• Financial time series (especially high-frequency financial data)
• Spatial statistics
• Biosurveillance
  
• High dimesional statistical inference
• Bayesian methodologies for risk analysis

• Zou, J., Wang, F. and Wu, Y. (2017). Vast Portfolio Allocation and Risk Analysis using High-Frequency Financial Data. Statistics and Its Interface. Accepted.

• Wang, Y., Wu, S. and Zou, J. (2016). Quantum Annealing With Markov Chain Monte Carlo Simulations and D-Wave Quantum Computers. Statistical Science. 31(3):362-398.

• Kim, D., Wang, Y. and Zou, J. (2016). Asymptotic theory for large volatility matrix estimation based on high-frequency financial data. Stochastic Processes and their Applications. 126(11):3527–3577.

• Zou, J. and Huang, C. (2016). Efficient Portfolio Allocation with Sparse Volatility Estimation for High-Frequency Financial Data. Proceedings of IEEE International Conference on Big Data 2016, 2332-2341. DOI: 10.1109/BigData.2016.7840866

• Zou, J., An, Y. and Yan, H. (2015). Volatility Matrix Inference in High-Frequency Finance with Regularization and Efficient Computations. Proceedings of IEEE InternationalConference on Big Data 2015, 2437-2444. DOI: 10.1109/BigData.2015.7364038
  

• Zou, J., Karr, A.F., Datta, G., Lynch, J. and Grannis, S. (2014). A Bayesian spatio-temporal approach for real-time detection of disease outbreaks: A case study. BMC Medical Informatics and Decision Making. 

• Zou, J. and Zhang, H. (2014). High-frequency financial statistics with parallel R and Intel Xeon Phi coprocessor. In Proceedings of IEEE International Conference on Big Data 2014, Washington, DC. 

• Wang, Y. and Zou, J. (2014). Volatility Analysis in High-Frequency Financial Data. WIREs: Computational Statistics, 6(6):393--404.

• Zou, J. and Wang, Y. (2013). Statistical Methods for Large Portfolio Risk Management. Statistics and Its Interface, 6, 477--485.
  

• Zou, J. and Huang, H. (2013). On Portfolio Allocation: A Comparison of Using Low-Frequency and High-Frequency Financial Data. Topics in Applied Statistics, Hu, M.; Liu, Y. \& Lin, J. (Eds.) Springer New York, 55, 13--22.

• Zou, J., Karr, A.F., Banks, D., Heaton, M., Datta, G., Lynch, J. and Vera, F. (2012). Bayesian Methodology for the Analysis of Spatio-Temporal Surveillance Data. Statistical Analysis and Data Mining. 5, 194-204.

• Heaton, M., Banks, D., Zou, J., Datta, G., Karr, A.F., Lynch, J. and Vera, F. (2012). A Spatio-Temporal Absorbing State Model for Disease and Syndromic Surveillance. Statistics in Medicine, 31, 2123-2136.

• Cressie, N., Assuncao, R., Holan, S., Levine, M, Nicolis, O., Zhang, J. and Zou, J. (2012). Dynamical Random-Set Modeling of Concentrated Precipitation in the US. Statistics and Its Interface. 5, 169-181.

• Tao, M., Wang, Y., Yao, Q., Zou, J. (2011). Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches. Journal of the American Statistical Association. 106, 1025-1040.

• Wang, Y. and Zou, J. (2010). Vast Volatility Matrix Estimation for High-Frequency Financial Data. Annals of Statistics, 38, 943-978.

• Duan, J., Wang, Y. and Zou, J. (2009). The Speed of Option Price Convergence from GARCH to Diffusion Models. International Journal of Theoretical and Applied Finance, 12, 359-391.

Consulting Experience

• Conning Asset Management, Swiss Re. Group, Hartford, CT
  Financial Services Analyst, August 2008 - December 2008

• General Electric, Stamford, CT
  Summer Research Analyst,   May 2008 - August 2008

• Center of Applied Statistics, University of Connecticut, CT
  Consulting Assistant, August 2007 - May 2008