Supervisors: Dr Alessia Paccagnini & Professor Cal Muckley
Thesis Title: Essay on Bayesian Vector Auto-Regression for Large Macro-Finance Dataset Forecasting
Research Interests: Financial econometrics, Forecasting, Applied macroeconomics, Bayesian econometrics, Operational risk in banking and finance.
Mingchuan Zhou is a full-time PhD student in banking and finance at UCD's Michael Smurfit Graduate Business School. Her research interests is financial econometrics, operational risk regulation, forecasting, Bayesian econometrics and applied macroeconomics. She is now focusing on the Bayesian Vector Autoregression (VAR) models which contribute to forecasting in financial time series data. Besides, she is willing to explore the topic on operational risk relative to the financial regulation in banking and finance. Mingchuan is responsibility role for teaching assistant at Quinn Business School and Smurfit Business School.