Yu Shao’s Personal Website

Yu Shao earned his Ph.D. in Statistics from Boston University in 2024 and was advised by Professor Ting Zhang. Yu Shao also holds a Master’s Degree in Financial Mathematics from the Johns Hopkins University and dual Bachelor’s Degrees in Mathematics and Computer Science from Renmin University of China. His research interests include time series analysis, kernel-based nonparametric learning, and their financial applications. He is dedicated to developing advanced statistical methods for nonstationary time series and implementing innovative techniques in semiparametric regression models. Beyond his academic pursuits, Yu Shao has gained experience in the finance industry through internships at the Stepstone Group and IMC Trading, where he applied his expertise in quantitative analysis and trading strategies. Currently, he is working as a Senior Business Consultant at Ernst & Young. In addition to his academic and professional endeavors, Yu Shao enjoys reading fiction novels, classic Chinese literature and poetry, and participating in marathon running. If you would like to discuss potential collaboration opportunities with Yu Shao, please contact him at yshao19@bu.edu.