Ke Tang

Institute of Economics, School of Social Sciences, Tsinghua University

Professor

No.1 Tsinghua Garden

Beijing, 100084

China

SCHOLARLY PAPERS

48

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256

CROSSREF CITATIONS

45

Scholarly Papers (48)

1.

Impact of Temperature and Relative Humidity on the Transmission of COVID-19: A Modeling Study in China and the United States

BMJ Open, 11(2), e043863
Number of pages: 55 Posted: 10 Mar 2020 Last Revised: 28 Nov 2022
Beihang University (BUAA), Institute of Economics, School of Social Sciences, Tsinghua University, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) - Department of Computer Science, Beihang University, University of Connecticut and Cornell University
Downloads 71,813 (31)
Citation 122

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COVID-19, Transmission, Effective Reproductive Number, Temperature, Humidity

2.

Hedging Pressure and Commodity Option Prices

Number of pages: 43 Posted: 01 Oct 2021
Ing-Haw Cheng, Ke Tang and Lei Yan
University of Toronto - Rotman School of Management, Institute of Economics, School of Social Sciences, Tsinghua University and Yale University
Downloads 10,625 (977)

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commodities, options, hedging pressure

3.

AlphaPortfolio: Direct Construction Through Deep Reinforcement Learning and Interpretable AI

Number of pages: 76 Posted: 20 Apr 2020 Last Revised: 02 Mar 2022
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Beihang University (BUAA)
Downloads 5,742 (2,769)
Citation 2

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Artificial Intelligence, Distillation, LSTM, Machine Learning, Portfolio Theory, Reinforcement Learning.

4.
Downloads 5,266 ( 3,216)
Citation 18

Crypto Wash Trading

Number of pages: 50 Posted: 02 Mar 2020 Last Revised: 14 Aug 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Reading - Henley Business School,, Institute of Economics, School of Social Sciences, Tsinghua University and University of Bristol - Department of Computer Science
Downloads 5,254 (3,194)
Citation 10

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Bitcoin; CeFi; Cryptocurrency; Forensic Finance; Fraud Detection; Regulation

Crypto Wash Trading

NBER Working Paper No. w30783
Number of pages: 74 Posted: 27 Dec 2022 Last Revised: 14 Apr 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Reading - Henley Business School,, Institute of Economics, School of Social Sciences, Tsinghua University and University of Bristol - Department of Computer Science
Downloads 12 (1,091,515)
Citation 5
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5.

Crowding and Factor Returns

Number of pages: 51 Posted: 15 Mar 2021
Faculty of Business Administration, University of Macau, Yale School of Management - International Center for Finance and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 2,603 (10,256)

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Crowding, Factor Investing, Carry, Momentum, Value, Commodity Futures, Commodities

6.

A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 14 Jun 2014 Last Revised: 22 Apr 2019
Faculty of Business Administration, University of Macau, Yale School of Management - International Center for Finance and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 2,508 (10,879)
Citation 72

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Commodity futures, liquidity provision, return predictability, theory of normal backwardation, hedging pressure, risk premium

7.

Leverage is a Double-Edged Sword

Journal of Finance, forthcoming
Number of pages: 88 Posted: 28 May 2021 Last Revised: 24 Jun 2023
University of California, Los Angeles (UCLA) - Finance Area, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Nanjing University - School of Management and Engineering
Downloads 1,900 (16,899)
Citation 4

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Leverage, Futures, Margin call, Smart investors, Trading performance

8.

The Tokenomics of Staking

Number of pages: 67 Posted: 06 Apr 2022 Last Revised: 29 Nov 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, Tsinghua University - Institute of Economics and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 1,830 (18,047)
Citation 4

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Carry, Cryptocurrencies, DeFi, Inequality, Proof-of-Stake, Redistribution, UIP.

Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem

Number of pages: 75 Posted: 30 Sep 2022 Last Revised: 24 May 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Xi'an Jiaotong University (XJTU) and Xi'an Jiaotong University (XJTU) - School of Management
Downloads 768 (62,086)
Citation 2

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Airdrop, Big Data, Blockchain, Inclusion, Inequality, Large-Scale Computing, Smart Contracts, Transaction Fees

Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem

Number of pages: 75 Posted: 29 Jul 2022 Last Revised: 24 May 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Xi'an Jiaotong University (XJTU) and Xi'an Jiaotong University (XJTU) - School of Management
Downloads 530 (99,717)
Citation 1

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Airdrop, Big Data, Blockchain, Inclusion, Inequality, Large-Scale Computing, Smart Contracts, Transaction Fees

Inclusion and Democratization Through Web3 and Defi? Initial Evidence from the Ethereum Ecosystem

NBER Working Paper No. w30949
Number of pages: 83 Posted: 13 Feb 2023 Last Revised: 26 Jul 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Xi'an Jiaotong University (XJTU) and Xi'an Jiaotong University (XJTU) - School of Management
Downloads 4 (1,175,398)
Citation 3
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10.
Downloads 1,219 (33,087)
Citation 11

Commodity Investing

Yale ICF Working Paper No. 06-12
Number of pages: 31 Posted: 08 Jun 2012 Last Revised: 10 Aug 2012
K. Geert Rouwenhorst and Ke Tang
Yale School of Management - International Center for Finance and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 1,219 (32,545)
Citation 11

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Commodity futures, Theory of Storage, Theory of Normal Backwardation, Risk premium, Trader positions

Commodity Investing

Annual Review of Financial Economics, Vol. 4, pp. 447-467, 2012
Posted: 04 Nov 2012
K. Geert Rouwenhorst and Ke Tang
Yale School of Management - International Center for Finance and Institute of Economics, School of Social Sciences, Tsinghua University

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11.

Value Premium, Network Adoption, and Factor Pricing of Crypto Assets

Number of pages: 65 Posted: 15 Dec 2021 Last Revised: 16 May 2022
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - SC Johnson College of Business, Institute of Economics, School of Social Sciences, Tsinghua University and Tsinghua University
Downloads 957 (46,625)
Citation 11

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Blockchain, Cryptocurrency, DeFi, Factor Models, Network Effect, Market Segmentation

12.

Index Investment and Financialization of Commodities

Number of pages: 49 Posted: 17 Aug 2009 Last Revised: 21 Sep 2010
Ke Tang and Wei Xiong
Institute of Economics, School of Social Sciences, Tsinghua University and Princeton University - Department of Economics
Downloads 945 (47,451)
Citation 45

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co-movement of commodities, volatility, financial crisis

13.

Relative Basis: A Better Measure of the Convenience Yield

Number of pages: 61 Posted: 21 Jun 2019 Last Revised: 19 Jun 2023
Ming Gu, Wenjin Kang, Dong Lou and Ke Tang
Xiamen University - School of Economics, Faculty of Business Administration, University of Macau, HKUST Business School and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 873 (53,009)

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commodity markets, futures basis, convenience yield, commodity futures returns, theory of storage

14.

Political Uncertainty and Commodity Markets

Fisher College of Business Working Paper No. 2017-03-025, Charles A. Dice Center Working Paper No. 2017-25
Number of pages: 54 Posted: 06 Nov 2017 Last Revised: 08 Jun 2020
Kewei Hou, Ke Tang and Bohui Zhang
Ohio State University (OSU) - Department of Finance, Institute of Economics, School of Social Sciences, Tsinghua University and The Chinese University of Hong Kong, Shenzhen
Downloads 862 (53,887)
Citation 9

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Political Uncertainty, Commodity Prices, Inventories, Convenience Yields, Risk Premiums, U.S. Presidential Elections

15.

Commodities as Collateral

Forthcoming, Review of Financial Studies
Number of pages: 54 Posted: 17 Nov 2013 Last Revised: 19 Apr 2016
Ke Tang and Haoxiang Zhu
Institute of Economics, School of Social Sciences, Tsinghua University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 758 (64,127)
Citation 5

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commodity, collateral, financialization, theory of storage, capital control

16.

Asymmetric Cross-side Network Effects on Financial Platforms:Theory and Evidence from Marketplace Lending

Number of pages: 68 Posted: 04 Oct 2019 Last Revised: 15 Mar 2021
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Tsinghua University - Institute of Economics and The Nielsen Company
Downloads 723 (68,141)
Citation 1

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Network Externality; P2P Lending; Platforms; FinTech

17.

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Number of pages: 50 Posted: 26 Nov 2008 Last Revised: 31 Mar 2020
Jaime Casassus, Peng Liu and Ke Tang
Pontificia Universidad Catolica de Chile, Cornell University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 714 (69,266)
Citation 16

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commodity futures, economic linkages, relative scarcity, correlation term structure, convenience yields, spread options

18.

