I am currently a Ph.D. student at Zhejiang University, under the supervision of Prof. Wenyu Zhou. In addition, I work closely with Prof. Zhuosong Zhang. Previously, I obtain my M.S. degree from Department of STAT-DS at SUSTech, under the supervision of Prof. Qi-Man Shao and bachelorโs degree from Southwestern University of Finance and Economics. My research interests include econometrics theory and empirical asset pricing.
๐ซ Educations
- 2024.05 - present, Ph.D. Student and Pre-doc, Zhejiang University, Econometrics Theory, Asset Pricing.
- 2022.08 - 2024.06, M.S. Southern University of Science and Technology, Probability Limitation Theory and Statistics.
- 2018.08 - 2022.06, B.S. Southwestern University of Finance and Economics, Finance and AI.
๐ Thesis
-
Distuirbuted Statistical Inference of Weighted Statistics under Heterogenity
Shenzhen, SUSTech, 2024 [Link]
๐ Publications
- Iโm working hardโฆ๐งโ๐ป๐งโ๐ป๐งโ๐ป
๐ Working Papers
-
Nonlinear IPCA with Instrument Selection, with Qiuhua Xu and Qi Zhang
-
Multi-Factor Asset Pricing via Model-Averaging [Link], with Moyu Liao and Wenyu Zhou. Submitted to Management Science.
-
่ฐๅจๅ้ Alpha๏ผไธญๅฝA่กๅธๅบไธๅ็ฑปๅๅบ้็็ปฉๆๅๅ็ ็ฉถ, ๅไฝ่ : ้ซๆ,ๅจ้ปๅฎ,้ซๆ
-
ไธญๅฝA่กๅธๅบ้ๅๅบ้็ๆ่ต่กจ็ฐ,ๅไฝ่ :ๅจ้ปๅฎ,็้ธๅฎ,้ปๆ็คผ
๐ฌ Talks and Conferences
- 2025.11, China Tech-Fin Research Conference, Presenter
- 2024.12, ZIBS Doctoral Student Forum, Host
๐งโ๐ซ Teaching Experiences
- 2025.9 - 2026.1, TA, Machine Learning in Finance, ZJU.
- 2025.9 - 2026.1, TA, Econometrics, ZJU.
- 2023.9 - 2024.1, TA with Tutorial , Foundation of Probability Theory, SUSTech.
- 2023.2 - 2023.7, TA, Bayes Statistics, SUSTech.
๐ Honors and Awards
- 2019.05 Champion of the Chinese Poetry Competition at SWUFE
๐ป Internships
- 2023.04 - 2023.07, The PHBS Think Tank, Shenzhen.
- 2019.06 - 2019.09, Survey and Research Center for China Household Finance, Chengdu.