Employment

• 2024 - Present, Postdoctoral Fellowship, The Hong Kong Polytechnic University;
  Supervisor: Jie (Jay) Cao

Education

• 2019 - 2024, Ph.D in Finance, The Chinese University of Hong Kong
• 2017 - 2019, MSc. in Finance, Nanyang Technological University
• 2013 - 2017, BEng. in Civil Engineering, Southeast University

Working Papers

1. Forecasting Option Returns with News
   with Jie Cao, Bing Han, Gang Li, and Xintong Zhan
   – AFA 2025 (scheduled), ICFT (2024), 2024 Hong Kong Coference for Fintech, AI, and Big Data in Business, Virtual Derivatives Workshop (2024), MFA (2024), FERM (2023), APAD (2023), and China Derivatives Youth Forum (2023), CICF (2022), AsianFA (2022), CIRF (2022), SFS Cavalcade Asia-Pacific (2022), CFE-CMStatistics (2021)
2. Forecasting Corporate Bond Index Returns with Jie Cao, Linjia Song, and Xintong Zhan
3. Abnormal Media Coverage and Option Returns with Linjia Song
4. The Role of Abnormal Stock Trading Volume in the Equity Option Market
   with Jie Cao, Bing Han, Gang Li, and Xintong Zhan
   – 12th FMCG (2022), 4th QFFE (2022)

Research Interests

• Empirical Asset Pricing: derivatives, return predictability, investments
• Machine learning in Finance: textual analysis, large language model