Peiyao "PY" Cai

I regard myself as a young Jedi apprentice in statistics. My academical life is tripple folded: I study both statistics and finance, as well as mathematics.

My name is pronounced as Pay-Yau Tsai. I am a second year PhD student in Statistics at University of Michigan, Ann Arbor, where I also obtained my M.Sc degrees in Mathematics and Applied Statistics. Before coming to Michigan, I received my B.Sc degree in Finance at Guanghua School of Management, Peking University under supervision of Yingguang Zhang.

Email  /  CV  /  Github

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Research

I'm currently working on time series and expected shortfall regression under supervision of Prof. Kean Ming Tan.


Website source code credits to Dr. Jon Barron. I expect myself to have more cool contents under the Research tag as he does.