Xuanling Yang

Lecturer

Research direction:

Education:

Department: College of Mathematics and Physics
ORCID:
DBLP:

10 Access

Email: 2024500112@buct.edu.cn
Office : Wenli Buidling 312

Introduction
Research
Teaching
Funding
Publications
Awards
Honor Reward
Admission

Introduction

EDUCATION

2018/09-2023/06, Ph.D. in Statistics, Tsinghua University

2014/09-2018/07, B.S. in Mathematics, Tsinghua University

WORK EXPERIENCE

2023/07-2024/08, CICC Wealth Management, Quantitative Fund Researcher

2024/08-Current, Beijing University of Chemical Technology, Lecturer

Education

Work Experience

Social Position

Social Activities

Research

Time Series Analysis

Financial Econometrics

Quantitative Investment

Machine Learning

Teaching

Postgraduates

Funding

Vertical Project

Horizontal Project

Publications

[+][-]Selected Publications

[+][-] 2030

[+][-] 2029

[+][-] 2028

[+][-] 2027

[+][-] 2026

[+][-] 2025

[+][-] 2024

[+][-] 2023

[+][-]before 2023

【1】Yang, X. and Li, D. (2022). Estimation of the empirical risk-return relation: A generalized-risk-in-mean model. Journal of Time Series Analysis. 43(6): 938–963.

【2】Yang, X., Zhu, Z., Li, D, and Zhu, K. (2024). Asset pricing via the conditional quantile variational autoencoder. Journal of Business & Economic Statistics.42(2): 681-694.

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