🧑🏻🏫 Academic Talks
- No Asset Is an Island: A Real Options Framework for Valuing Interdependent Projects
- Peking University Seminar, Sep 18, 2025.
- On Consistency of Signature Using Lasso
- SIAM Conference on Financial Mathematics and Engineering (FM25), July 15, 2025.
- 2024 INFORMS Annual Meeting, Oct 22, 2024.
- Session chair of the Machine Learning in Finance II Session.
- CSIAM 2023, Oct 15, 2023.
- UC Berkeley Seminar, May 7, 2023.
- Breaking the Factor Zootopia: Factor Selection via Significant Tests of Multi-Task Lasso
- 7th PKU-NUS Annual International Conference on Quantitative Finance and Economics, May 20, 2023.
- Peking University Seminar, April 21, 2023.
- CSIAM Financial Math Annual Conference, November 13, 2022.
- Optimal Impact Portfolios with General Dependence and Marginals
- ICIAM 2023, August 20-25, 2023.
- The 11th Annual Conference of the Operations Research Society of China (Financial Engineering and Risk Management Branch), December 10, 2022.
Second place in the Best Paper Prize for Young Scholars.
- Seminar at Sun Yat-sen University, November 4, 2022.
- The 19th Chinese Finance Annual Meeting, October 30, 2022.
- High-Frequency Liquidity in the Chinese Stock Market: Measurements, Patterns, and Determinants
- China Finance Review International & China International Risk Forum Joint Conference, July 29, 2023.
- CSIAM Financial Math Annual Conference, November 12, 2022.
- IFZ FinTech Colloquium 2022, Lucerne University of Applied Sciences and Arts, November 2, 2022.
- 2022 INFORMS Annual Meeting, October 17, 2022.
- 11th World Congress of Bachelier Finance Society, June 15, 2022.
- Session chair of the Market Microstructure II Session.
- Construct Smith-Wilson Interest Rate Curves with Endogenous Ultimate Forward Rates
- United As One: 24th International Congress on Insurance: Mathematics and Economics, June 5, 2021.
- Statistical Patterns of High-Frequency Data for A-share stocks in Shenzhen Stock Exchange (深交所A股市场高频数据统计特征实证研究)
- 第三届金融工程与风险管理青年学者研讨会, Shandong University of Finance and Economics, June 12, 2021.
💬 Discussions
- 2025 MRS International Risk Conference, July 26, 2025.
🎥 Non-academic Talks
