Inference on Matrix-valued Factor Models under a Fixed Time Horizon
Published by
Econometric Reviews
Summary
Published in Econometric Reviews, 44(10), 1518–1540. (ABS: 3; ABDC: A)
About
A highly accomplished Associate Professor of Finance and Econometrics with tenure, specializing in high-dimensional econometrics and tensor time series analysis. Drives impactful research published in top-tier journals, securing significant grants, and recognized for excellence in teaching and academic mentorship within the financial and economic domains. Leverages advanced quantitative methods to address complex challenges in financial modeling and economic forecasting.
Work
Capital University of Economics and Business
|Associate Professor (with tenure)
Beijing, Beijing, China
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Summary
Led advanced research initiatives and delivered high-level instruction in finance and econometrics, culminating in academic tenure and significant contributions to the field.
Highlights
Achieved academic tenure based on a strong record of impactful research, pedagogical excellence, and dedicated institutional service.
Published multiple articles in leading journals, including 'Journal of Business & Economic Statistics' (ABS: 4; ABDC: A*) and 'Econometric Reviews' (ABS: 3; ABDC: A).
Secured a RMB¥ 300,000 research grant from the National Natural Science Foundation of China for multi-dimensional data analysis.
Awarded the 'Excellent Teaching Award (Bachelor)' in 2022 and advised a 'Beijing Excellent Bachelor Thesis' Awardee in 2021, demonstrating commitment to student success.
Presented cutting-edge research at prestigious international conferences, including SETA (Macau), PKU-NUS (Beijing), and IAAE (Xiamen).
Capital University of Economics and Business
|Assistant Professor
Beijing, Beijing, China
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Summary
Conducted rigorous research and delivered high-quality instruction in financial econometrics and quantitative methods, building a foundation for academic progression.
Highlights
Authored and co-authored peer-reviewed articles in reputable economic and finance journals, establishing a robust early-career research profile.
Developed and taught undergraduate courses including Financial Modeling and Data Analysis, Applied Stochastic Processes, and Financial Econometrics.
Received the 'Excellent Teaching Award (Bachelor)' in 2020, recognizing outstanding pedagogical contributions and student engagement.
Actively contributed to the academic community through ad hoc peer review for more than five highly-ranked journals, including 'Econometric Reviews' and 'Journal of Business & Economic Statistics'.
Education
Goethe University Frankfurt
Frankfurt, Hesse, Germany
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Ph.D.
Finance
Courses
Advanced Econometrics
Financial Theory
Quantitative Methods
Massachusetts Institute of Technology
Cambridge, MA, United States of America
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Visiting Ph.D. Scholar
Financial Econometrics
Hong Kong University of Science and Technology
Hong Kong, Hong Kong, China
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B.Sc.
Quantitative Finance
Courses
Quantitative Methods
Financial Mathematics
Statistical Analysis
Mathematics (Minor)
Awards
Excellent Teaching Award (Bachelor)
Awarded By
Capital University of Economics and Business
Awarded for exceptional teaching performance and positive impact on undergraduate students.
Advisor of “Beijing Excellent Bachelor Thesis” Awardee
Awarded By
Capital University of Economics and Business
Recognized for successfully mentoring a student whose bachelor thesis received the prestigious 'Beijing Excellent Bachelor Thesis' award.
Excellent Teaching Award (Bachelor)
Awarded By
Capital University of Economics and Business
Awarded for exceptional teaching performance and positive impact on undergraduate students.
Publications
Avoiding Jumps in the Rotation Matrix of Time-varying Factor Models
Published by
Finance Research Letters
Summary
Published in Finance Research Letters, 67B(105869). (ABS: 2; ABDC: A)
Institutions, International Financial Integration, and Output Growth
Published by
Journal of Economic Behavior & Organization
Summary
Co-authored with Michael Binder, Georgios Georgiadis and Sunil Sharma. Published in Journal of Economic Behavior & Organization, 219, 450-472. (ABS: 3; ABDC: A*)
Identification of Time-varying Factor Models
Published by
Journal of Business & Economic Statistics
Summary
Published in Journal of Business & Economic Statistics, 42(1), 76–94. (ABS: 4; ABDC: A*)
Identification of Matrix-valued Factor Models
Published by
Economics Bulletin
Summary
Published in Economics Bulletin, 44(2), 550–556. (ABDC: C)
Long Memory Factor Model: On the Estimation of Factor Memory
Published by
Journal of Business & Economic Statistics
Summary
Published in Journal of Business & Economic Statistics, 40(2), 756–769. (ABS: 4; ABDC: A*)
Whittle-type Estimation under Long Memory and Nonstationarity
Published by
AStA Advances in Statistical Analysis
Summary
Co-authored with Uwe Hassler. Published in AStA Advances in Statistical Analysis, 104, 363–383. (ABDC: C)
Nonstationarity-extended Whittle Estimation with Discontinuity: A Correction
Published by
Economics Letters
Summary
Published in Economics Letters, 187, 108914. (ABS: 3; ABDC: A)
Languages
English
Skills
Research & Econometrics
High-dimensional Econometrics, Tensor Time Series Analysis, Volatility and Uncertainty, Factor Models, Statistical Inference, Time-varying Models, Long Memory Models, Whittle-type Estimation, Structural Breaks Detection.
Quantitative Analysis
Quantitative Finance, Financial Modeling, Data Analysis, Stochastic Processes, Multidimensional Data Analysis, Statistical Analysis, Mathematical Modeling.
Teaching & Mentorship
Financial Modeling and Data Analysis (UG), Applied Stochastic Processes (UG), Financial Econometrics (UG), Advanced Econometrics (Ph.D.), Curriculum Development, Student Mentorship, Thesis Advising.
Academic Service
Peer Review, Journal Reviewer, Econometric Reviews, International Journal of Forecasting, Journal of the American Statistical Association, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Time Series Analysis.
Projects
Multi-dimensional Data Analysis: From Vector to Tensor
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Summary
Led a research project focused on advancing multi-dimensional data analysis techniques, transitioning from vector-based to tensor-based methodologies.