About me
My name is Yiqi Lin (ζδΊ¦ιΊ), and I obtained my Ph.D. in Statistics at The Chinese University of Hong Kong. My research is supervised by Chair/Prof. Xinyuan Song in the Department of Statistics, and co-supervised by Prof. Qingliang Fan in the Department of Economics. Previously, I was a Doctoral Visiting Researcher at the Department of Statistics, University of Oxford, where I collaborated with the renowned economist and statistician Prof. Frank Windmeijer on causal inference using instrumental variables.
Currently, I am a Quantitative Research Analyst at Qube Research and Technologies (QRT), focusing on mid/low-frequency global equity strategies.
My main research interests encompass High-Dimensional Statistics, Causal Inference, Machine Learning, and Bayesian Statistics. I aim to develop statistical methods that have reliable theoretical support, good empirical performance, and efficient practical algorithms for real-world problems.
News
- My research paper On the instrumental variable estimation with many weak and invalid instruments was accepted in JRSSB.
- I was honored to receive the Research Achievement Award from the Department of Statistics at CUHK.
Contact Info
π§ Email: YiqiLIN@link.cuhk.edu.hk
π’ Office: 25 Floor, Central Tower,28 Queen's Road central, Hong Kong