IntroductionEDUCATION 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 EducationWork ExperienceSocial PositionSocial ActivitiesResearchTime Series Analysis Financial Econometrics Quantitative Investment Machine Learning TeachingPostgraduatesFundingVertical ProjectHorizontal ProjectPublications【1】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. 【2】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. AwardsPatentHonor RewardAdmissions Information |