Haotian Xu

Getting to know the doctoral candidates of the Geneva School of Economics and Management. Today, former GSEM Ph.D. student Haotian Xu from the Research Center for Statistics tells us more about his research.

Full name and Nationality?
Haotian Xu, China.

Academic Background?
I have studied Statistics since college. I obtained a Master’s degree in Statistics from the University of Illinois at Urbana-Champaign, and a Ph.D. degree in Statistics from Université de Genève.

Program and Specialization?
My research focuses on time series and high-dimensional inference.
My thesis co-advisors were Prof. Maria-Pia Victoria-Feser and Prof. Stéphane Guerrier. I was also supervised by Prof. Yuan Ke from the University of Georgia on some projects.

Why did you choose to study for your Ph.D. at the GSEM?
During my masters at the University of Illinois at Urbana-Champaign, I was very fortunate to undertake research under the supervision of Prof. Guerrier while he was an assistant professor. This research experience strengthened my resolve to start an academic career in Statistics. Choosing Prof. Victoria-Feser as my advisor at the GSEM is influenced by Prof. Guerrier’s educational background and his experience at the GSEM. I believe it is the best choice I have made, and I will recommend the GSEM to someone considering a Ph.D. in Statistics.

What is your Ph.D. about, and why did you choose your research topic?
In time series, it is believed that data observed at different time points are dependent on each other. We propose and study a new modeling approach for multivariate time series. Moreover, we also study the problem of estimating autocovariance matrices under high-dimensionality and heavy-tailedness.

What is one thing that you have enjoyed the most during your Ph.D.? What is, or has been, the most challenging part?
For me, the process of exploring a good research problem and solving it is the most challenging part. However, I am fortunate that I was able to present my problem and discuss new ideas with my co-advisors and colleagues at the GSEM during our weekly meetings and lunch breaks. This discussion helped me, and I enjoyed it the most.

Tell us something fun about yourself.
I enjoy playing ping-pong at CTT Rapid-Genève.

> Dr. Haotian Xu successfully defended his thesis on “Contributions to time series analysis” and obtained his Ph.D. in Statistics on 29 June 2021.