Research Assistant
Collaborated to replicate fundamental factors from HXZ(2019), conducted empirical research on economic volatility using frequency factor models, and proposed a filtering mechanism. Authored a research paper as first author.
Served as research assistant at Nankai University Corporate Finance Research Center, responsible for tracking and analyzing macroeconomic data.
Designed and built a comprehensive factor mining workflow system.
Institute for Interdisciplinary Information Sciences, Tsinghua University
School of Finance, Nankai University