DEPARTMENT OF APPLIED MATHEMATICS 108 Email mathjunyi.zhang@polyu.edu.hk Qualification BSc (Shandong University) MSc (The University of Edinburgh) PhD (London School of Economics and Political Science) ORCID ID 0000-0001-8986-6588 Dr ZHANG Junyi Research Assistant Professor Research Overview My current research interests lie in the interaction between the theory of Lévy processes and Bayesian nonparametric statistics. Using the properties of Lévy processes, I am working on a new approximation method for the Normalised Random Measures with Independent Increments (NRMIs) which provides both a lower truncation error and a reasonable explanation for the corresponding Bayesian nonparametric models. I am also interested in the option pricing theory and the simulation of stochastic processes. Representative Publications • Zhang, J., & Dassios, A. (2023). Truncated Poisson – Dirichlet approximation for Dirichlet process hierarchical models. Stat. Comput., 33(1), 1-20 • Dassios, A., & Zhang, J. (2022). First hitting time of Brownian motion on simple graph with skew semiaxes. Methodol. Comput. Appl. Probab., 24(3), 1805-1831 • Dassios, A., & Zhang, J. (2021). Exact simulation of twoparameter Poisson-Dirichlet random variables. Electron. J. Probab., 26, 1-20, 5 • Dassios, A., & Zhang, J. (2020). Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8(4), 127 Achievement • Visiting Fellow, London School of Economics, 2021-2022
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