主题：（Re-)Imag(in)ing Price Trends

主讲人简介：

DACHENG XIU

Professor of Econometrics and Statistics

Booth School of Business, University of Chicago

Professor Dacheng Xiu’s research interests include developing statistical methodologies and applying them to financial data while exploring their economic implications. His current work focuses on developing machine learning solutions to big-data problems in empirical asset pricing.

Professor Xiu’s work has appeared in Econometrica, Journal of Political Economy, Journal of Finance, Review of Financial Studies, Journal of the American Statistical Association, and Annals of Statistics. He is a Co-Editor for the Journal of Financial Econometrics, an Associate Editor for the Review of Financial Studies, Management Science, Journal of Econometrics, Journal of Business & Economic Statistics, Journal of Applied Econometrics, the Econometrics Journal, and Journal of Empirical Finance. He has received several recognitions for his research, including Fellow of the Society for Financial Econometrics, Fellow of the Journal of Econometrics, Swiss Finance Institute Outstanding Paper Award, AQR Insight Award, and Best Conference Paper Prize from the European Finance Association.

Professor Xiu earned his Ph.D. and MA in applied mathematics from Princeton University. Prior to his graduate studies, he obtained a BS in mathematics from the University of Science and Technology of China.

时间

2022年2月23日 上午 10:30 - 11:40

地点

ZOOM Meeting ID: 972 2462 4613  Passcode: 100498