Hi! I am a postdoctoral researcher in Department of Statistics, Rice University. I am working with Professor Philip A. Ernst and my research is funded by U.S. Office of Naval Research grant N00014-18-1-2192.

Previously I was a graduate student in Department of Statistics at the University of Chicago. My dissertation advisor was Professor Per A. Mykland. My research in graduate school was supported by the fellowship from the Department of Statistics at the University of Chicago, the National Science Foundation grants DMS 14-07812 and DMS 17-13129, and the Stevanovich Fellowship 2019.

My dissertation centered on statistical methods and theory for large-scale high-frequency data. Main topics are nonparametric frameworks to extract dynamic cross sections and dependence structures from massive datasets, utilize low-latency noisy measurements and handle missing observations, enhance accuracy and statistical efficiency by leveraging the power of signal processing, statistics and stochastic calculus. I currently work on problems from financial mathematics and statistical inference for stochastic processes.

Contact

Department of Statistics, Rice University
6100 Main Street, MS 138
Houston, TX 7The 77005
richard.chen[at]rice[dot]edu