Hi, welcome to my homepage! I am currently a Postdoctoral Fellow in the Dept. ISOM at HKUST, working with Prof. Yingying Li and Prof. Xinghua Zheng.
I received my bachelor's degree (2020) and Ph.D. degree (2025) in Financial Statistics from SUFE, where I was supervised by Prof. Zhiyuan Zhang. In my fourth year of Ph.D. studies(2024), I was fortunate to visit Prof. Torben Andersen and Prof. Viktor Todorov at Kellogg.
My research interests mainly lie in Financial Econometrics, with a focus on developing econometric methods to test financial economic hypotheses, and identify structural patterns in asset returns and volatility using high-frequency data.