Biography

Mengyu Xu received the Bachelor’s Degree in Statistics from Renmin University of China, Beijing , China in 2010. She received the M.S. and Ph.D. degree from the Department of Statistics in the University of Chicago, Chicago, USA in 2012 and 2016. Her research interests include the covariance matrix estimation and time-varying network recovery from high-dimensional time series and the distribution theory of quadratic forms and high-dimensional hypotheses test.

Courses

Fall 2019

  • STA 4183 – Theory of Interest
  • STA 4186 – Theory of Derivative Pricing

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