Projects per year
Personal profile
Biography
Dr Dan Zhu is a Professor at the Department of Econometrics and Business Statistics, Monash University. She hold a PhD in Financial Mathematics and Actuarial Science from the Economics department, University of Melbourne. Dr Dan Zhu's research interests include numerical methods for sensitivity analysis, financial mathematics, optimization of stochastic dynamical systems, and Bayesian analysis.
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):
Research area keywords
- Financial Mathematics
- Actuarial Science
- Simulation
- Bayesian Methods
- Macroeconometrics
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Efficient Bayesian Markov chain Monte-Carlo for Ultra-High-Dimensional Time Series
31/08/25 → 31/12/25
Project: Research
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Carer payments assessment process
Badji, S., Petrakis, M., Petrie, D., Chen, G., Zhu, D., Li, J., Walters, C., Hassan, T. & Leber, D.
28/05/24 → 6/01/25
Project: Research
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Data61 CRP #45 - Developing advanced Monte-Carlo simulation methods and utilising the partial proxy approach to create stable and accurate first and second order derivatives of financial options
Zhu, D., Zhu, Z., Langrene, N., Dong, W. & Knight, K.
1/01/20 → 31/12/22
Project: Research
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Prior sensitivity analysis for Bayesian Markov chain Monte Carlo ouput
Jacobi, L., Zhu, D. & Joshi, M. S.
Australian Research Council (ARC)
1/01/18 → 31/12/20
Project: Research
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Constructing density forecasts from quantile regressions: multimodality in macrofinancial dynamics
Mitchell, J., Poon, A. & Zhu, D., Aug 2024, In: Journal of Applied Econometrics. 39, 5, p. 790-812 23 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Do recessions and bear markets occur concurrently across countries? A multinomial logistic approach
Poon, A. & Zhu, D., 2024, In: Journal of Financial Econometrics. 22, 5, p. 1482-1502 21 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Estimating posterior sensitivities with application to structural analysis of Bayesian Vector Autoregressions
Jacobi, L., Zhu, D. & Joshi, M., 2024, (Accepted/In press) In: Journal of Business and Economic Statistics. 16 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
Loaiza-Maya, R., Nibbering, D. & Zhu, D., Apr 2024, In: Journal of Econometrics. 241, 2, 18 p., 105741.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Multi-population mortality modelling: a Bayesian hierarchical approach
Shi, J., Shi, Y., Wang, P. & Zhu, D., Jan 2024, In: ASTIN Bulletin. 54, 1, p. 46-74 29 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile