个人简历:
个人网站：
工作经历：
2021- 北京大学经济学院 助理教授 博士生导师
研究领域：
金融计量，资产定价，投资组合管理，机器学习
教育经历：
2016-2021 剑桥大学 经济学博士
2015-2016 剑桥大学 经济研究硕士
2013-2015 伯明翰大学 理学学士
2011-2015 西南财经大学 金融学学士
发表论文：
when will the covid-19 pandemic peak? （with oliver linton） journal of econometrics volume 220, issue 1, september 2020, pages 130-157
first discussion meeting on statistical aspects of the covid-19 pandemic (with shuyi ge and oliver linton) journal of the royal statistical society: series a (statistics in society), 1–29.
dynamic peer groups of arbitrage characteristics (with shuyi ge and oliver linton) journal of business & economic statistics, 2024, vol. 42, no. 2, 367–390
news-implied linkages and local dependency in the equity market (with shuyi ge and oliver linton) journal of econometrics, volume 235, issue 2, august 2023, pages 779-815
工作论文：
diamond cuts diamond: news co-mention momentum spillover prevails in china (with shuyi ge and hanyu zheng) r & r at journal of banking and finance
decoding cross-stock predictability: peer strength versus firm-peer disparities (with doron avramov, shuyi ge and oliver linton)
a tale of two news-implied linkages: information structure, processing costs and cross-firm predictability (with shuyi ge and hanyu zheng)
a-h share price difference: a theoretical and empirical analysis (with shuyi ge, oliver linton and yu yan)
data-enriched prediction of insurance risk (with ruo jia and ye yin)
见微知著：中国股票市场的异质空间因子定价模型 (戈舒怡 李少然 黎新平 苏文) 返修 经济学（季刊）
should we augment large covariance matrix estimation with auxiliary network information? (with shuyi ge, oliver linton, weiguang liu and wen su)
a dynamic semiparametric characteristics-based model for portfolio selection (with gregory connor, chaohua dong and oliver linton)
specification-lasso and an application in financial markets (with chaohua dong, shuyi ge and wen su)
数据：(at finlab.pku.edu.cn)
csncd: china stock news co-mention dataset (with shuyi ge, xinping li, xianglong yan and hanyu zheng)
csnlfd: china stock news leader-follower dataset (with shuyi ge, xinping li, xianglong yan and hanyu zheng)
科研项目：
主持，国家自然科学基金，青年项目，基于辅助信息源的高维协方差矩阵的估计和预测：以金融市场为例，2023-2025
媒体报道：
新华财经：【金融街发布·机构研究】北大经院金融系研究显示：新闻关联数据库在a股市场应用效果显著
https://bm.cnfic.com.cn/sharing/share/articledetail/178609795/1
奖项：
北京大学优秀班主任，2022
北京大学青年教师教学基本功大赛一等奖，2023
北京大学优秀班主任标兵，2023