MIT Sloan School of Management
I am a research assistant in the finance group of MIT Sloan School of Management, working on cryptocurrency and macrofinance for Professors Antoinette Schoar and Jonathan A. Parker. I received M.S. Statistics from the University of Chicago in July 2019. Before that, I worked on machine learning optimization at SHUFE-RIIS and shanshu.ai in Shanghai, China. From 2014 to 2017, I studied Mathematics at the University of California, Los Angeles (UCLA) and received a B.S. degree with summa cum laude and departmental honors. I published a paper on large-scale machine learning optimization algorithm in IEEE Trans. Signal Process. with Dr. Kun Yuan and Professor Ali H. Sayed at UCLA. Before running out of my spare time, I practiced quantitative trading in the Chinese stock market. I am from Zhengzhou, China.
July. Professor Jonathan A. Parker and co-authors' paper A Dynamic Theory of Lending Standards has appeared in the NBER WP series. Read the ungated version of the paper and the data appendix that surveys the credit bureaus in the world.
Apr 22. I helped write a blog post on how credit card companies target less-educated consumers with more complicated offers.
Apr 2. I wrote a blog post on the economic effect of the public health response during the 1918 Flu.
Jul 31. I have started working at MIT. Welcome to visit me at E70-1385c (Golub Center for Finance and Policy)!
May 13. I presented my thesis on post-IPO overpricing among Chinese stocks. The paper will be available upon request.
Jan 15. We published our paper, Variance-Reduced Stochastic Learning by Networked Agents under Random Reshuffling, in the IEEE Transactions on Signal Processing. Read the free arXiv version.