Personal profile
Author IDs
ORCID iD: 0009-0008-2783-1644
Scopus Author ID: 59409713200
Impact
Qualifications (Brief)
Biography
Dr. Baojun Dou is an assistant professor of business statistics at the City University of Hong Kong. He received Ph.D. and M.S. from the London School of Economics, MFE from University of California, Berkeley, and B.S. from Wuhan University. His research interests include high-dimensional time series, spatio-temporal processes and statistical learning in finance. From 2016 to 2022, Dr. Baojun Dou worked as a quantitative researcher at Goldman Sachs and CITIC Securities.
Research Interests/Areas
- high dimensional time series
- spatio-temporal processes
- statistical learning for finance
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 3 Good Health and Well-being
Fingerprint
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Collaborations from the last five years
Research output
- 4 RGC 21 - Publication in refereed journal
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Interaction effects between serum 25(OH)D and CRP status on cancer related mortality in adult cancer survivors
Zhang, H., Dou, B., Sun, X. & Chen, X., 2025, In: Scientific Reports. 15, 14798.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open AccessFile3 Link opens in a new tab Citations (Scopus)14 Downloads (CityUHK Scholars) -
Obesity, composite dietary antioxidant index, and their interactive association with the risk of cardiometabolic multimorbidity in the elderly from a large national survey
Zhang, H., Dou, B., Chen, X. & Sun, X., 2025, In: Lipids in Health and Disease. 24, 132.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open AccessFile2 Link opens in a new tab Citations (Scopus)4 Downloads (CityUHK Scholars) -
SPARSE FACTOR MODEL FOR HIGH DIMENSIONAL TIME SERIES
Wu, X., Dou, B. & Zhang, R., Oct 2026, In: Statistica Sinica. 36, 4Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open Access -
Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients
Dou, B., Parrella, M. L. & Yao, Q., Oct 2016, In: Journal of Econometrics. 194, 2, p. 369-382Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open AccessFile35 Link opens in a new tab Citations (Scopus)76 Downloads (CityUHK Scholars)
Projects
- 2 Active
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ECS: High Dimensional Spatio-Temporal Autoregressive Models for Matrix-Valued Time Series
DOU, B. (Principal Investigator / Project Coordinator)
1/01/25 → …
Project: Research
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NSFC: 2025 Hong Kong Conference for FinTech, AI, and Big Data in Business
DOU, B. (Principal Investigator / Project Coordinator) & GAO, J. (Co-Investigator)
1/07/24 → …
Project: Research