Mr. Haozhe Jiang presented at the SMSA conference

Supported by DFG, Mr. Haozhe Jiang from our chair, presented his research at the SMSA conference: Stochastic Models, Statistics and their Application, 2026. This project is a joint work with his supervisor, Prof. Ostap Okhrin, and Prof. Michael Rockinger from the Faculty of Business and Economics, University of Lausanne, Lausanne, Switzerland. The research topic is using convolutional neural networks to estimate low-frequency skewness from a high-frequency time series and establishing the unbiasedness by classical universal approximation results and Rademacher complexity arguments.