Biography

Di Wang received his Ph.D. from the Department of Statistics and Actuarial Science at the University of Hong Kong and conducted postdoctoral research at the University of Chicago Booth School of Business under the supervision of econometrics authority Ruey S. Tsay. He is currently a Tenure-Track Associate Professor at the School of Mathematical Sciences, Shanghai Jiao Tong University. His primary research areas include high-dimensional time series analysis, robust statistical inference, and cross-disciplinary research in fintech and big data. This includes: high-dimensional time series modeling — proposing a unified robust estimation framework for vector autoregressive (VAR) models to address outliers, heavy-tailed distributions, and conditional heteroscedasticity; and statistical machine learning — combining tensor decomposition and regularization methods to optimize computational efficiency for high-dimensional data, with applications to network structures, sparse, and reduced-rank models. Through data truncation and regularization techniques, he achieves minimax optimal convergence rates under finite moment conditions, obtaining rate-optimal robust estimates that break through traditional sub-Gaussian assumptions. He proposed the "response and predictor co-structure" matrix autoregressive model, improving macroeconomic forecasting and structural analysis precision. He has published in top-tier journals including Annals of Statistics, Journal of the American Statistical Association (JASA), Journal of Econometrics (JOE), and Journal of Business & Economic Statistics (JBES). He has been awarded the NSFC Young Scientist Fund and participates in NSFC Major Projects. He has also received the Overseas Outstanding Postdoctoral Talent Program and the Shanghai Morning Star Sailing Plan. He teaches undergraduate courses on "Time Series Analysis" and "Big Data Analysis," and has designed AI-empowered courses combining statistical learning with spatiotemporal artificial intelligence to cultivate industrial data analysis capabilities.