GPT's Idea of Stock Factors

Number of pages: 42 Posted: 14 Sep 2023
Yuhan Cheng and Ke Tang
Tsinghua University, PBC School of Finance, Students and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 687 (73,063)
Citation 1

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LLM; Asset Pricing; Automated Factor Generating; ChatGPT; Knowledge Inference, Financial Engineering

19.

Financialization and Commodity Markets Serial Dependence

Management Science, forthcoming
Number of pages: 83 Posted: 06 Dec 2018 Last Revised: 24 Aug 2022
Zhi Da, Ke Tang, Yubo Tao and Liyan Yang
University of Notre Dame - Mendoza College of Business, Institute of Economics, School of Social Sciences, Tsinghua University, University of Macau - Department of Economics and University of Toronto - Rotman School of Management
Downloads 567 (92,695)
Citation 13

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Financialization, Return autocorrelation, Index trading, News sentiment, ETF arbitrage, Price discovery

20.

The Stochastic Behavior of Commodity Prices with Heteroskedasticity in the Convenience Yield

Journal of Empirical Finance, Forthcoming
Number of pages: 26 Posted: 25 Mar 2008 Last Revised: 18 Dec 2010
Peng Liu and Ke Tang
Cornell University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 560 (94,148)
Citation 8

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commodity, convenience yield, heteroskedasticity, affine models, volatility smile

21.

When is the COVID-19 Pandemic Over? Evidence from the Stay-at-Home Policy Execution in 106 Chinese Cities

Number of pages: 17 Posted: 27 Mar 2020 Last Revised: 10 Apr 2020
Beihang University (BUAA), Institute of Economics, School of Social Sciences, Tsinghua University, Institute of Economics, School of Social Sciences, Tsinghua University and Beihang University
Downloads 549 (96,577)
Citation 5

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COVID-19, Stay at home, Baidu Mobility Index, Movement restriction

22.

Long and Short Term Jumps in Commodity Futures Prices

Number of pages: 52 Posted: 27 Mar 2008 Last Revised: 15 Dec 2010
University of Cambridge - Centre for Financial Research, University of Cambridge - Centre for Financial Research and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 405 (138,762)

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commodity futures, convenience yields, jumps, non-Gaussian state space models, extended Kalman …lter, importance sampling

23.

Properties of ROC curves

Number of pages: 46 Posted: 30 May 2019 Last Revised: 26 Feb 2022
Institute of Economics, School of Social Sciences, Tsinghua University, Stanford University, Institute of Economics, School of Social Sciences, Tsinghua University and Beihang University (BUAA)
Downloads 377 (150,394)
Citation 3

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ROC Curve, Binary Classification, Neyman-Pearson Lemma, Bayesian Optimal Decision Rule, Randomization

24.

Statistical Tests for Replacing Human Decision Makers with Algorithms

Number of pages: 65 Posted: 11 Jan 2020 Last Revised: 25 Jun 2023
Institute of Economics, School of Social Sciences, Tsinghua University, Stanford University, Institute of Economics, School of Social Sciences, Tsinghua University and Beihang University (BUAA)
Downloads 374 (151,781)

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Artificial Intelligence, Machine Learning, Decision Making, ROC Curve

25.

How Digital Platform Enables Social Governance: Containing COVID-19 in China

Number of pages: 38 Posted: 27 Mar 2020 Last Revised: 20 Oct 2021
Ke Rong, Di Zhou, Ke Tang and Cong Cao
Institute of Economics, School of Social Sciences, Tsinghua University, Tongji University, Institute of Economics, School of Social Sciences, Tsinghua University and University of Nottingham, Ningbo
Downloads 371 (153,124)

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We-governance, Platform Governance, Social Governance, Social Media, COVID-19

26.

The Road to Negative Futures Prices Is Paved with Financialization

Number of pages: 38 Posted: 20 Apr 2022 Last Revised: 13 May 2024
Tsinghua University - Institute of Economics, Faculty of Business Administration, University of Macau, Institute of Economics, School of Social Sciences, Tsinghua University, DePaul University and University of Toronto - Rotman School of Management
Downloads 368 (154,958)

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Commodity financialization, closing pressure, manipulation, TAS, negative oil futures price

27.

Size and Performance of Chinese Mutual Funds: The Role of Economy of Scale and Liquidity

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 43 Posted: 26 Sep 2011
Ke Tang, Wenjun Wang and Rong Xu
Institute of Economics, School of Social Sciences, Tsinghua University, Renmin University of China and Renmin University of China
Downloads 357 (159,791)
Citation 1

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Chinese mutual funds, size, performance, economy of scale, liquidity

28.

An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States

Number of pages: 31 Posted: 13 Aug 2021 Last Revised: 01 Sep 2021
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Beihang University (BUAA)
Downloads 348 (164,267)
Citation 2

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AI, Mitigation, Pandemic, SIR

29.

Derivative-Market Leverage and Risk Premia Implications

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 64 Posted: 22 Nov 2022 Last Revised: 14 Apr 2023
Ke Tang, Jing Zhao and Hao Zhou
Institute of Economics, School of Social Sciences, Tsinghua University, PBCSF, Tsinghua University and Tsinghua University - PBC School of Finance
Downloads 343 (167,872)

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Derivative-Market Leverage, Risk Premia Implications, Return Predictability, Time-Varying Risk Aversion, Options and Futures

30.

Teaching Economics to the Machines

Number of pages: 70 Posted: 01 Dec 2023
Massachusetts Institute of Technology, Tsinghua University, PBC School of Finance, Students, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 319 (180,267)

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transfer learning, structural model, deep neural networks, option pricing

31.

Cross-Market Soybean Futures Price Discovery: Does the Dalian Commodity Exchange Affect the Chicago Board of Trade?

Forthcoming in Quantitative Finance
Number of pages: 34 Posted: 05 Feb 2013
Liyan Han, Rong Liang and Ke Tang
Beihang University (BUAA) - School of Economic and Management Science, Renmin University of China and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 285 (202,866)
Citation 2

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Cross-market Price Discovery, Soybeans Futures, Danlian Commodity Exchange, Chicago Board of Trade

32.

Financialization of Commodity Markets Ten Years Later

Journal of Commodity Markets, Forthcoming
Number of pages: 41 Posted: 31 Dec 2022 Last Revised: 19 Jan 2023
Wenjin Kang, Ke Tang and Ningli Wang
Faculty of Business Administration, University of Macau, Institute of Economics, School of Social Sciences, Tsinghua University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 213 (273,350)

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financialization, cross-market return correlation, pairwise return correlation, basis, traders composition, commodity markets.

33.

Cultural Price Premium: Evidence from CryptoPunks

Number of pages: 61 Posted: 14 Sep 2022 Last Revised: 28 Jun 2023
Fai Lim Loi, Ke Tang and Yang You
Institute of Economics, School of Social Sciences, Tsinghua University, Institute of Economics, School of Social Sciences, Tsinghua University and The University of Hong Kong
Downloads 206 (278,249)

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Non-fungible token, Blockchain, Culture, Conspicuous Consumption

34.

Estimating Exponential Affine Models with Correlated Measurement Errors: Applications to Fixed Income and Commodities

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 24 Aug 2009
M. A. H. Dempster and Ke Tang
University of Cambridge - Centre for Financial Research and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 199 (287,095)

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exponential affine model, state space form, Kalman filter, EM algorithm, measurement errors, serial correlation, commodity futures, yield curves

35.

Hospital Run

Number of pages: 49 Posted: 04 Oct 2021 Last Revised: 30 Apr 2024
Ke Tang, Danxia Xie and Jiaqing Zeng
Institute of Economics, School of Social Sciences, Tsinghua University, Tsinghua University - Institute of Economics and University of Macau
Downloads 170 (330,345)

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COVID-19; Coordination Failure; Hospital Run; Allocation Policy; Global Game; Bank-run

36.

Maximal Affine Models for Multiple Commodities: A Note

Number of pages: 17 Posted: 09 Sep 2012
Jaime Casassus, Peng Liu and Ke Tang
Pontificia Universidad Catolica de Chile, Cornell University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 157 (353,697)

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maximal affine models, multiple commodities, futures prices

37.

Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks

Quantitative Finance, Forthcoming
Number of pages: 35 Posted: 08 Oct 2012
Ke Tang and Changyun Wang
Institute of Economics, School of Social Sciences, Tsinghua University and affiliation not provided to SSRN
Downloads 149 (369,146)

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warrants, Chinese market, short sales prohibition, arbitrage pricing theory, resale-option, bubble theory

38.

