Hi
My name is Yangzhuoran Yang, but usually I let people call me Fin since that’s easier if you don’t speak Chinese.
I am an assistant professor in statistical learning at the Department of Data Analytics and Digitalisation (DAD) at Maastricht University. My recent research focuses on time series forecasting, outlier detection, and robust estimation.
Sometimes I think about the mismatch between the assumption of forecasting models and the DGP itself, and how this can be mitigated by the post-forecast adjustment process. In the long run, I hope to study more about methods and theories that assume less but still provide practical guidance for our understanding of time series forecasting.
I did my PhD at Monash University with Professor Rob J. Hyndman, Professor George Athanasopoulos, and Professor Anastasios Panagiotelis. I did some postdoc with Associate Professor Ines Wilms in the Department of Quantitative Economics at Maastricht University.
I am a frequent R package writer. I have also been teaching for a while.