Teaching

Undergraduate Level Course

• Big Data:

              2024 - 2026 Spring

• Machine Learning and Economic Statistics:

              2026 Spring

Master’s Level Course

• Quantitative Economics:

              2023 - 2025 Fall

• Time-series Analysis:

              ​2024 - 2026 Spring

Supervised Student (Academic): 

Master:

Dahao Tan (2024 - ): Forecasting Intraday Trading Volume with Periodicity. [SSRN] (R&R at Journal of Banking & Finance)

Jing Li (2025 -): 1. Conformal Prediction for Volatility: A Panel Data Perspective with Cross-Sectional Pooling. [SSRN] (Submitted to Journal of Financial Econometrics)// 2. Sequential Confidence Sets for Coverage-Constrained Conformal Model Selection. (Submitted)

Haibo Zeng (2025 - ): Conformal prediction for price range with applications in trading.

Yixuan Bao (2026 - ): Bootstrap for fixed-k inference.

Zebao Li (2026 - ): Predictive network autoregression for jump intensity.

PhD (Co-supervised):

Jifang Mai (2021-2025, First job: AP at Lingnan Normal University): Machine Learning Asset Pricing based on variable Selection and model Averaging.