Commodity Prices and GDP Growth

International Review of Financial Analysis, Forthcoming
Number of pages: 33 Posted: 16 Jun 2020
Yiqing Ge and Ke Tang
Tsinghua University - Institute of Economics and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 146 (375,309)
Citation 2

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GDP Growth; Commodity Prices; Basis; Predictability

39.

Contagion, Migration and Misallocation in a Pandemic

Number of pages: 40 Posted: 05 Feb 2021 Last Revised: 02 Mar 2024
Institute of Economics, School of Social Sciences, Tsinghua University, Tsinghua University - Institute of Economics, Peking University - Guanghua School of Management and Central University of Finance and Economics
Downloads 137 (394,535)

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SIR Model, Migration, Misallocation, Hospitalization Resource, Pandemic

40.

Self-Collateral and Crypto Run

Number of pages: 30 Posted: 25 Sep 2023 Last Revised: 10 Oct 2023
Faculty of Business Administration, University of Macau, Institute of Economics, School of Social Sciences, Tsinghua University, The University of Hong Kong and University of Macau
Downloads 133 (403,871)

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Cryptocurrency Exchanges, Self-collateralness, FTX Collapse, Global Game, Bank Run

41.

Crypto Wash Trading - Online Appendices

Number of pages: 66 Posted: 14 Aug 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Reading - Henley Business School,, Institute of Economics, School of Social Sciences, Tsinghua University and University of Bristol - Department of Computer Science
Downloads 116 (447,952)

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Bitcoin, CeFi, Cryptocurrency, Forensic Finance, Fraud Detection, Regulation

42.

Internet Appendix to 'A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets'

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 2019-09
Number of pages: 14 Posted: 21 May 2019
Faculty of Business Administration, University of Macau, Yale School of Management - International Center for Finance and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 103 (488,585)
Citation 1

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commodity futures, liquidity provision, return predictability, theory of normal backwardation, hedging pressure, risk premium

43.

Do Corporate Managers Believe in Luck? Evidence of the Chinese Zodiac Effect

International Review of Financial Analysis, Forthcoming
Number of pages: 49 Posted: 30 Aug 2021
University of Reading - Henley Business School,, Durham Business School, Glasgow University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 92 (526,319)
Citation 2

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Risk perception, behavioural bias, belief in luck, superstition, zodiac year, cash holdings

44.

Can the E-Commercialization Improve Residents’ Income? – Evidence From 'Taobao Counties' in China

International Review of Economics & Finance, Forthcoming
Number of pages: 32 Posted: 30 Mar 2022
Institute of Economics, School of Social Sciences, Tsinghua University, Tsinghua University and Tsinghua University
Downloads 71 (613,073)

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E-commercialization; Taobao County; propensity score matching; per capita disposable income.

45.

Online Prices and Inflation During the Nationwide COVID-19 Quarantine Period: Evidence from 107 Chinese Websites

Finance Research Letters, Vol. 49, 103166, 2022
Number of pages: 17 Posted: 05 Aug 2022
University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University, Institute of Economics, School of Social Sciences, Tsinghua University and University of Macau
Downloads 52 (714,464)
Citation 3

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COVID-19 pandemic, online prices, stay-at-home economy, inflation, price stickiness

46.

Experience of the COVID-19 Pandemic in Wuhan Leads to a Lasting Increase in Social Distancing

Number of pages: 39 Posted: 03 Jan 2023
University of Cambridge - Faculty of Economics, University of Cambridge, Institute of Economics, School of Social Sciences, Tsinghua University, Institute of Economics, School of Social Sciences, Tsinghua University and Anhui University of Finance and Economics
Downloads 24 (930,460)

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social distancing, COVID-19, Wuhan lockdown, online experiment, nudge, super-spreader

47.

Macroeconomic Effects of Cbdc Negative Interest Policy in an Open Economy: A Comparison of Quantity and Price Rules

Number of pages: 30 Posted: 02 Jul 2024
Jilin University (JLU) - School of Economics, affiliation not provided to SSRN, University of International Business and Economics and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 10 (1,074,084)

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CBDC, Negative interest rate, Quantity-based monetary policy, Price-based monetary policy

48.

Deep Sequence Modeling: Development and Applications in Asset Pricing

The Journal of Financial Data Science Winter 2021, jfds.2020.1.053; DOI: https://doi.org/10.3905/jfds.2020.1.053
Posted: 12 Aug 2020
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Beihang University (BUAA)

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Artificial Intelligence, Asset Pricing, Machine Learning, Risk Premia, Time Series