Dr. Peng Joined RPI in 2018. Prior to that, he taught at SUNY Albany from 2008 to 2017. He received his PhD in Economics from Yale Univeristy in 2008, his Master in Statistics in 2001 and Bachelor in Economics and Mathematics in 1999 from Macquarie University in Australia. Dr. Peng is an econometrician, He currently works on measuring forecasting accuracy and high dimensional statistics.
Yale University, Ph.D.
- Forecasting, Large Sample Asymptotics, Model Slection and High Dimensional Statistics
- "Testing the value of probability forecasts for calibrated combining" , International Journal of Forecasting, vol 31(1), pp.113-129, 2015.
- “Online learning and forecast combination in unbalanced panels”, Econometric Reviews, vol(36), pp257-288, 2017.
- “Measuring uncertainty of a combined forecast and some tests for forecaster Heterogeneity” , Advance in Econometrics, Vol (43), part A., 2021