Before I joined Department of Mathematics and Statistics, I had been working at Peking University and London School of Economics. My current research interests are Time Series Analysis, Modelling High-Dimensional Data, Statistical Machine Learning, and Financial Econometrics. 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, Journal of Time Series 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，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 from finance, health care and environmental science 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.