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
Projects
- 4 Finished
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Efficient Bayesian Markov chain Monte-Carlo for Ultra-High-Dimensional Time Series
Zhu, D. (Primary Chief Investigator (PCI))
31/08/25 → 31/12/25
Project: Research
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Carer payments assessment process
Badji, S. (Primary Chief Investigator (PCI)), Petrakis, M. (Chief Investigator (CI)), Petrie, D. (Chief Investigator (CI)), Chen, G. (Chief Investigator (CI)), Zhu, D. (Chief Investigator (CI)), Li, J. (Chief Investigator (CI)), Walters, C. (Chief Investigator (CI)), Hassan, T. (Chief Investigator (CI)) & Leber, D. (Chief Investigator (CI))
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. (Primary Chief Investigator (PCI)), Zhu, Z. (Chief Investigator (CI)), Langrene, N. (Chief Investigator (CI)), Dong, W. (Chief Investigator (CI)) & Knight, K. (Project Manager)
1/01/20 → 31/12/22
Project: Research
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Prior sensitivity analysis for Bayesian Markov chain Monte Carlo ouput
Jacobi, L. (Primary Chief Investigator (PCI)), Zhu, D. (Chief Investigator (CI)) & Joshi, M. S. (Chief Investigator (CI))
ARC - Australian Research Council
1/01/18 → 31/12/20
Project: Research
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An analysis of vectorised automatic differentiation for statistical applications
Kwok, C. F., Zhu, D. & Jacobi, L., 2025, In: Stats. 8, 2, 27 p., 40.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints
Chan, J. C. C., Pettenuzzo, D., Poon, A. & Zhu, D., Apr 2025, In: Journal of Economic Dynamics and Control. 173, 19 p., 105061.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Estimating posterior sensitivities with application to structural analysis of Bayesian Vector Autoregressions
Jacobi, L., Zhu, D. & Joshi, M., 2025, In: Journal of Business and Economic Statistics. 43, 1, p. 134-149 16 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
Time-varying parameter MIDAS models: application to nowcasting US Real GDP
Chan, J. C. C., Poon, A. & Zhu, D., 2025, (Accepted/In press) In: Journal of Econometrics. 18 p., 106090.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
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 AccessFile2 Citations (Scopus)