Computation Vol 46, pp. 1302-1317 (2017)
Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
Wang Hui, Pan Jiazhu
Statistics and Probability Letters Vol 91, pp. 117–123 (2014)
Assessing the impact of derived behaviour information on customer attrition in the financial service industry
Tang Leilei, Thomas Lyn, Fletcher Mary H, Pan Jiazhu, Marshall Andrew
European Journal of Operational Research Vol 236, pp. 624-633 (2014)
Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models
Wang Hui, Pan Jiazhu
Science China Mathematics Vol 57, pp. 1341–1360 (2014)
Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs
Xia Qiang, Liu Jinshan, Pan Jiazhu, Liang Rubing
Communications in Statistics - Simulation and Computation Vol 41, pp. 1089-1104 (2012)

more publications

Professional activities

Communications in Statistics – Theory and Methods (Journal)
Peer reviewer
Annals of Statistics (Journal)
Peer reviewer
Recent Developments In Nonlinear Time Series Analysis
Invited speaker
Journal of Applied Statistics (Journal)
Recent Research on Dynamic High Dimensional Data
Keynote speaker
Journal of Time Series Analysis (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)
South China Agricultural University (SCAU) - Articulation Programme
Pan, Jiazhu (Principal Investigator)
Articulation Programme with South China Agricultural University (SCAU) through the Chinese Government Recruitment Scheme. 30 studentship places have now been secured). When fully filled this scheme could mean 60 international students (30 students in year 3 and 30 in year 4)
Articulation Programme with South China Agricultural University (SCAU)
Pan, Jiazhu (Principal Investigator) Mulholland, Anthony (Co-investigator)
This is a new 2+2 UG Articulation Agreement with SCAU in China. The first intake will start in China in Sept 2019 and will join Strathclyde in 2021. The planned number of students for the 2+2 class each year is 30. The students will be recruited through the Chinese governmental scheme. Strathclyde could have 60 students (in year 3 and year 4) from this programme each academic year after it will reach its steady stage. This could bring nearly a million pounds to Strathclyde a year then. The first 30 studentship places have been secured already.
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)
30-Jan-2012 - 30-Jan-2013

more projects


Mathematics and Statistics
Livingstone Tower

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