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.
Jing Li (2025 -): Conformal Prediction for Volatility: A Panel Data Perspective with Cross-Sectional Pooling.
Haibo Zeng (2025 - ): Generative Candlesticks via Texture Data.
PhD (Co-supervised):
Jifang Mai (2021-2025, Graduated): Machine Learning Asset Pricing based on variable Selection and model Averaging.