Junyi Zhang is a Visiting Fellow in the Department of Statistics at London School of Economics and a Research Assistant Professor in the Department of Applied Mathematics at Hong Kong Polytechnic University. He received his PhD degree in 2021 from London School of Economics, supervised by Prof Angelos Dassios and Prof Beatrice Acciaio.
Junyi's current research interest is about Levy processes, exact simulation, and their applications in Bayesian statistics. He is also interested in the first hitting time and excursion theory of stochastic processes.