About

David Siang-Li Jheng is a PhD candidate at the Doctoral School of Cybernetics and Economic Statistics, Bucharest University of Economic Studies, Romania. His research focuses on detecting anomalies and modeling dependence structures in high-dimensional, high-frequency financial data. 

With a background in financial engineering and mathematics from National Yang Ming Chiao Tung University (NYCU) and National Taiwan Normal University (NTNU), he investigates systemic risks through advanced methodologies such as Financial Risk Meters and anomaly detection models.