Dr Jiazhu Pan
Senior Lecturer
Mathematics and Statistics
Personal statement
Before I joined Department of Mathematics and Statistics, I had been working at Peking University and London School of Economics. My major research interests are Time Series Analysis, Financial Econometrics and Multivariate Analysis. My research outcomes have been published in the top journals in Statistics and Econometrics such as Biometrika, Journal of Econometrics and Econometric Theory. I have been invited to be a referee for Annals of Statistics, Biometrika, Econometric Theory, Econometrics Journal, Journal of Econometrics, Journal of the American Statistical Association, Journal of Multivariate Analysis, Science China Mathematics, Journal of Royal Statistical Society(Series B), Stochastic Processes and their Applications, and many other journals. I was one of session chairs of 7th World Congress in Probability and Statistics. I was one of keynote speakers for the session of financial time series in the world congress of computational statistics.
During my post in China, I was the principal investigator of several projects supported by the national Natural Science Foundation of China (NSFC), and was awarded the second-rank prize of natural science by the Ministry of Education in China. I have been appointed as a reviewer for NSFC，EPSRC UK, Research Council Hong Kong and MATH AmSud Program 2015 France. I have a great number of long-time collaborators based in China, US and UK. Currently I am carrying out research on modelling high dimensional dynamic data and social networks with my PhD students. I have had joint research on Chemometrics with colleagues in Department of Pure and Applied Chemistry for a major H2020 project ModLife. I also have had collaborative studies on COVID-19 with colleagues in the medical sector.
Publications
- Factors associated with cognitive function outcomes among older adults in Kuwait : A cross-sectional study
- Albuloshi Thurayya, Kamel Ahmed, Alsaber Ahmad, Alawadhi Balqees, Pan Jiazhu, Abd-El-Gawad Wafaa Mostafa, Bouhaimed Manal, Spencer Jeremy
- BMC Geriatrics Vol 25 (2025)
- https://doi.org/10.1186/s12877-025-05882-0
- Advancing pearl millet yield forecasting : comparative analysis of individual and ensemble machine learning approaches over Rajasthan, India
- Alsaber Ahmad, Setiya Parul, Satpathi Anurag, Aljamaan Abrar, Pan Jiazhu
- PLoS ONE Vol 20 (2025)
- https://doi.org/10.1371/journal.pone.0317602
- Estimation of constrained factor models for high-dimensional time series
- Liu Yitian, Pan Jiazhu, Xia Qiang
- Journal of Forecasting (2025)
- https://doi.org/10.1002/for.3249
- Impact of economic growth and exchange rate volatility on FDI inflows : cointegration and causality tests for the BRICS countries
- Elian Mohammad I, Bani-Mustafa Ahmed, Sawalha Nabeel, Alsaber Ahmad R, Pan Jiazhu
- International Journal of Economics and Financial Issues Vol 15, pp. 42–54 (2024)
- https://doi.org/10.32479/ijefi.17311
- Threshold network GARCH model
- Pan Yue, Pan Jiazhu
- Journal of Time Series Analysis Vol 45, pp. 910–930 (2024)
- https://doi.org/10.1111/jtsa.12743
- Geometric ergodicity and conditional self-weighted M-estimator of a GRCAR(p) model with heavy‐tailed errors
- Li Xiaoyan, Pan Jiazhu, Song Anchao
- Journal of Time Series Analysis Vol 44, pp. 418-436 (2023)
- https://doi.org/10.1111/jtsa.12680
Professional Activities
- Econometric Reviews (Journal)
- Peer reviewer
- 25/2/2025
- Annals of Statistics (Journal)
- Peer reviewer
- 2/2/2025
- Yuan Feng
- Host
- 2/12/2024
- Modelling Dynamic Spatio-temporal Data with Network Structure
- Keynote speaker
- 22/11/2024
- Qiang Xia
- Host
- 6/8/2024
- Li Xiao
- Host
- 3/8/2024
Projects
- Assessing the Short/Long Run Relationship Between Climate Change and Air Quality Index on Lifestyle and All-Cause Mortality Measured by UK Biobank
- Pan, Jiazhu (Principal Investigator)
- This proposal aims to investigate the short and long-term impacts of climate change and air quality index on lifestyle and all-cause mortality using data from the UK Biobank. By developing a multivariate time series model using advanced machine learning algorithms, we intend to identify the most influential pollutants on participants' health and predict the causality of mortality. Various multivariate time series algorithms will be compared to determine the most accurate model.
- 01-Jan-2024 - 31-Jan-2025
- Strath-SCAU Research on Analysis of High-Dimensional Data
- Pan, Jiazhu (Principal Investigator)
- This funding is generated from articulation programme with SCAU. It supports collaborative research on statistical analysis of high-dimensional data for researchers from both universities.
- 31-Jan-2024
- Articulation Programme with South China Agricultural University (SCAU)
- Pan, Jiazhu (Principal Investigator)
- 01-Jan-2024
- Capital Normal University (CNU) - Articulation Programme in Mathematics and Statistics
- Pan, Jiazhu (Principal Investigator)
- 05-Jan-2020
- ModLife
- Sahin, Atakan (Researcher) Mishra, Puneet (Researcher) Nordon, Alison (Co-investigator) Morris, Anthony (Co-investigator) Pan, Jiazhu (Co-investigator)
- ModLife is a strong European network consisting of 5 leading universities as academic partners and 4 major companies and 2 SMEs as industrial partners joining forces to realize the vision and the objectives of this initiative. The network represents in total 5 European countries. The network undertakes innovative and original research and offers scientific training in Model-based Optimization, Monitoring and Control as Enabling Technologies for process/product development and innovation in life science industries. ModLife provides unique multi-sectoral and multi-disciplinary research and training opportunities for a total of 15 ESRs with an equivalent of 540 months with background in chemistry, biology, physics, applied mathematics and statistics, optimization and control, chemical and process engineering. The interdisciplinary skills developed by the network are urgently required by the life science industrial sectors. It will also open new employment opportunities in virtually every sector of life science industries including healthcare, biotechnology, food production, etc.
- 01-Jan-2016 - 31-Jan-2019
- System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505
- Pan, Jiazhu (Principal Investigator)
- 24-Jan-2009 - 30-Jan-2010
Contact
Dr
Jiazhu
Pan
Senior Lecturer
Mathematics and Statistics
Email: jiazhu.pan@strath.ac.uk
Tel: 548 2853